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[48]) |
36 | 2297 | - | - | - | - | - | - | - |
37 | 2718 | - | - | - | - | - | - | - |
38 | 2321 | - | - | - | - | - | - | - |
39 | 3112 | - | - | - | - | - | - | - |
40 | 2664 | - | - | - | - | - | - | - |
41 | 2808 | - | - | - | - | - | - | - |
42 | 2668 | - | - | - | - | - | - | - |
43 | 2934 | - | - | - | - | - | - | - |
44 | 2616 | - | - | - | - | - | - | - |
45 | 2228 | - | - | - | - | - | - | - |
46 | 2463 | - | - | - | - | - | - | - |
47 | 2416 | - | - | - | - | - | - | - |
48 | 2407 | - | - | - | - | - | - | - |
49 | 2582 | 2770.8249 | 2457.7451 | 3051.9552 | 0.094 | 0.9944 | 0.6437 | 0.9944 |
50 | 2101 | 2382.6109 | 2008.6236 | 2705.3836 | 0.0436 | 0.113 | 0.6458 | 0.4411 |
51 | 3305 | 3157.7894 | 2884.9175 | 3408.8881 | 0.1253 | 1 | 0.6396 | 1 |
52 | 2818 | 2716.8613 | 2392.9055 | 3006.1062 | 0.2466 | 0 | 0.6399 | 0.9821 |
53 | 2401 | 2857.74 | 2550.4955 | 3135.0165 | 6e-04 | 0.6106 | 0.6374 | 0.9993 |
54 | 3019 | 2719.8228 | 2393.661 | 3010.8568 | 0.022 | 0.9841 | 0.6365 | 0.9824 |
55 | 2507 | 2980.7701 | 2685.3548 | 3249.4384 | 3e-04 | 0.3902 | 0.6335 | 1 |
56 | 2948 | 2667.8711 | 2331.9031 | 2966.0244 | 0.0328 | 0.8549 | 0.6334 | 0.9568 |
57 | 2210 | 2288.129 | 1884.1427 | 2630.7935 | 0.3275 | 1e-04 | 0.6346 | 0.2483 |
58 | 2467 | 2517.0245 | 2155.0455 | 2833.1261 | 0.3782 | 0.9715 | 0.6312 | 0.7524 |
59 | 2596 | 2470.5496 | 2099.2607 | 2792.908 | 0.2228 | 0.5086 | 0.6299 | 0.6504 |
60 | 2451 | 2461.2492 | 2087.0118 | 2785.6556 | 0.4753 | 0.2078 | 0.6285 | 0.6285 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0518 | -0.0681 | 0 | 35654.8415 | 0 | 0 |
50 | 0.0691 | -0.1182 | 0.0932 | 79304.6879 | 57479.7647 | 239.7494 |
51 | 0.0406 | 0.0466 | 0.0777 | 21670.9719 | 45543.5004 | 213.4092 |
52 | 0.0543 | 0.0372 | 0.0675 | 10229.0267 | 36714.882 | 191.6113 |
53 | 0.0495 | -0.1598 | 0.086 | 208611.3885 | 71094.1833 | 266.6349 |
54 | 0.0546 | 0.11 | 0.09 | 89507.0061 | 74162.9871 | 272.3288 |
55 | 0.046 | -0.1589 | 0.0999 | 224458.0963 | 95633.717 | 309.247 |
56 | 0.057 | 0.105 | 0.1005 | 78472.1749 | 93488.5242 | 305.7589 |
57 | 0.0764 | -0.0341 | 0.0931 | 6104.1352 | 83779.1477 | 289.4463 |
58 | 0.0641 | -0.0199 | 0.0858 | 2502.4486 | 75651.4777 | 275.0481 |
59 | 0.0666 | 0.0508 | 0.0826 | 15737.7968 | 70204.7795 | 264.9618 |
60 | 0.0672 | -0.0042 | 0.0761 | 105.046 | 64363.135 | 253.6989 |