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[36]) |
24 | 629 | - | - | - | - | - | - | - |
25 | 685 | - | - | - | - | - | - | - |
26 | 617 | - | - | - | - | - | - | - |
27 | 715 | - | - | - | - | - | - | - |
28 | 715 | - | - | - | - | - | - | - |
29 | 629 | - | - | - | - | - | - | - |
30 | 916 | - | - | - | - | - | - | - |
31 | 531 | - | - | - | - | - | - | - |
32 | 357 | - | - | - | - | - | - | - |
33 | 917 | - | - | - | - | - | - | - |
34 | 828 | - | - | - | - | - | - | - |
35 | 708 | - | - | - | - | - | - | - |
36 | 858 | - | - | - | - | - | - | - |
37 | 775 | 792.572 | 765.7959 | 819.348 | 0.0992 | 0 | 1 | 0 |
38 | 785 | 662.457 | 628.7023 | 696.2117 | 0 | 0 | 0.9958 | 0 |
39 | 1006 | 687.2676 | 654.1687 | 720.3666 | 0 | 0 | 0.0503 | 0 |
40 | 789 | 650.166 | 616.7897 | 683.5423 | 0 | 0 | 1e-04 | 0 |
41 | 734 | 723.0601 | 689.6369 | 756.4832 | 0.2606 | 1e-04 | 1 | 0 |
42 | 906 | 906.0763 | 872.5162 | 939.6364 | 0.4982 | 1 | 0.2811 | 0.9975 |
43 | 532 | 510.3801 | 476.6377 | 544.1226 | 0.1046 | 0 | 0.1155 | 0 |
44 | 387 | 346.4943 | 312.6914 | 380.2971 | 0.0094 | 0 | 0.2712 | 0 |
45 | 991 | 822.4618 | 788.6994 | 856.2242 | 0 | 1 | 0 | 0.0196 |
46 | 841 | 693.1114 | 659.3792 | 726.8435 | 0 | 0 | 0 | 0 |
47 | 892 | 714.5729 | 680.5733 | 748.5724 | 0 | 0 | 0.6476 | 0 |
48 | 782 | 857.1962 | 824.9617 | 889.4308 | 0 | 0.0172 | 0.4805 | 0.4805 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0172 | -0.0222 | 0 | 308.7742 | 0 | 0 |
38 | 0.026 | 0.185 | 0.1036 | 15016.7958 | 7662.785 | 87.5373 |
39 | 0.0246 | 0.4638 | 0.2236 | 101590.3175 | 38971.9625 | 197.4132 |
40 | 0.0262 | 0.2135 | 0.2211 | 19274.8764 | 34047.691 | 184.5202 |
41 | 0.0236 | 0.0151 | 0.1799 | 119.6822 | 27262.0892 | 165.1124 |
42 | 0.0189 | -1e-04 | 0.1499 | 0.0058 | 22718.4087 | 150.7263 |
43 | 0.0337 | 0.0424 | 0.1346 | 467.4193 | 19539.6959 | 139.7845 |
44 | 0.0498 | 0.1169 | 0.1324 | 1640.7124 | 17302.323 | 131.5383 |
45 | 0.0209 | 0.2049 | 0.1404 | 28405.1206 | 18535.9671 | 136.1469 |
46 | 0.0248 | 0.2134 | 0.1477 | 21871.0507 | 18869.4755 | 137.3662 |
47 | 0.0243 | 0.2483 | 0.1569 | 31480.3918 | 20015.9224 | 141.4776 |
48 | 0.0192 | -0.0877 | 0.1511 | 5654.4696 | 18819.1347 | 137.1829 |