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[113]) |
101 | 3801.06 | - | - | - | - | - | - | - |
102 | 3504.37 | - | - | - | - | - | - | - |
103 | 3032.6 | - | - | - | - | - | - | - |
104 | 3047.03 | - | - | - | - | - | - | - |
105 | 2962.34 | - | - | - | - | - | - | - |
106 | 2197.82 | - | - | - | - | - | - | - |
107 | 2014.45 | - | - | - | - | - | - | - |
108 | 1862.83 | - | - | - | - | - | - | - |
109 | 1905.41 | - | - | - | - | - | - | - |
110 | 1810.99 | - | - | - | - | - | - | - |
111 | 1670.07 | - | - | - | - | - | - | - |
112 | 1864.44 | - | - | - | - | - | - | - |
113 | 2052.02 | - | - | - | - | - | - | - |
114 | 2029.6 | 2105.3054 | 1824.0866 | 2386.5241 | 0.2989 | 0.6448 | 0 | 0.6448 |
115 | 2070.83 | 2120.442 | 1662.7522 | 2578.1318 | 0.4159 | 0.6514 | 0 | 0.6152 |
116 | 2293.41 | 2124.7418 | 1527.4314 | 2722.0523 | 0.29 | 0.5702 | 0.0012 | 0.5943 |
117 | 2443.27 | 2125.9633 | 1412.4724 | 2839.4541 | 0.1917 | 0.3228 | 0.0108 | 0.5805 |
118 | 2513.17 | 2126.3102 | 1312.1903 | 2940.4302 | 0.1758 | 0.2227 | 0.4317 | 0.571 |
119 | 2466.92 | 2126.4088 | 1222.5717 | 3030.2459 | 0.2301 | 0.2008 | 0.5959 | 0.5641 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
114 | 0.0682 | -0.036 | 0 | 5731.3017 | 0 | 0 |
115 | 0.1101 | -0.0234 | 0.0297 | 2461.35 | 4096.3258 | 64.0025 |
116 | 0.1434 | 0.0794 | 0.0462 | 28448.9556 | 12213.8691 | 110.5164 |
117 | 0.1712 | 0.1493 | 0.072 | 100683.5686 | 34331.294 | 185.2871 |
118 | 0.1953 | 0.1819 | 0.094 | 149660.4824 | 57397.1317 | 239.577 |
119 | 0.2169 | 0.1601 | 0.105 | 115947.8826 | 67155.5902 | 259.144 |