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[44]) |
32 | -2062.2 | - | - | - | - | - | - | - |
33 | -929.7 | - | - | - | - | - | - | - |
34 | -720.7 | - | - | - | - | - | - | - |
35 | -1541.8 | - | - | - | - | - | - | - |
36 | -1432.3 | - | - | - | - | - | - | - |
37 | -1216.2 | - | - | - | - | - | - | - |
38 | -212.8 | - | - | - | - | - | - | - |
39 | -378.2 | - | - | - | - | - | - | - |
40 | 76.9 | - | - | - | - | - | - | - |
41 | -101.3 | - | - | - | - | - | - | - |
42 | 220.4 | - | - | - | - | - | - | - |
43 | 495.6 | - | - | - | - | - | - | - |
44 | -1035.2 | - | - | - | - | - | - | - |
45 | 61.8 | -150.1501 | -982.2689 | 681.9688 | 0.3088 | 0.9815 | 0.9668 | 0.9815 |
46 | -734.8 | -179.1691 | -1107.5249 | 749.1868 | 0.1204 | 0.3055 | 0.8735 | 0.9646 |
47 | -6.9 | -843.7588 | -1843.4354 | 155.9179 | 0.0504 | 0.4154 | 0.9144 | 0.6463 |
48 | -1061.1 | -1341.0395 | -2395.0603 | -287.0186 | 0.3013 | 0.0066 | 0.5674 | 0.2848 |
49 | -854.6 | -1215.6873 | -2311.8367 | -119.538 | 0.2593 | 0.3911 | 0.5004 | 0.3735 |
50 | -186.5 | -151.0087 | -1280.1959 | 978.1785 | 0.4754 | 0.889 | 0.5427 | 0.9376 |
51 | 244 | -739.7749 | -1895.0823 | 415.5326 | 0.0476 | 0.174 | 0.2698 | 0.6919 |
52 | -992.6 | -547.7388 | -1723.8199 | 628.3422 | 0.2292 | 0.0935 | 0.1489 | 0.7917 |
53 | -335.2 | -271.6607 | -1464.3363 | 921.0148 | 0.4584 | 0.8819 | 0.3898 | 0.8952 |
54 | 316.8 | -232.7766 | -1438.7529 | 973.1997 | 0.1859 | 0.5661 | 0.2307 | 0.9039 |
55 | 477.6 | 39.0417 | -1177.6231 | 1255.7064 | 0.2399 | 0.3273 | 0.231 | 0.9582 |
56 | -572.1 | -1465.6022 | -2690.8735 | -240.3309 | 0.0765 | 9e-04 | 0.2456 | 0.2456 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | -2.8275 | -1.4116 | 0.1176 | 44922.8298 | 3743.5692 | 61.1847 |
46 | -2.6436 | 3.1012 | 0.2584 | 308725.7362 | 25727.1447 | 160.3968 |
47 | -0.6045 | -0.9918 | 0.0827 | 700332.5947 | 58361.0496 | 241.5803 |
48 | -0.401 | -0.2087 | 0.0174 | 78366.1027 | 6530.5086 | 80.8116 |
49 | -0.46 | -0.297 | 0.0248 | 130384.0674 | 10865.3389 | 104.2369 |
50 | -3.8151 | 0.235 | 0.0196 | 1259.632 | 104.9693 | 10.2455 |
51 | -0.7968 | -1.3298 | 0.1108 | 967812.9938 | 80651.0828 | 283.9913 |
52 | -1.0955 | 0.8122 | 0.0677 | 197901.458 | 16491.7882 | 128.4204 |
53 | -2.24 | 0.2339 | 0.0195 | 4037.2396 | 336.4366 | 18.3422 |
54 | -2.6433 | -2.361 | 0.1967 | 302034.4361 | 25169.5363 | 158.6491 |
55 | 15.8996 | 11.2331 | 0.9361 | 192333.4095 | 16027.7841 | 126.6009 |
56 | -0.4265 | -0.6096 | 0.0508 | 798346.2354 | 66528.853 | 257.9319 |