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[60]) |
48 | 2513.17 | - | - | - | - | - | - | - |
49 | 2466.92 | - | - | - | - | - | - | - |
50 | 2502.66 | - | - | - | - | - | - | - |
51 | 2539.91 | - | - | - | - | - | - | - |
52 | 2482.6 | - | - | - | - | - | - | - |
53 | 2626.15 | - | - | - | - | - | - | - |
54 | 2656.32 | - | - | - | - | - | - | - |
55 | 2446.66 | - | - | - | - | - | - | - |
56 | 2467.38 | - | - | - | - | - | - | - |
57 | 2462.32 | - | - | - | - | - | - | - |
58 | 2504.58 | - | - | - | - | - | - | - |
59 | 2579.39 | - | - | - | - | - | - | - |
60 | 2649.24 | - | - | - | - | - | - | - |
61 | 2636.87 | 2667.6296 | 2321.2206 | 3014.0386 | 0.4309 | 0.5414 | 0.8719 | 0.5414 |
62 | 2613.94 | 2672.4711 | 2114.3485 | 3230.5936 | 0.4186 | 0.5497 | 0.7245 | 0.5325 |
63 | 2634.01 | 2673.7457 | 1949.4576 | 3398.0339 | 0.4572 | 0.5643 | 0.6414 | 0.5264 |
64 | 2711.94 | 2674.0813 | 1811.7809 | 3536.3816 | 0.4657 | 0.5363 | 0.6683 | 0.5225 |
65 | 2646.43 | 2674.1696 | 1692.2884 | 3656.0509 | 0.4779 | 0.4699 | 0.5382 | 0.5198 |
66 | 2717.79 | 2674.1929 | 1585.6015 | 3762.7843 | 0.4687 | 0.5199 | 0.5128 | 0.5179 |
67 | 2701.54 | 2674.199 | 1488.4164 | 3859.9816 | 0.482 | 0.4713 | 0.6466 | 0.5165 |
68 | 2572.98 | 2674.2006 | 1398.5996 | 3949.8016 | 0.4382 | 0.4832 | 0.6247 | 0.5153 |
69 | 2488.92 | 2674.2011 | 1314.7 | 4033.7021 | 0.3947 | 0.558 | 0.62 | 0.5144 |
70 | 2204.91 | 2674.2012 | 1235.6845 | 4112.7178 | 0.2613 | 0.5997 | 0.5914 | 0.5136 |
71 | 2123.99 | 2674.2012 | 1160.7886 | 4187.6138 | 0.2381 | 0.7283 | 0.5489 | 0.5129 |
72 | 2149.1 | 2674.2012 | 1089.4282 | 4258.9742 | 0.258 | 0.7519 | 0.5123 | 0.5123 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0663 | -0.0115 | 0 | 946.1529 | 0 | 0 |
62 | 0.1066 | -0.0219 | 0.0167 | 3425.8872 | 2186.0201 | 46.7549 |
63 | 0.1382 | -0.0149 | 0.0161 | 1578.9265 | 1983.6556 | 44.5382 |
64 | 0.1645 | 0.0142 | 0.0156 | 1433.2824 | 1846.0623 | 42.9658 |
65 | 0.1873 | -0.0104 | 0.0146 | 769.4872 | 1630.7472 | 40.3825 |
66 | 0.2077 | 0.0163 | 0.0149 | 1900.7079 | 1675.7407 | 40.9358 |
67 | 0.2262 | 0.0102 | 0.0142 | 747.5295 | 1543.1391 | 39.2828 |
68 | 0.2434 | -0.0379 | 0.0172 | 10245.6153 | 2630.9486 | 51.2928 |
69 | 0.2594 | -0.0693 | 0.0229 | 34329.0679 | 6152.9619 | 78.4408 |
70 | 0.2745 | -0.1755 | 0.0382 | 220234.1956 | 27561.0852 | 166.0153 |
71 | 0.2887 | -0.2057 | 0.0534 | 302732.3562 | 52576.6553 | 229.296 |
72 | 0.3024 | -0.1964 | 0.0653 | 275731.2704 | 71172.8733 | 266.7824 |