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 | 2350.1815 | 1958.3678 | 3065.5637 | 0.4134 | 0.7121 | 0.8923 | 0.7121 |
48 | 2141 | 2256.2658 | 1889.1751 | 2913.2698 | 0.3655 | 0.3021 | 0.2012 | 0.6289 |
49 | 1827 | 2259.0045 | 1864.7894 | 3008.0977 | 0.1292 | 0.6212 | 0.6905 | 0.6163 |
50 | 2082 | 2296.9081 | 1850.6359 | 3243.3562 | 0.3281 | 0.8348 | 0.6859 | 0.6227 |
51 | 1788 | 2277.7982 | 1822.1007 | 3278.2933 | 0.1686 | 0.6494 | 0.3134 | 0.6019 |
52 | 1743 | 2287.682 | 1805.9979 | 3418.0399 | 0.1725 | 0.8069 | 0.3958 | 0.597 |
53 | 2245 | 2296.2428 | 1790.5653 | 3563.7864 | 0.4684 | 0.8039 | 0.5646 | 0.5919 |
54 | 1963 | 2295.9492 | 1773.8101 | 3675.2218 | 0.3181 | 0.5289 | 0.2382 | 0.5844 |
55 | 1828 | 2302.4902 | 1760.5466 | 3825.2938 | 0.2707 | 0.6689 | 0.6157 | 0.5798 |
56 | 2527 | 2307.1567 | 1747.5996 | 3975.8527 | 0.3981 | 0.7132 | 0.3531 | 0.5751 |
57 | 2114 | 2310.8613 | 1735.2677 | 4130.2799 | 0.416 | 0.4079 | 0.5103 | 0.5705 |
58 | 2424 | 2315.9141 | 1724.1455 | 4304.6939 | 0.4576 | 0.5789 | 0.5665 | 0.5665 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.1553 | 0.034 | 0.0028 | 6370.9865 | 530.9155 | 23.0416 |
48 | 0.1486 | -0.0511 | 0.0043 | 13286.1968 | 1107.1831 | 33.2744 |
49 | 0.1692 | -0.1912 | 0.0159 | 186627.8699 | 15552.3225 | 124.709 |
50 | 0.2102 | -0.0936 | 0.0078 | 46185.4849 | 3848.7904 | 62.0386 |
51 | 0.2241 | -0.215 | 0.0179 | 239902.3059 | 19991.8588 | 141.3926 |
52 | 0.2521 | -0.2381 | 0.0198 | 296678.4725 | 24723.206 | 157.2361 |
53 | 0.2816 | -0.0223 | 0.0019 | 2625.8284 | 218.819 | 14.7925 |
54 | 0.3065 | -0.145 | 0.0121 | 110855.1797 | 9237.9316 | 96.1142 |
55 | 0.3374 | -0.2061 | 0.0172 | 225140.9505 | 18761.7459 | 136.9735 |
56 | 0.369 | 0.0953 | 0.0079 | 48331.0965 | 4027.5914 | 63.4633 |
57 | 0.4017 | -0.0852 | 0.0071 | 38754.3584 | 3229.5299 | 56.829 |
58 | 0.4381 | 0.0467 | 0.0039 | 11682.5712 | 973.5476 | 31.2017 |