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[38]) |
37 | -1035.2 | - | - | - | - | - | - | - |
38 | 61.8 | - | - | - | - | - | - | - |
39 | -734.8 | 94.9959 | -1263.9242 | 1453.916 | 0.1157 | 0.5191 | 0.5191 | 0.5191 |
40 | -6.9 | -127.07 | -1670.6118 | 1416.4718 | 0.4394 | 0.7799 | 0.7799 | 0.4052 |
41 | -1061.1 | -20.6391 | -1654.8365 | 1613.5582 | 0.106 | 0.4934 | 0.4934 | 0.4606 |
42 | -854.6 | 46.986 | -1742.6807 | 1836.6527 | 0.1617 | 0.8875 | 0.8875 | 0.4935 |
43 | -186.5 | 54.1431 | -1883.2418 | 1991.528 | 0.4038 | 0.821 | 0.821 | 0.4969 |
44 | 244 | 89.9729 | -1984.5128 | 2164.4587 | 0.4421 | 0.603 | 0.603 | 0.5106 |
45 | -992.6 | 131.3876 | -2090.9213 | 2353.6965 | 0.1608 | 0.4604 | 0.4604 | 0.5245 |
46 | -335.2 | 164.9161 | -2212.1977 | 2542.0298 | 0.34 | 0.8301 | 0.8301 | 0.5339 |
47 | 316.8 | 199.7924 | -2336.2593 | 2735.8442 | 0.464 | 0.6604 | 0.6604 | 0.5425 |
48 | 477.6 | 236.1493 | -2464.7989 | 2937.0975 | 0.4305 | 0.4767 | 0.4767 | 0.5503 |
49 | -572.1 | 271.7985 | -2599.9423 | 3143.5393 | 0.2823 | 0.4441 | 0.4441 | 0.557 |
50 | 1115.2 | 307.3582 | -2740.4336 | 3355.15 | 0.3017 | 0.7142 | 0.7142 | 0.5627 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
39 | 7.2985 | -8.7351 | 0 | 688561.2892 | 0 | 0 |
40 | -6.1975 | -0.9457 | 4.8404 | 14440.8353 | 351501.0622 | 592.8753 |
41 | -40.3978 | 50.4121 | 20.031 | 1082558.8575 | 595186.994 | 771.4836 |
42 | 19.4333 | -19.1884 | 19.8203 | 812857.3218 | 649604.5759 | 805.9805 |
43 | 18.2565 | -4.4446 | 16.7452 | 57909.1098 | 531265.4827 | 728.8796 |
44 | 11.7637 | 1.7119 | 14.2396 | 23724.3346 | 446675.2914 | 668.3377 |
45 | 8.6297 | -8.5547 | 13.4275 | 1263348.0972 | 563342.835 | 750.5617 |
46 | 7.3541 | -3.0325 | 12.1281 | 250116.0996 | 524189.4931 | 724.0093 |
47 | 6.4762 | 0.5856 | 10.8456 | 13690.7736 | 467467.4132 | 683.7159 |
48 | 5.8354 | 1.0224 | 9.8633 | 58298.4504 | 426550.5169 | 653.1084 |
49 | 5.3907 | -3.1049 | 9.2489 | 712164.6619 | 452515.4392 | 672.6927 |
50 | 5.0592 | 2.6283 | 8.6972 | 652608.3721 | 469189.8502 | 684.9743 |