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 | 5752 | - | - | - | - | - | - | - |
37 | 5609 | - | - | - | - | - | - | - |
38 | 5839 | - | - | - | - | - | - | - |
39 | 6069 | - | - | - | - | - | - | - |
40 | 6006 | - | - | - | - | - | - | - |
41 | 5809 | - | - | - | - | - | - | - |
42 | 5797 | - | - | - | - | - | - | - |
43 | 5502 | - | - | - | - | - | - | - |
44 | 5568 | - | - | - | - | - | - | - |
45 | 5864 | - | - | - | - | - | - | - |
46 | 5764 | - | - | - | - | - | - | - |
47 | 5615 | - | - | - | - | - | - | - |
48 | 5615 | - | - | - | - | - | - | - |
49 | 5681 | 5439.0092 | 5205.1482 | 5672.8702 | 0.0213 | 0.0701 | 0.0771 | 0.0701 |
50 | 5915 | 5590.7149 | 5271.362 | 5910.0677 | 0.0233 | 0.2897 | 0.0638 | 0.4408 |
51 | 6334 | 5805.83 | 5383.518 | 6228.1421 | 0.0071 | 0.3062 | 0.111 | 0.8121 |
52 | 6494 | 5785.081 | 5283.0654 | 6287.0966 | 0.0028 | 0.0161 | 0.1942 | 0.7467 |
53 | 6620 | 5685.0256 | 5106.8383 | 6263.213 | 8e-04 | 0.0031 | 0.3371 | 0.5938 |
54 | 6578 | 5676.7562 | 5032.2019 | 6321.3105 | 0.0031 | 0.0021 | 0.3573 | 0.5745 |
55 | 6495 | 5484.3773 | 4778.0136 | 6190.7409 | 0.0025 | 0.0012 | 0.4805 | 0.3585 |
56 | 6538 | 5362.7823 | 4599.9089 | 6125.6558 | 0.0013 | 0.0018 | 0.299 | 0.2585 |
57 | 6737 | 5647.3071 | 4831.4382 | 6463.176 | 0.0044 | 0.0162 | 0.3013 | 0.5309 |
58 | 6651 | 5581.9264 | 4716.5563 | 6447.2965 | 0.0077 | 0.0044 | 0.34 | 0.4701 |
59 | 6530 | 5451.2554 | 4538.9773 | 6363.5336 | 0.0102 | 0.005 | 0.3625 | 0.3625 |
60 | 6563 | 5368.9085 | 4412.7466 | 6325.0704 | 0.0072 | 0.0087 | 0.307 | 0.307 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0219 | 0.0445 | 0 | 58559.5483 | 0 | 0 |
50 | 0.0291 | 0.058 | 0.0512 | 105160.8381 | 81860.1932 | 286.1122 |
51 | 0.0371 | 0.091 | 0.0645 | 278963.4995 | 147561.2953 | 384.1371 |
52 | 0.0443 | 0.1225 | 0.079 | 502566.1318 | 236312.5044 | 486.1198 |
53 | 0.0519 | 0.1645 | 0.0961 | 874177.0358 | 363885.4107 | 603.2292 |
54 | 0.0579 | 0.1588 | 0.1065 | 812240.35 | 438611.2339 | 662.2773 |
55 | 0.0657 | 0.1843 | 0.1176 | 1021358.3193 | 521860.8175 | 722.3993 |
56 | 0.0726 | 0.2191 | 0.1303 | 1381136.5439 | 629270.2833 | 793.2656 |
57 | 0.0737 | 0.193 | 0.1373 | 1187430.5552 | 691288.0913 | 831.4374 |
58 | 0.0791 | 0.1915 | 0.1427 | 1142918.3477 | 736451.117 | 858.1673 |
59 | 0.0854 | 0.1979 | 0.1477 | 1163689.8402 | 775291.0009 | 880.5061 |
60 | 0.0909 | 0.2224 | 0.154 | 1425854.5136 | 829504.627 | 910.7714 |