Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[55]) |
43 | 3953 | - | - | - | - | - | - | - |
44 | 3828 | - | - | - | - | - | - | - |
45 | 4440 | - | - | - | - | - | - | - |
46 | 4026 | - | - | - | - | - | - | - |
47 | 4109 | - | - | - | - | - | - | - |
48 | 4785 | - | - | - | - | - | - | - |
49 | 3224 | - | - | - | - | - | - | - |
50 | 3552 | - | - | - | - | - | - | - |
51 | 3940 | - | - | - | - | - | - | - |
52 | 3913 | - | - | - | - | - | - | - |
53 | 3681 | - | - | - | - | - | - | - |
54 | 4309 | - | - | - | - | - | - | - |
55 | 3830 | - | - | - | - | - | - | - |
56 | 4143 | 3817.7154 | 2859.8832 | 4775.5476 | 0.2528 | 0.49 | 0.4916 | 0.49 |
57 | 4087 | 3933.5498 | 2970.5183 | 4896.5813 | 0.3774 | 0.335 | 0.1513 | 0.5835 |
58 | 3818 | 4029.1954 | 3064.4781 | 4993.9128 | 0.3339 | 0.4533 | 0.5026 | 0.6572 |
59 | 3380 | 3907.3455 | 2849.9194 | 4964.7716 | 0.1642 | 0.5658 | 0.3543 | 0.557 |
60 | 3430 | 4072.1852 | 2994.9753 | 5149.395 | 0.1213 | 0.8961 | 0.0973 | 0.6703 |
61 | 3458 | 3973.4552 | 2888.363 | 5058.5473 | 0.1759 | 0.8369 | 0.9121 | 0.6022 |
62 | 3970 | 3986.3347 | 2865.3426 | 5107.3268 | 0.4886 | 0.8222 | 0.7762 | 0.6077 |
63 | 5260 | 3956.9866 | 2813.4646 | 5100.5086 | 0.0128 | 0.4911 | 0.5116 | 0.5862 |
64 | 5024 | 3964.2915 | 2804.0349 | 5124.548 | 0.0367 | 0.0143 | 0.5345 | 0.5897 |
65 | 5634 | 3838.3421 | 2653.7413 | 5022.9428 | 0.0015 | 0.0249 | 0.6027 | 0.5055 |
66 | 6549 | 3976.3393 | 2770.1899 | 5182.4887 | 0 | 0.0035 | 0.2944 | 0.594 |
67 | 4676 | 3884.039 | 2659.151 | 5108.9271 | 0.1025 | 0 | 0.5345 | 0.5345 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.128 | 0.0852 | 0 | 105810.0617 | 0 | 0 |
57 | 0.1249 | 0.039 | 0.0621 | 23546.9588 | 64678.5102 | 254.3197 |
58 | 0.1222 | -0.0524 | 0.0589 | 44603.5162 | 57986.8455 | 240.8046 |
59 | 0.1381 | -0.135 | 0.0779 | 278093.2955 | 113013.458 | 336.1747 |
60 | 0.135 | -0.1577 | 0.0939 | 412401.7869 | 172891.1238 | 415.8018 |
61 | 0.1393 | -0.1297 | 0.0998 | 265694.0414 | 188358.2767 | 434.0026 |
62 | 0.1435 | -0.0041 | 0.0862 | 266.8221 | 161488.0689 | 401.8558 |
63 | 0.1474 | 0.3293 | 0.1166 | 1697843.856 | 353532.5423 | 594.586 |
64 | 0.1493 | 0.2673 | 0.1333 | 1122982.192 | 439026.9478 | 662.5911 |
65 | 0.1575 | 0.4678 | 0.1668 | 3224387.4097 | 717562.994 | 847.0909 |
66 | 0.1548 | 0.647 | 0.2104 | 6618583.2885 | 1254019.3844 | 1119.8301 |
67 | 0.1609 | 0.2039 | 0.2099 | 627202.1636 | 1201784.616 | 1096.2594 |