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[37]) |
25 | 4443.91 | - | - | - | - | - | - | - |
26 | 4502.64 | - | - | - | - | - | - | - |
27 | 4356.98 | - | - | - | - | - | - | - |
28 | 4591.27 | - | - | - | - | - | - | - |
29 | 4696.96 | - | - | - | - | - | - | - |
30 | 4621.4 | - | - | - | - | - | - | - |
31 | 4562.84 | - | - | - | - | - | - | - |
32 | 4202.52 | - | - | - | - | - | - | - |
33 | 4296.49 | - | - | - | - | - | - | - |
34 | 4435.23 | - | - | - | - | - | - | - |
35 | 4105.18 | - | - | - | - | - | - | - |
36 | 4116.68 | - | - | - | - | - | - | - |
37 | 3844.49 | - | - | - | - | - | - | - |
38 | 3720.98 | 3805.3086 | 3527.9284 | 4082.6888 | 0.2756 | 0.3909 | 0 | 0.3909 |
39 | 3674.4 | 3799.6685 | 3378.2132 | 4221.1238 | 0.2801 | 0.6428 | 0.0048 | 0.4174 |
40 | 3857.62 | 3798.8566 | 3267.8294 | 4329.8839 | 0.4141 | 0.677 | 0.0017 | 0.4331 |
41 | 3801.06 | 3798.7398 | 3176.7344 | 4420.7451 | 0.4971 | 0.4264 | 0.0023 | 0.4427 |
42 | 3504.37 | 3798.7229 | 3097.3896 | 4500.0563 | 0.2054 | 0.4974 | 0.0107 | 0.4491 |
43 | 3032.6 | 3798.7205 | 3026.1551 | 4571.286 | 0.026 | 0.7724 | 0.0263 | 0.4538 |
44 | 3047.03 | 3798.7202 | 2960.9565 | 4636.4838 | 0.0393 | 0.9635 | 0.1724 | 0.4574 |
45 | 2962.34 | 3798.7201 | 2900.4781 | 4696.9621 | 0.034 | 0.9495 | 0.1387 | 0.4602 |
46 | 2197.82 | 3798.7201 | 2843.8225 | 4753.6177 | 5e-04 | 0.957 | 0.0957 | 0.4626 |
47 | 2014.45 | 3798.7201 | 2790.3451 | 4807.0952 | 3e-04 | 0.9991 | 0.2757 | 0.4646 |
48 | 1862.83 | 3798.7201 | 2739.5643 | 4857.8759 | 2e-04 | 0.9995 | 0.2781 | 0.4663 |
49 | 1905.41 | 3798.7201 | 2691.1092 | 4906.331 | 4e-04 | 0.9997 | 0.4677 | 0.4677 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.0372 | -0.0222 | 0.0018 | 7111.317 | 592.6097 | 24.3436 |
39 | 0.0566 | -0.033 | 0.0027 | 15692.2021 | 1307.6835 | 36.1619 |
40 | 0.0713 | 0.0155 | 0.0013 | 3453.1331 | 287.7611 | 16.9635 |
41 | 0.0835 | 6e-04 | 1e-04 | 5.3835 | 0.4486 | 0.6698 |
42 | 0.0942 | -0.0775 | 0.0065 | 86643.6542 | 7220.3045 | 84.9724 |
43 | 0.1038 | -0.2017 | 0.0168 | 586940.651 | 48911.7209 | 221.1599 |
44 | 0.1125 | -0.1979 | 0.0165 | 565038.1136 | 47086.5095 | 216.9943 |
45 | 0.1206 | -0.2202 | 0.0183 | 699531.7069 | 58294.3089 | 241.4421 |
46 | 0.1283 | -0.4214 | 0.0351 | 2562881.1746 | 213573.4312 | 462.1401 |
47 | 0.1354 | -0.4697 | 0.0391 | 3183619.8355 | 265301.653 | 515.0744 |
48 | 0.1423 | -0.5096 | 0.0425 | 3747670.5283 | 312305.8774 | 558.8433 |
49 | 0.1488 | -0.4984 | 0.0415 | 3584623.1827 | 298718.5986 | 546.5516 |