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 | 3889 | - | - | - | - | - | - | - |
37 | 2271 | - | - | - | - | - | - | - |
38 | 2452 | - | - | - | - | - | - | - |
39 | 3084 | - | - | - | - | - | - | - |
40 | 2522 | - | - | - | - | - | - | - |
41 | 2769 | - | - | - | - | - | - | - |
42 | 3438 | - | - | - | - | - | - | - |
43 | 2839 | - | - | - | - | - | - | - |
44 | 3746 | - | - | - | - | - | - | - |
45 | 2632 | - | - | - | - | - | - | - |
46 | 2851 | - | - | - | - | - | - | - |
47 | 3871 | - | - | - | - | - | - | - |
48 | 3618 | - | - | - | - | - | - | - |
49 | 2389 | 2072.8359 | 1611.7282 | 2533.9437 | 0.0895 | 0 | 0.1998 | 0 |
50 | 2344 | 2409.5422 | 1923.0061 | 2896.0784 | 0.3959 | 0.533 | 0.4321 | 0 |
51 | 2678 | 3004.6157 | 2515.281 | 3493.9504 | 0.0954 | 0.9959 | 0.3753 | 0.007 |
52 | 2492 | 2695.9681 | 2206.3173 | 3185.619 | 0.2071 | 0.5287 | 0.7569 | 1e-04 |
53 | 2858 | 2722.4174 | 2232.7307 | 3212.1041 | 0.2937 | 0.8218 | 0.426 | 2e-04 |
54 | 2246 | 2977.6464 | 2487.9557 | 3467.3372 | 0.0017 | 0.684 | 0.0327 | 0.0052 |
55 | 2800 | 3026.0956 | 2536.4044 | 3515.7868 | 0.1827 | 0.9991 | 0.773 | 0.0089 |
56 | 3869 | 3938.2785 | 3448.5873 | 4427.9698 | 0.3908 | 1 | 0.7792 | 0.9001 |
57 | 3007 | 2856.4504 | 2366.7592 | 3346.1417 | 0.2734 | 0 | 0.8155 | 0.0012 |
58 | 3023 | 2971.2979 | 2481.6067 | 3460.9892 | 0.418 | 0.4432 | 0.6849 | 0.0048 |
59 | 3907 | 3840.2132 | 3350.5219 | 4329.9044 | 0.3946 | 0.9995 | 0.451 | 0.8131 |
60 | 4209 | 3838.0534 | 3348.3622 | 4327.7447 | 0.0688 | 0.3913 | 0.8108 | 0.8108 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
49 | 0.1135 | 0.1323 | 0.1323 | 0.1417 | 99959.7071 | 0 | 0 | 0.665 | 0.665 |
50 | 0.103 | -0.028 | 0.0802 | 0.0846 | 4295.7819 | 52127.7445 | 228.315 | -0.1379 | 0.4014 |
51 | 0.0831 | -0.122 | 0.0941 | 0.0947 | 106677.8273 | 70311.1054 | 265.1624 | -0.687 | 0.4966 |
52 | 0.0927 | -0.0818 | 0.091 | 0.0907 | 41602.9993 | 63134.0789 | 251.265 | -0.429 | 0.4797 |
53 | 0.0918 | 0.0474 | 0.0823 | 0.0823 | 18382.6432 | 54183.7917 | 232.7741 | 0.2852 | 0.4408 |
54 | 0.0839 | -0.3258 | 0.1229 | 0.1153 | 535306.511 | 134370.9116 | 366.5664 | -1.5388 | 0.6238 |
55 | 0.0826 | -0.0807 | 0.1169 | 0.1099 | 51119.2234 | 122477.8133 | 349.9683 | -0.4755 | 0.6026 |
56 | 0.0634 | -0.0179 | 0.1045 | 0.0984 | 4799.512 | 107768.0256 | 328.2804 | -0.1457 | 0.5455 |
57 | 0.0875 | 0.0501 | 0.0984 | 0.0931 | 22665.1733 | 98312.1532 | 313.5477 | 0.3166 | 0.5201 |
58 | 0.0841 | 0.0171 | 0.0903 | 0.0856 | 2673.1037 | 88748.2482 | 297.9064 | 0.1087 | 0.4789 |
59 | 0.0651 | 0.0171 | 0.0837 | 0.0793 | 4460.4803 | 81085.7239 | 284.7556 | 0.1405 | 0.4482 |
60 | 0.0651 | 0.0881 | 0.084 | 0.0804 | 137601.3783 | 85795.3617 | 292.9085 | 0.7802 | 0.4758 |