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 | 685 | 512.7996 | 857.2004 | 0.1528 | 0.0245 | 0.5 | 0.0245 |
38 | 785 | 617 | 444.7996 | 789.2004 | 0.0279 | 0.0361 | 0.5 | 0.003 |
39 | 1006 | 715 | 542.7996 | 887.2004 | 5e-04 | 0.2128 | 0.5 | 0.0518 |
40 | 789 | 715 | 542.7996 | 887.2004 | 0.1998 | 5e-04 | 0.5 | 0.0518 |
41 | 734 | 629 | 456.7996 | 801.2004 | 0.116 | 0.0343 | 0.5 | 0.0046 |
42 | 906 | 916 | 743.7996 | 1088.2004 | 0.4547 | 0.9808 | 0.5 | 0.7454 |
43 | 532 | 531 | 358.7996 | 703.2004 | 0.4955 | 0 | 0.5 | 1e-04 |
44 | 387 | 357 | 184.7996 | 529.2004 | 0.3664 | 0.0232 | 0.5 | 0 |
45 | 991 | 917 | 744.7996 | 1089.2004 | 0.1998 | 1 | 0.5 | 0.7491 |
46 | 841 | 828 | 655.7996 | 1000.2004 | 0.4412 | 0.0318 | 0.5 | 0.3664 |
47 | 892 | 708 | 535.7996 | 880.2004 | 0.0181 | 0.065 | 0.5 | 0.0439 |
48 | 782 | 858 | 685.7996 | 1030.2004 | 0.1935 | 0.3494 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.1283 | 0.1314 | 0 | 8100 | 0 | 0 |
38 | 0.1424 | 0.2723 | 0.2018 | 28224 | 18162 | 134.7665 |
39 | 0.1229 | 0.407 | 0.2702 | 84681 | 40335 | 200.8358 |
40 | 0.1229 | 0.1035 | 0.2285 | 5476 | 31620.25 | 177.8208 |
41 | 0.1397 | 0.1669 | 0.2162 | 11025 | 27501.2 | 165.8349 |
42 | 0.0959 | -0.0109 | 0.182 | 100 | 22934.3333 | 151.4409 |
43 | 0.1655 | 0.0019 | 0.1563 | 1 | 19658.1429 | 140.2075 |
44 | 0.2461 | 0.084 | 0.1472 | 900 | 17313.375 | 131.5803 |
45 | 0.0958 | 0.0807 | 0.1398 | 5476 | 15998.1111 | 126.4836 |
46 | 0.1061 | 0.0157 | 0.1274 | 169 | 14415.2 | 120.0633 |
47 | 0.1241 | 0.2599 | 0.1395 | 33856 | 16182.5455 | 127.2106 |
48 | 0.1024 | -0.0886 | 0.1352 | 5776 | 15315.3333 | 123.7551 |