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[100]) |
88 | 1688 | - | - | - | - | - | - | - |
89 | 2149 | - | - | - | - | - | - | - |
90 | 1823 | - | - | - | - | - | - | - |
91 | 2094 | - | - | - | - | - | - | - |
92 | 2145 | - | - | - | - | - | - | - |
93 | 1791 | - | - | - | - | - | - | - |
94 | 1996 | - | - | - | - | - | - | - |
95 | 2097 | - | - | - | - | - | - | - |
96 | 1796 | - | - | - | - | - | - | - |
97 | 1963 | - | - | - | - | - | - | - |
98 | 2042 | - | - | - | - | - | - | - |
99 | 1746 | - | - | - | - | - | - | - |
100 | 2210 | - | - | - | - | - | - | - |
101 | 2968 | 2259.9171 | 1644.6596 | 2875.1745 | 0.012 | 0.5632 | 0.6381 | 0.5632 |
102 | 3126 | 2153.8529 | 1404.5419 | 2903.1638 | 0.0055 | 0.0166 | 0.8066 | 0.4416 |
103 | 3708 | 2357.6401 | 1472.9315 | 3242.3487 | 0.0014 | 0.0444 | 0.7204 | 0.6282 |
104 | 3015 | 2293.6673 | 1296.2129 | 3291.1217 | 0.0782 | 0.0027 | 0.6149 | 0.5653 |
105 | 1569 | 2254.5784 | 1154.9601 | 3354.1967 | 0.1109 | 0.0876 | 0.7957 | 0.5317 |
106 | 1518 | 2392.8995 | 1200.0288 | 3585.7703 | 0.0753 | 0.9121 | 0.7428 | 0.6181 |
107 | 1393 | 2183.1085 | 903.7234 | 3462.4936 | 0.1131 | 0.8459 | 0.5525 | 0.4836 |
108 | 1615 | 2096.1977 | 735.8002 | 3456.5952 | 0.2441 | 0.8445 | 0.6673 | 0.4349 |
109 | 1777 | 2073.2688 | 636.4603 | 3510.0773 | 0.3431 | 0.7341 | 0.5598 | 0.426 |
110 | 1648 | 2112.9764 | 603.9742 | 3621.9786 | 0.2729 | 0.6687 | 0.5367 | 0.4499 |
111 | 1463 | 1952.3311 | 374.4347 | 3530.2274 | 0.2717 | 0.6473 | 0.6011 | 0.3745 |
112 | 1779 | 2094.6642 | 450.7584 | 3738.5699 | 0.3533 | 0.7743 | 0.4453 | 0.4453 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
101 | 0.1389 | 0.2386 | 0.2386 | 0.2709 | 501381.4381 | 0 | 0 | 1.9142 | 1.9142 |
102 | 0.1775 | 0.311 | 0.2748 | 0.3196 | 945070.0612 | 723225.7496 | 850.4268 | 2.6281 | 2.2711 |
103 | 0.1915 | 0.3642 | 0.3046 | 0.3615 | 1823471.7911 | 1089974.4301 | 1044.0184 | 3.6505 | 2.7309 |
104 | 0.2219 | 0.2392 | 0.2882 | 0.339 | 520320.9322 | 947561.0556 | 973.4275 | 1.95 | 2.5357 |
105 | 0.2488 | -0.437 | 0.318 | 0.3429 | 470017.7533 | 852052.3952 | 923.0668 | -1.8534 | 2.3992 |
106 | 0.2543 | -0.5764 | 0.361 | 0.3604 | 765449.2178 | 837618.5323 | 915.215 | -2.3652 | 2.3936 |
107 | 0.299 | -0.5672 | 0.3905 | 0.372 | 624271.435 | 807140.3755 | 898.4099 | -2.136 | 2.3568 |
108 | 0.3311 | -0.298 | 0.3789 | 0.3579 | 231551.2497 | 735191.7348 | 857.4332 | -1.3009 | 2.2248 |
109 | 0.3536 | -0.1667 | 0.3554 | 0.3353 | 87775.1898 | 663256.5631 | 814.4057 | -0.8009 | 2.0666 |
110 | 0.3644 | -0.2821 | 0.348 | 0.3265 | 216203.0723 | 618551.214 | 786.4803 | -1.257 | 1.9856 |
111 | 0.4124 | -0.3345 | 0.3468 | 0.3228 | 239444.8939 | 584087.0031 | 764.2558 | -1.3228 | 1.9254 |
112 | 0.4004 | -0.1774 | 0.3327 | 0.3095 | 99643.8735 | 543716.7423 | 737.3715 | -0.8534 | 1.836 |