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[61]) |
49 | 3906.01 | - | - | - | - | - | - | - |
50 | 3795.91 | - | - | - | - | - | - | - |
51 | 3703.32 | - | - | - | - | - | - | - |
52 | 3675.8 | - | - | - | - | - | - | - |
53 | 3911.06 | - | - | - | - | - | - | - |
54 | 3912.28 | - | - | - | - | - | - | - |
55 | 3839.25 | - | - | - | - | - | - | - |
56 | 3744.63 | - | - | - | - | - | - | - |
57 | 3549.25 | - | - | - | - | - | - | - |
58 | 3394.14 | - | - | - | - | - | - | - |
59 | 3264.26 | - | - | - | - | - | - | - |
60 | 3328.8 | - | - | - | - | - | - | - |
61 | 3223.98 | - | - | - | - | - | - | - |
62 | 3228.01 | 2883.6736 | 2605.2015 | 3162.1457 | 0.0077 | 0.0083 | 0 | 0.0083 |
63 | 3112.83 | 2788.7358 | 2299.4591 | 3278.0125 | 0.0971 | 0.0392 | 1e-04 | 0.0406 |
64 | 3051.67 | 2970.2899 | 2299.1875 | 3641.3922 | 0.4061 | 0.3386 | 0.0197 | 0.2294 |
65 | 3039.71 | 2753.3442 | 1896.0327 | 3610.6558 | 0.2563 | 0.2476 | 0.0041 | 0.141 |
66 | 3125.67 | 2396.8809 | 1342.9884 | 3450.7735 | 0.0876 | 0.1159 | 0.0024 | 0.062 |
67 | 3106.54 | 2248.419 | 992.999 | 3503.8391 | 0.0902 | 0.0854 | 0.0065 | 0.0639 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0493 | 0.1194 | 0 | 118567.5535 | 0 | 0 |
63 | 0.0895 | 0.1162 | 0.1178 | 105037.052 | 111802.3027 | 334.3685 |
64 | 0.1153 | 0.0274 | 0.0877 | 6622.7258 | 76742.4437 | 277.0243 |
65 | 0.1589 | 0.104 | 0.0918 | 82005.3453 | 78058.1691 | 279.3889 |
66 | 0.2243 | 0.3041 | 0.1342 | 531133.5269 | 168673.2407 | 410.6985 |
67 | 0.2849 | 0.3817 | 0.1755 | 736371.5971 | 263289.6334 | 513.1176 |