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[48]) |
44 | 1805.13 | - | - | - | - | - | - | - |
45 | 1565.37 | - | - | - | - | - | - | - |
46 | 1679.57 | - | - | - | - | - | - | - |
47 | 1638.26 | - | - | - | - | - | - | - |
48 | 1854.64 | - | - | - | - | - | - | - |
49 | 1628.72 | 1607.2999 | 1562.8724 | 1651.7273 | 0.1723 | 0 | 0.9678 | 0 |
50 | 1744.97 | 1713.2993 | 1664.9463 | 1761.6524 | 0.0996 | 0.9997 | 0.9142 | 0 |
51 | 1694.35 | 1674.8912 | 1622.936 | 1726.8463 | 0.2314 | 0.0041 | 0.9165 | 0 |
52 | 1920.88 | 1899.6695 | 1844.3723 | 1954.9667 | 0.2261 | 1 | 0.9448 | 0.9448 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0141 | 0.0133 | 0 | 458.8224 | 0 | 0 |
50 | 0.0144 | 0.0185 | 0.0159 | 1003.0303 | 730.9263 | 27.0356 |
51 | 0.0158 | 0.0116 | 0.0145 | 378.6463 | 613.4997 | 24.7689 |
52 | 0.0149 | 0.0112 | 0.0136 | 449.8848 | 572.5959 | 23.929 |