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[47]) |
35 | 1116 | - | - | - | - | - | - | - |
36 | 1070 | - | - | - | - | - | - | - |
37 | 1314 | - | - | - | - | - | - | - |
38 | 1068 | - | - | - | - | - | - | - |
39 | 1185 | - | - | - | - | - | - | - |
40 | 1215 | - | - | - | - | - | - | - |
41 | 1145 | - | - | - | - | - | - | - |
42 | 1251 | - | - | - | - | - | - | - |
43 | 1363 | - | - | - | - | - | - | - |
44 | 1368 | - | - | - | - | - | - | - |
45 | 1535 | - | - | - | - | - | - | - |
46 | 1853 | - | - | - | - | - | - | - |
47 | 1866 | - | - | - | - | - | - | - |
48 | 2023 | 1792.7318 | 1571.0569 | 2014.4067 | 0.0209 | 0.2586 | 1 | 0.2586 |
49 | 1373 | 1972.2089 | 1696.7237 | 2247.6941 | 0 | 0.3589 | 1 | 0.7751 |
50 | 1968 | 1758.5937 | 1430.314 | 2086.8735 | 0.1056 | 0.9893 | 1 | 0.2607 |
51 | 1424 | 1864.4041 | 1492.6029 | 2236.2052 | 0.0101 | 0.2925 | 0.9998 | 0.4966 |
52 | 1160 | 1853.3007 | 1442.1192 | 2264.4822 | 5e-04 | 0.9796 | 0.9988 | 0.4759 |
53 | 1243 | 1817.5772 | 1370.5779 | 2264.5765 | 0.0059 | 0.998 | 0.9984 | 0.4159 |
54 | 1375 | 1879.9123 | 1399.7335 | 2360.091 | 0.0197 | 0.9953 | 0.9949 | 0.5226 |
55 | 1539 | 1976.9667 | 1465.7639 | 2488.1695 | 0.0466 | 0.9895 | 0.9907 | 0.6647 |
56 | 1773 | 1966.7969 | 1426.3464 | 2507.2473 | 0.2411 | 0.9396 | 0.9851 | 0.6426 |
57 | 1906 | 2082.6706 | 1514.4763 | 2650.8648 | 0.2711 | 0.8573 | 0.9706 | 0.7726 |
58 | 2076 | 2343.5525 | 1748.9077 | 2938.1973 | 0.1889 | 0.9254 | 0.9471 | 0.9423 |
59 | 2004 | 2314.04 | 1694.0708 | 2934.0092 | 0.1635 | 0.7741 | 0.9217 | 0.9217 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.0631 | 0.1284 | 0 | 53023.434 | 0 | 0 |
49 | 0.0713 | -0.3038 | 0.2161 | 359051.2858 | 206037.3599 | 453.9134 |
50 | 0.0952 | 0.1191 | 0.1838 | 43850.9795 | 151975.2331 | 389.84 |
51 | 0.1017 | -0.2362 | 0.1969 | 193955.7286 | 162470.357 | 403.0761 |
52 | 0.1132 | -0.3741 | 0.2323 | 480665.8748 | 226109.4605 | 475.5097 |
53 | 0.1255 | -0.3161 | 0.2463 | 330138.9584 | 243447.7102 | 493.4042 |
54 | 0.1303 | -0.2686 | 0.2495 | 254936.4068 | 245088.9526 | 495.0646 |
55 | 0.1319 | -0.2215 | 0.246 | 191814.8151 | 238429.6854 | 488.2926 |
56 | 0.1402 | -0.0985 | 0.2296 | 37557.2225 | 216110.5228 | 464.8769 |
57 | 0.1392 | -0.0848 | 0.2151 | 31212.4916 | 197620.7197 | 444.5455 |
58 | 0.1295 | -0.1142 | 0.2059 | 71584.3409 | 186162.8671 | 431.466 |
59 | 0.1367 | -0.134 | 0.2 | 96124.7989 | 178659.6947 | 422.6816 |