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 | 3863.6829 | 2827.2733 | 4900.0926 | 0.2987 | 0.5254 | 0.5269 | 0.5254 |
57 | 4087 | 4094.888 | 3032.4672 | 5157.3089 | 0.4942 | 0.4646 | 0.2622 | 0.6875 |
58 | 3818 | 3897.7138 | 2794.0945 | 5001.3332 | 0.4437 | 0.3684 | 0.4099 | 0.5479 |
59 | 3380 | 3926.2448 | 2630.2018 | 5222.2877 | 0.2044 | 0.565 | 0.3911 | 0.5579 |
60 | 3430 | 4010.0579 | 2667.6864 | 5352.4294 | 0.1985 | 0.8212 | 0.1289 | 0.6037 |
61 | 3458 | 3929.8145 | 2528.9416 | 5330.6874 | 0.2546 | 0.7578 | 0.8383 | 0.5555 |
62 | 3970 | 3946.9474 | 2446.2028 | 5447.6921 | 0.488 | 0.7385 | 0.697 | 0.5607 |
63 | 5260 | 3976.7797 | 2422.5387 | 5531.0207 | 0.0528 | 0.5034 | 0.5185 | 0.5734 |
64 | 5024 | 3944.47 | 2330.7386 | 5558.2014 | 0.0949 | 0.055 | 0.5152 | 0.5553 |
65 | 5634 | 3953.4713 | 2269.0062 | 5637.9364 | 0.0253 | 0.1064 | 0.6244 | 0.5571 |
66 | 6549 | 3963.8544 | 2225.5926 | 5702.1162 | 0.0018 | 0.0298 | 0.3486 | 0.56 |
67 | 4676 | 3950.9771 | 2156.7582 | 5745.1959 | 0.2142 | 0.0023 | 0.5526 | 0.5526 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.1369 | 0.0723 | 0 | 78018.0243 | 0 | 0 |
57 | 0.1324 | -0.0019 | 0.0371 | 62.2213 | 39040.1228 | 197.5857 |
58 | 0.1445 | -0.0205 | 0.0316 | 6354.2964 | 28144.8473 | 167.7643 |
59 | 0.1684 | -0.1391 | 0.0584 | 298383.3684 | 95704.4776 | 309.3614 |
60 | 0.1708 | -0.1447 | 0.0757 | 336467.1859 | 143857.0193 | 379.2849 |
61 | 0.1819 | -0.1201 | 0.0831 | 222608.9505 | 156982.3411 | 396.21 |
62 | 0.194 | 0.0058 | 0.072 | 531.4214 | 134632.2097 | 366.9226 |
63 | 0.1994 | 0.3227 | 0.1034 | 1646654.3497 | 323634.9772 | 568.8892 |
64 | 0.2087 | 0.2737 | 0.1223 | 1165385.0375 | 417162.7617 | 645.8814 |
65 | 0.2174 | 0.4251 | 0.1526 | 2824176.694 | 657864.1549 | 811.0883 |
66 | 0.2237 | 0.6522 | 0.198 | 6682977.7256 | 1205601.7523 | 1097.999 |
67 | 0.2317 | 0.1835 | 0.1968 | 525658.2639 | 1148939.7949 | 1071.8861 |