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[46]) |
34 | 2139 | - | - | - | - | - | - | - |
35 | 1898 | - | - | - | - | - | - | - |
36 | 2537 | - | - | - | - | - | - | - |
37 | 2069 | - | - | - | - | - | - | - |
38 | 2063 | - | - | - | - | - | - | - |
39 | 2526 | - | - | - | - | - | - | - |
40 | 2440 | - | - | - | - | - | - | - |
41 | 2191 | - | - | - | - | - | - | - |
42 | 2797 | - | - | - | - | - | - | - |
43 | 2074 | - | - | - | - | - | - | - |
44 | 2628 | - | - | - | - | - | - | - |
45 | 2287 | - | - | - | - | - | - | - |
46 | 2146 | - | - | - | - | - | - | - |
47 | 2430 | 2133.0141 | 1824.5617 | 2640.1164 | 0.1255 | 0.48 | 0.8182 | 0.48 |
48 | 2141 | 2418.6931 | 2002.012 | 3201.3298 | 0.2434 | 0.4887 | 0.3835 | 0.7527 |
49 | 1827 | 2085.6777 | 1781.8485 | 2587.5809 | 0.1562 | 0.4145 | 0.526 | 0.4069 |
50 | 2082 | 2224.1932 | 1858.9722 | 2882.7224 | 0.3361 | 0.8814 | 0.6843 | 0.592 |
51 | 1788 | 2490.0735 | 2011.4221 | 3492.9708 | 0.085 | 0.7874 | 0.472 | 0.7493 |
52 | 1743 | 2407.3046 | 1958.7739 | 3315.9368 | 0.0759 | 0.9092 | 0.4719 | 0.7135 |
53 | 2245 | 2472.1272 | 1992.2175 | 3488.9288 | 0.3308 | 0.9201 | 0.7061 | 0.7352 |
54 | 1963 | 2478.9152 | 1993.8113 | 3516.2753 | 0.1648 | 0.6707 | 0.2739 | 0.7353 |
55 | 1828 | 2347.2563 | 1917.4929 | 3202.3948 | 0.117 | 0.8108 | 0.7344 | 0.6777 |
56 | 2527 | 2646.1608 | 2081.0222 | 3999.2217 | 0.4315 | 0.882 | 0.5105 | 0.7656 |
57 | 2114 | 2329.6703 | 1905.7042 | 3168.1718 | 0.3071 | 0.3223 | 0.5397 | 0.6662 |
58 | 2424 | 2218.0841 | 1839.352 | 2923.8668 | 0.2837 | 0.6137 | 0.5793 | 0.5793 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.1213 | 0.1392 | 0.0116 | 88200.614 | 7350.0512 | 85.7324 |
48 | 0.1651 | -0.1148 | 0.0096 | 77113.4855 | 6426.1238 | 80.1631 |
49 | 0.1228 | -0.124 | 0.0103 | 66914.1361 | 5576.178 | 74.6738 |
50 | 0.1511 | -0.0639 | 0.0053 | 20218.9018 | 1684.9085 | 41.0476 |
51 | 0.2055 | -0.2819 | 0.0235 | 492907.2522 | 41075.6043 | 202.6712 |
52 | 0.1926 | -0.276 | 0.023 | 441300.5593 | 36775.0466 | 191.7682 |
53 | 0.2099 | -0.0919 | 0.0077 | 51586.749 | 4298.8957 | 65.566 |
54 | 0.2135 | -0.2081 | 0.0173 | 266168.4716 | 22180.706 | 148.9319 |
55 | 0.1859 | -0.2212 | 0.0184 | 269627.0675 | 22468.9223 | 149.8964 |
56 | 0.2609 | -0.045 | 0.0038 | 14199.2913 | 1183.2743 | 34.3988 |
57 | 0.1836 | -0.0926 | 0.0077 | 46513.6971 | 3876.1414 | 62.2587 |
58 | 0.1623 | 0.0928 | 0.0077 | 42401.3645 | 3533.447 | 59.4428 |