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[57]) |
45 | 2520 | - | - | - | - | - | - | - |
46 | 1920 | - | - | - | - | - | - | - |
47 | 2010 | - | - | - | - | - | - | - |
48 | 1950 | - | - | - | - | - | - | - |
49 | 2240 | - | - | - | - | - | - | - |
50 | 2370 | - | - | - | - | - | - | - |
51 | 2840 | - | - | - | - | - | - | - |
52 | 2700 | - | - | - | - | - | - | - |
53 | 2980 | - | - | - | - | - | - | - |
54 | 3290 | - | - | - | - | - | - | - |
55 | 3300 | - | - | - | - | - | - | - |
56 | 3000 | - | - | - | - | - | - | - |
57 | 2330 | - | - | - | - | - | - | - |
58 | 2190 | 1987.3775 | 1765.7355 | 2285.5419 | 0.0914 | 0.0122 | 0.6711 | 0.0122 |
59 | 1970 | 2018.4083 | 1667.5874 | 2603.4961 | 0.4356 | 0.2827 | 0.5112 | 0.1483 |
60 | 2170 | 2002.1923 | 1566.8749 | 2875.4629 | 0.3532 | 0.5288 | 0.5466 | 0.2309 |
61 | 2830 | 2186.2566 | 1597.9871 | 3743.6043 | 0.2089 | 0.5082 | 0.473 | 0.4282 |
62 | 3190 | 2302.2154 | 1603.6996 | 4658.9048 | 0.2302 | 0.3304 | 0.4775 | 0.4908 |
63 | 3550 | 2577.8925 | 1682.331 | 7301.3678 | 0.3433 | 0.3998 | 0.4567 | 0.541 |
64 | 3240 | 2589.9309 | 1666.5467 | 8125.9874 | 0.409 | 0.367 | 0.4845 | 0.5367 |
65 | 3450 | 2785.1279 | 1723.2733 | 13111.808 | 0.4498 | 0.4656 | 0.4852 | 0.5344 |
66 | 3570 | 2981.1764 | 1780.3064 | 32174.9169 | 0.4842 | 0.4874 | 0.4917 | 0.5174 |
67 | 3230 | 3039.0206 | 1795.7815 | 65791.5448 | 0.4976 | 0.4934 | 0.4967 | 0.5088 |
68 | 3260 | 2938.7192 | 1764.9707 | 25654.5001 | 0.4889 | 0.49 | 0.4979 | 0.5209 |
69 | 2700 | 2579.9972 | 1646.0961 | 8683.2685 | 0.4846 | 0.4136 | 0.532 | 0.532 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
58 | 0.0765 | 0.102 | 0 | 41055.87 | 0 | 0 |
59 | 0.1479 | -0.024 | 0.063 | 2343.3655 | 21699.6178 | 147.3079 |
60 | 0.2225 | 0.0838 | 0.0699 | 28159.4107 | 23852.8821 | 154.4438 |
61 | 0.3634 | 0.2945 | 0.1261 | 414405.6055 | 121491.0629 | 348.5557 |
62 | 0.5223 | 0.3856 | 0.178 | 788161.5338 | 254825.1571 | 504.8021 |
63 | 0.9348 | 0.3771 | 0.2112 | 944992.9857 | 369853.1285 | 608.1555 |
64 | 1.0906 | 0.251 | 0.2168 | 422589.8005 | 377386.9388 | 614.3183 |
65 | 1.8917 | 0.2387 | 0.2196 | 442054.9484 | 385470.44 | 620.8627 |
66 | 4.9963 | 0.1975 | 0.2171 | 346713.2085 | 381164.081 | 617.3849 |
67 | 10.5352 | 0.0628 | 0.2017 | 36473.1305 | 346694.9859 | 588.8081 |
68 | 3.9438 | 0.1093 | 0.1933 | 103221.3817 | 324561.0219 | 569.7026 |
69 | 1.2069 | 0.0465 | 0.1811 | 14400.6622 | 298714.3253 | 546.5476 |