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 | 3889 | - | - | - | - | - | - | - |
37 | 2271 | - | - | - | - | - | - | - |
38 | 2452 | - | - | - | - | - | - | - |
39 | 3084 | - | - | - | - | - | - | - |
40 | 2522 | - | - | - | - | - | - | - |
41 | 2769 | - | - | - | - | - | - | - |
42 | 3438 | - | - | - | - | - | - | - |
43 | 2839 | - | - | - | - | - | - | - |
44 | 3746 | - | - | - | - | - | - | - |
45 | 2632 | - | - | - | - | - | - | - |
46 | 2851 | - | - | - | - | - | - | - |
47 | 3871 | - | - | - | - | - | - | - |
48 | 3618 | - | - | - | - | - | - | - |
49 | 2389 | 2145.1949 | 1890.2073 | 2464.7314 | 0.0674 | 0 | 0.2202 | 0 |
50 | 2344 | 2431.4134 | 2114.5505 | 2838.4103 | 0.3369 | 0.5809 | 0.4605 | 0 |
51 | 2678 | 3003.3709 | 2552.2994 | 3608.988 | 0.1462 | 0.9836 | 0.3971 | 0.0233 |
52 | 2492 | 2629.9008 | 2261.9611 | 3112.5934 | 0.2878 | 0.4226 | 0.6694 | 0 |
53 | 2858 | 2719.1578 | 2327.2557 | 3238.1636 | 0.3 | 0.8045 | 0.4253 | 3e-04 |
54 | 2246 | 3022.3938 | 2554.0067 | 3658.1889 | 0.0083 | 0.6938 | 0.1001 | 0.0332 |
55 | 2800 | 2937.1166 | 2486.5697 | 3546.4849 | 0.3296 | 0.9869 | 0.6238 | 0.0143 |
56 | 3869 | 3929.8173 | 3207.7958 | 4979.3847 | 0.4548 | 0.9826 | 0.6343 | 0.7198 |
57 | 3007 | 2788.1214 | 2368.7338 | 3351.4955 | 0.2232 | 1e-04 | 0.7065 | 0.0019 |
58 | 3023 | 2919.1052 | 2465.3049 | 3535.791 | 0.3706 | 0.39 | 0.5857 | 0.0132 |
59 | 3907 | 3839.8209 | 3133.5274 | 4867.0574 | 0.449 | 0.9404 | 0.4763 | 0.6639 |
60 | 4209 | 3759.2284 | 3073.6614 | 4752.475 | 0.1874 | 0.3853 | 0.6098 | 0.6098 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
49 | 0.076 | 0.1021 | 0.1021 | 0.1075 | 59440.918 | 0 | 0 | 0.5128 | 0.5128 |
50 | 0.0854 | -0.0373 | 0.0697 | 0.0721 | 7641.1097 | 33541.0139 | 183.1421 | -0.1839 | 0.3483 |
51 | 0.1029 | -0.1215 | 0.0869 | 0.0862 | 105866.2379 | 57649.4219 | 240.1029 | -0.6843 | 0.4603 |
52 | 0.0936 | -0.0553 | 0.079 | 0.0781 | 19016.6238 | 47991.2224 | 219.069 | -0.29 | 0.4178 |
53 | 0.0974 | 0.0486 | 0.073 | 0.0725 | 19277.148 | 42248.4075 | 205.5442 | 0.292 | 0.3926 |
54 | 0.1073 | -0.3457 | 0.1184 | 0.1095 | 602787.4025 | 135671.5733 | 368.3362 | -1.633 | 0.5993 |
55 | 0.1059 | -0.049 | 0.1085 | 0.1007 | 18800.9589 | 118975.7713 | 344.9286 | -0.2884 | 0.5549 |
56 | 0.1363 | -0.0157 | 0.0969 | 0.0901 | 3698.7393 | 104566.1423 | 323.3669 | -0.1279 | 0.5015 |
57 | 0.1031 | 0.0728 | 0.0942 | 0.0884 | 47907.8388 | 98270.7752 | 313.4817 | 0.4604 | 0.497 |
58 | 0.1078 | 0.0344 | 0.0882 | 0.0831 | 10794.12 | 89523.1097 | 299.2041 | 0.2185 | 0.4691 |
59 | 0.1365 | 0.0172 | 0.0818 | 0.0771 | 4513.0303 | 81794.9207 | 285.9981 | 0.1413 | 0.4393 |
60 | 0.1348 | 0.1069 | 0.0839 | 0.0801 | 202294.5209 | 91836.554 | 303.0455 | 0.946 | 0.4815 |