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[55]) |
43 | 2408 | - | - | - | - | - | - | - |
44 | 2139 | - | - | - | - | - | - | - |
45 | 1898 | - | - | - | - | - | - | - |
46 | 2537 | - | - | - | - | - | - | - |
47 | 2069 | - | - | - | - | - | - | - |
48 | 2063 | - | - | - | - | - | - | - |
49 | 2524 | - | - | - | - | - | - | - |
50 | 2437 | - | - | - | - | - | - | - |
51 | 2189 | - | - | - | - | - | - | - |
52 | 2793 | - | - | - | - | - | - | - |
53 | 2074 | - | - | - | - | - | - | - |
54 | 2622 | - | - | - | - | - | - | - |
55 | 2278 | - | - | - | - | - | - | - |
56 | 2144 | 2229.4266 | 1753.1671 | 2762.8448 | 0.3768 | 0.4292 | 0.6302 | 0.4292 |
57 | 2427 | 2204.4095 | 1716.6427 | 2753.0896 | 0.2133 | 0.5854 | 0.8631 | 0.3963 |
58 | 2139 | 2386.8198 | 1863.5451 | 2974.7623 | 0.2044 | 0.4467 | 0.3083 | 0.6416 |
59 | 1828 | 2153.3888 | 1644.7556 | 2730.4444 | 0.1345 | 0.5195 | 0.6128 | 0.3361 |
60 | 2072 | 2254.4354 | 1720.0534 | 2860.9943 | 0.2778 | 0.9159 | 0.7319 | 0.4697 |
61 | 1800 | 2413.7551 | 1847.6361 | 3055.4169 | 0.0304 | 0.8517 | 0.3682 | 0.6608 |
62 | 1758 | 2317.4516 | 1751.056 | 2963.0836 | 0.0447 | 0.9419 | 0.3583 | 0.5477 |
63 | 2246 | 2455.6019 | 1858.8777 | 3135.256 | 0.2728 | 0.9779 | 0.779 | 0.6957 |
64 | 1987 | 2368.4293 | 1771.1766 | 3052.3053 | 0.1372 | 0.6372 | 0.1118 | 0.6022 |
65 | 1868 | 2347.1124 | 1741.1427 | 3043.399 | 0.0887 | 0.8446 | 0.779 | 0.5771 |
66 | 2514 | 2533.7625 | 1890.5503 | 3270.9852 | 0.479 | 0.9616 | 0.4073 | 0.7517 |
67 | 2121 | 2256.5459 | 1641.3596 | 2969.4362 | 0.3547 | 0.2395 | 0.4765 | 0.4765 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.1221 | -0.0383 | 0 | 7297.7087 | 0 | 0 |
57 | 0.127 | 0.101 | 0.0696 | 49546.5262 | 28422.1174 | 168.5886 |
58 | 0.1257 | -0.1038 | 0.081 | 61414.6671 | 39419.634 | 198.5438 |
59 | 0.1367 | -0.1511 | 0.0986 | 105877.8866 | 56034.1971 | 236.7154 |
60 | 0.1373 | -0.0809 | 0.095 | 33282.6578 | 51483.8893 | 226.9006 |
61 | 0.1356 | -0.2543 | 0.1216 | 376695.2822 | 105685.7881 | 325.0935 |
62 | 0.1421 | -0.2414 | 0.1387 | 312986.1462 | 135300.125 | 367.8317 |
63 | 0.1412 | -0.0854 | 0.132 | 43932.9748 | 123879.2312 | 351.9648 |
64 | 0.1473 | -0.161 | 0.1352 | 145488.2984 | 126280.2387 | 355.3593 |
65 | 0.1514 | -0.2041 | 0.1421 | 229548.6939 | 136607.0842 | 369.604 |
66 | 0.1484 | -0.0078 | 0.1299 | 390.5572 | 124223.7635 | 352.4539 |
67 | 0.1612 | -0.0601 | 0.1241 | 18372.7024 | 115402.8418 | 339.7099 |