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 | 2519.7881 | 2208.916 | 2830.6603 | 0.3474 | 0.7615 | 0.1057 | 0.7615 |
50 | 2101 | 2272.4322 | 1952.3458 | 2592.5187 | 0.1469 | 0.029 | 0.3831 | 0.205 |
51 | 3305 | 3224.5652 | 2903.7991 | 3545.3313 | 0.3115 | 1 | 0.7542 | 1 |
52 | 2818 | 2551.8297 | 2162.088 | 2941.5714 | 0.0904 | 1e-04 | 0.2863 | 0.7668 |
53 | 2401 | 2796.7778 | 2405.8758 | 3187.6798 | 0.0236 | 0.4576 | 0.4776 | 0.9747 |
54 | 3019 | 2649.3182 | 2257.0982 | 3041.5381 | 0.0323 | 0.8927 | 0.4628 | 0.887 |
55 | 2507 | 2792.4933 | 2371.3414 | 3213.6451 | 0.092 | 0.1459 | 0.2551 | 0.9636 |
56 | 2948 | 2640.3829 | 2219.1779 | 3061.5879 | 0.0762 | 0.7326 | 0.5452 | 0.8613 |
57 | 2210 | 2217.2818 | 1794.5272 | 2640.0364 | 0.4865 | 4e-04 | 0.4802 | 0.1895 |
58 | 2467 | 2439.4882 | 2004.2749 | 2874.7014 | 0.4507 | 0.8493 | 0.4578 | 0.5582 |
59 | 2596 | 2464.6287 | 2029.4007 | 2899.8566 | 0.2771 | 0.4957 | 0.5867 | 0.6024 |
60 | 2451 | 2391.8372 | 1955.1725 | 2828.5018 | 0.3953 | 0.1797 | 0.4729 | 0.4729 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0629 | 0.0247 | 0 | 3870.3179 | 0 | 0 |
50 | 0.0719 | -0.0754 | 0.0501 | 29389.0141 | 16629.666 | 128.9561 |
51 | 0.0508 | 0.0249 | 0.0417 | 6469.7529 | 13243.0283 | 115.0784 |
52 | 0.0779 | 0.1043 | 0.0573 | 70846.6514 | 27643.9341 | 166.2647 |
53 | 0.0713 | -0.1415 | 0.0742 | 156640.073 | 53443.1618 | 231.1778 |
54 | 0.0755 | 0.1395 | 0.0851 | 136664.6562 | 67313.4109 | 259.4483 |
55 | 0.0769 | -0.1022 | 0.0875 | 81506.4069 | 69340.9818 | 263.3268 |
56 | 0.0814 | 0.1165 | 0.0911 | 94628.3066 | 72501.8974 | 269.2618 |
57 | 0.0973 | -0.0033 | 0.0814 | 53.0248 | 64452.0226 | 253.874 |
58 | 0.091 | 0.0113 | 0.0744 | 756.9012 | 58082.5105 | 241.0031 |
59 | 0.0901 | 0.0533 | 0.0725 | 17258.4309 | 54371.2305 | 233.1764 |
60 | 0.0931 | 0.0247 | 0.0685 | 3500.2399 | 50131.9813 | 223.9017 |