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]) |
36 | 2014.45 | - | - | - | - | - | - | - |
37 | 1862.83 | - | - | - | - | - | - | - |
38 | 1905.41 | - | - | - | - | - | - | - |
39 | 1810.99 | - | - | - | - | - | - | - |
40 | 1670.07 | - | - | - | - | - | - | - |
41 | 1864.44 | - | - | - | - | - | - | - |
42 | 2052.02 | - | - | - | - | - | - | - |
43 | 2029.6 | - | - | - | - | - | - | - |
44 | 2070.83 | - | - | - | - | - | - | - |
45 | 2293.41 | - | - | - | - | - | - | - |
46 | 2443.27 | - | - | - | - | - | - | - |
47 | 2513.17 | - | - | - | - | - | - | - |
48 | 2466.92 | - | - | - | - | - | - | - |
49 | 2502.66 | 2454.3997 | 2077.165 | 2831.6343 | 0.401 | 0.4741 | 0.9989 | 0.4741 |
50 | 2539.91 | 2451.0103 | 1841.0201 | 3061.0004 | 0.3876 | 0.4341 | 0.9602 | 0.4796 |
51 | 2482.6 | 2450.0927 | 1656.9104 | 3243.275 | 0.468 | 0.4122 | 0.9429 | 0.4834 |
52 | 2626.15 | 2449.8443 | 1504.417 | 3395.2717 | 0.3574 | 0.4729 | 0.947 | 0.4859 |
53 | 2656.32 | 2449.7771 | 1372.458 | 3527.0962 | 0.3535 | 0.3742 | 0.8565 | 0.4876 |
54 | 2446.66 | 2449.7589 | 1254.7832 | 3644.7346 | 0.498 | 0.3674 | 0.7429 | 0.4888 |
55 | 2467.38 | 2449.754 | 1147.6515 | 3751.8564 | 0.4894 | 0.5019 | 0.7365 | 0.4897 |
56 | 2462.32 | 2449.7526 | 1048.6758 | 3850.8295 | 0.493 | 0.4902 | 0.702 | 0.4904 |
57 | 2504.58 | 2449.7523 | 956.242 | 3943.2626 | 0.4713 | 0.4934 | 0.5813 | 0.491 |
58 | 2579.39 | 2449.7522 | 869.2039 | 4030.3005 | 0.4361 | 0.4729 | 0.5032 | 0.4915 |
59 | 2649.24 | 2449.7522 | 786.7147 | 4112.7896 | 0.4071 | 0.4393 | 0.4702 | 0.4919 |
60 | 2636.87 | 2449.7521 | 708.1281 | 4191.3762 | 0.4166 | 0.4112 | 0.4923 | 0.4923 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0784 | 0.0197 | 0.0016 | 2329.0607 | 194.0884 | 13.9316 |
50 | 0.127 | 0.0363 | 0.003 | 7903.1613 | 658.5968 | 25.6631 |
51 | 0.1652 | 0.0133 | 0.0011 | 1056.7224 | 88.0602 | 9.384 |
52 | 0.1969 | 0.072 | 0.006 | 31083.6836 | 2590.307 | 50.8951 |
53 | 0.2244 | 0.0843 | 0.007 | 42659.9674 | 3554.9973 | 59.6238 |
54 | 0.2489 | -0.0013 | 1e-04 | 9.6032 | 0.8003 | 0.8946 |
55 | 0.2712 | 0.0072 | 6e-04 | 310.6768 | 25.8897 | 5.0882 |
56 | 0.2918 | 0.0051 | 4e-04 | 157.9385 | 13.1615 | 3.6279 |
57 | 0.311 | 0.0224 | 0.0019 | 3006.0789 | 250.5066 | 15.8274 |
58 | 0.3292 | 0.0529 | 0.0044 | 16805.9639 | 1400.497 | 37.4232 |
59 | 0.3464 | 0.0814 | 0.0068 | 39795.4002 | 3316.2833 | 57.5872 |
60 | 0.3627 | 0.0764 | 0.0064 | 35013.0905 | 2917.7575 | 54.0163 |