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[41]) |
40 | 5272 | - | - | - | - | - | - | - |
41 | 6197 | - | - | - | - | - | - | - |
42 | 6446 | 6904.1312 | 6516.115 | 7292.1473 | 0.0103 | 0.9998 | 0.9998 | 0.9998 |
43 | 7157 | 7370.4947 | 6501.4097 | 8239.5797 | 0.3151 | 0.9815 | 0.9815 | 0.9959 |
44 | 7559 | 7725.0618 | 6418.3938 | 9031.7299 | 0.4016 | 0.8029 | 0.8029 | 0.989 |
45 | 7674 | 7960.1401 | 6206.5027 | 9713.7776 | 0.3746 | 0.673 | 0.673 | 0.9756 |
46 | 6929 | 8137.9584 | 5972.4284 | 10303.4884 | 0.1369 | 0.6627 | 0.6627 | 0.9605 |
47 | 7156 | 8256.4297 | 5695.5207 | 10817.3387 | 0.1998 | 0.8452 | 0.8452 | 0.9425 |
48 | 6805 | 8345.6222 | 5418.1281 | 11273.1163 | 0.1512 | 0.7871 | 0.7871 | 0.9249 |
49 | 7095 | 8405.3165 | 5131.0505 | 11679.5825 | 0.2164 | 0.831 | 0.831 | 0.9069 |
50 | 7222 | 8450.062 | 4851.6163 | 12048.5077 | 0.2518 | 0.7698 | 0.7698 | 0.8901 |
51 | 7593 | 8480.1351 | 4575.1544 | 12385.1157 | 0.3281 | 0.7361 | 0.7361 | 0.8741 |
52 | 7910 | 8502.586 | 4308.611 | 12696.561 | 0.3909 | 0.6646 | 0.6646 | 0.8594 |
53 | 7878 | 8517.734 | 4049.3267 | 12986.1412 | 0.3895 | 0.6051 | 0.6051 | 0.8457 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
42 | 0.0287 | -0.0664 | 0 | 209884.1797 | 0 | 0 |
43 | 0.0602 | -0.029 | 0.0477 | 45579.978 | 127732.0788 | 357.3962 |
44 | 0.0863 | -0.0215 | 0.0389 | 27576.5342 | 94346.8973 | 307.1594 |
45 | 0.1124 | -0.0359 | 0.0382 | 81876.1762 | 91229.217 | 302.0417 |
46 | 0.1358 | -0.1486 | 0.0603 | 1461580.4729 | 365299.4682 | 604.4001 |
47 | 0.1583 | -0.1333 | 0.0724 | 1210945.5199 | 506240.4768 | 711.5058 |
48 | 0.179 | -0.1846 | 0.0885 | 2373516.7552 | 772994.2309 | 879.2009 |
49 | 0.1987 | -0.1559 | 0.0969 | 1716929.3319 | 890986.1185 | 943.9206 |
50 | 0.2173 | -0.1453 | 0.1023 | 1508136.2201 | 959558.352 | 979.5705 |
51 | 0.2349 | -0.1046 | 0.1025 | 787008.6514 | 942303.3819 | 970.7231 |
52 | 0.2517 | -0.0697 | 0.0995 | 351158.1652 | 888562.9077 | 942.6361 |
53 | 0.2677 | -0.0751 | 0.0975 | 409259.5685 | 848620.9628 | 921.2063 |