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[49]) |
37 | 5731 | - | - | - | - | - | - | - |
38 | 5040 | - | - | - | - | - | - | - |
39 | 6102 | - | - | - | - | - | - | - |
40 | 4904 | - | - | - | - | - | - | - |
41 | 5369 | - | - | - | - | - | - | - |
42 | 5578 | - | - | - | - | - | - | - |
43 | 4619 | - | - | - | - | - | - | - |
44 | 4731 | - | - | - | - | - | - | - |
45 | 5011 | - | - | - | - | - | - | - |
46 | 5299 | - | - | - | - | - | - | - |
47 | 4146 | - | - | - | - | - | - | - |
48 | 4625 | - | - | - | - | - | - | - |
49 | 4736 | - | - | - | - | - | - | - |
50 | 4219 | 4015.8043 | 2840.3472 | 5191.2615 | 0.3674 | 0.1149 | 0.0438 | 0.1149 |
51 | 5116 | 4512.4183 | 2847.0809 | 6177.7557 | 0.2387 | 0.6351 | 0.0307 | 0.3962 |
52 | 4205 | 3642.6919 | 1488.3503 | 5797.0336 | 0.3045 | 0.0901 | 0.1256 | 0.1599 |
53 | 4121 | 3560.7204 | 636.221 | 6485.2199 | 0.3536 | 0.3329 | 0.1128 | 0.2154 |
54 | 5103 | 3714.532 | -53.6939 | 7482.7578 | 0.2351 | 0.4163 | 0.1662 | 0.2976 |
55 | 4300 | 2302.5641 | -2251.1761 | 6856.3044 | 0.195 | 0.114 | 0.1594 | 0.1475 |
56 | 4578 | 2195.9358 | -3255.5606 | 7647.4321 | 0.1959 | 0.2247 | 0.181 | 0.1806 |
57 | 3809 | 2141.0979 | -4299.1166 | 8581.3125 | 0.3059 | 0.2292 | 0.1912 | 0.2148 |
58 | 5526 | 1844.9104 | -5589.4056 | 9279.2265 | 0.1659 | 0.3023 | 0.1812 | 0.223 |
59 | 4247 | 884.182 | -7590.9829 | 9359.347 | 0.2184 | 0.1415 | 0.2253 | 0.1865 |
60 | 3830 | 1374.5843 | -8213.8314 | 10963.0001 | 0.3079 | 0.2785 | 0.2532 | 0.246 |
61 | 4394 | 1128.0983 | -9602.802 | 11858.9987 | 0.2754 | 0.3108 | 0.255 | 0.255 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.1493 | 0.0506 | 0 | 41288.4781 | 0 | 0 |
51 | 0.1883 | 0.1338 | 0.0922 | 364310.8984 | 202799.6882 | 450.3329 |
52 | 0.3017 | 0.1544 | 0.1129 | 316190.3433 | 240596.5732 | 490.5064 |
53 | 0.419 | 0.1574 | 0.124 | 313913.1971 | 258925.7292 | 508.8475 |
54 | 0.5176 | 0.3738 | 0.174 | 1927843.5092 | 592709.2852 | 769.8761 |
55 | 1.009 | 0.8675 | 0.2896 | 3989750.0202 | 1158882.7411 | 1076.5142 |
56 | 1.2666 | 1.0848 | 0.4032 | 5674229.9108 | 1803932.3367 | 1343.1055 |
57 | 1.5346 | 0.779 | 0.4501 | 2781897.3307 | 1926177.961 | 1387.8681 |
58 | 2.0559 | 1.9953 | 0.6218 | 13550420.4767 | 3217760.4627 | 1793.8117 |
59 | 4.8905 | 3.8033 | 0.94 | 11308544.6791 | 4026838.8844 | 2006.6985 |
60 | 3.5589 | 1.7863 | 1.0169 | 6029066.1145 | 4208859.5416 | 2051.5505 |
61 | 4.8533 | 2.8951 | 1.1734 | 10666113.7846 | 4746964.0619 | 2178.7529 |