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[36]) |
32 | 281 | - | - | - | - | - | - | - |
33 | 344 | - | - | - | - | - | - | - |
34 | 369 | - | - | - | - | - | - | - |
35 | 390 | - | - | - | - | - | - | - |
36 | 406 | - | - | - | - | - | - | - |
37 | 467 | 490 | 449.4272 | 530.5728 | 0.1333 | 1 | 1 | 1 |
38 | 437 | 536 | 445.2765 | 626.7235 | 0.0162 | 0.932 | 0.9998 | 0.9975 |
39 | 410 | 578 | 426.1905 | 729.8095 | 0.015 | 0.9657 | 0.9924 | 0.9868 |
40 | 390 | 615 | 392.7737 | 837.2263 | 0.0236 | 0.9647 | 0.9674 | 0.9674 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0422 | -0.0469 | 0 | 529 | 0 | 0 |
38 | 0.0864 | -0.1847 | 0.1158 | 9801 | 5165 | 71.8679 |
39 | 0.134 | -0.2907 | 0.1741 | 28224 | 12851.3333 | 113.3637 |
40 | 0.1844 | -0.3659 | 0.222 | 50625 | 22294.75 | 149.3143 |