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]) |
44 | 1805.13 | - | - | - | - | - | - | - |
45 | 1565.37 | - | - | - | - | - | - | - |
46 | 1679.57 | - | - | - | - | - | - | - |
47 | 1638.26 | - | - | - | - | - | - | - |
48 | 1854.64 | - | - | - | - | - | - | - |
49 | 1628.72 | 1606.5366 | 1560.8332 | 1652.24 | 0.1707 | 0 | 0.9613 | 0 |
50 | 1744.97 | 1710.9251 | 1661.8113 | 1760.039 | 0.0871 | 0.9995 | 0.8946 | 0 |
51 | 1694.35 | 1680.9604 | 1628.6682 | 1733.2526 | 0.3079 | 0.0082 | 0.9453 | 0 |
52 | 1920.88 | 1891.0831 | 1835.8045 | 1946.3617 | 0.1454 | 1 | 0.9018 | 0.9018 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0145 | 0.0138 | 0 | 492.1034 | 0 | 0 |
50 | 0.0146 | 0.0199 | 0.0169 | 1159.0537 | 825.5785 | 28.7329 |
51 | 0.0159 | 0.008 | 0.0139 | 179.2807 | 610.1459 | 24.7011 |
52 | 0.0149 | 0.0158 | 0.0144 | 887.8559 | 679.5734 | 26.0686 |