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[19]) |
16 | 185 | - | - | - | - | - | - | - |
17 | 172 | - | - | - | - | - | - | - |
18 | 127 | - | - | - | - | - | - | - |
19 | 266 | - | - | - | - | - | - | - |
20 | 136 | 186.7969 | 95.3314 | 278.2624 | 0.1382 | 0.0448 | 0.6244 | 0.0448 |
21 | 132 | 129.7031 | 36.7239 | 222.6822 | 0.4807 | 0.4472 | 0.5227 | 0.002 |
22 | 125 | 266.4938 | 173.4646 | 359.523 | 0.0014 | 0.9977 | 0.5042 | 0.5042 |
23 | 155 | 186.8871 | 56.0334 | 317.7408 | 0.3165 | 0.823 | 0.777 | 0.118 |
24 | 148 | 129.7195 | -2.2095 | 261.6486 | 0.393 | 0.3536 | 0.4865 | 0.0215 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
20 | 0.2498 | -0.3735 | 0.3735 | 0.3147 | 2580.326 | 0 | 0 | -4.2331 | 4.2331 |
21 | 0.3657 | 0.0174 | 0.1955 | 0.1661 | 5.2759 | 1292.801 | 35.9555 | 0.1914 | 2.2122 |
22 | 0.1781 | -1.132 | 0.5076 | 0.3517 | 20020.4928 | 7535.3649 | 86.8065 | -11.7911 | 5.4052 |
23 | 0.3572 | -0.2057 | 0.4321 | 0.3104 | 1016.7881 | 5905.7207 | 76.8487 | -2.6573 | 4.7182 |
24 | 0.5189 | 0.1235 | 0.3704 | 0.2747 | 334.175 | 4791.4116 | 69.22 | 1.5234 | 4.0793 |