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 | 1400.63 | - | - | - | - | - | - | - |
37 | 1418.03 | - | - | - | - | - | - | - |
38 | 1437.9 | - | - | - | - | - | - | - |
39 | 1406.8 | - | - | - | - | - | - | - |
40 | 1420.83 | - | - | - | - | - | - | - |
41 | 1482.37 | - | - | - | - | - | - | - |
42 | 1530.63 | - | - | - | - | - | - | - |
43 | 1504.66 | - | - | - | - | - | - | - |
44 | 1455.18 | - | - | - | - | - | - | - |
45 | 1473.96 | - | - | - | - | - | - | - |
46 | 1527.29 | - | - | - | - | - | - | - |
47 | 1545.79 | - | - | - | - | - | - | - |
48 | 1479.63 | - | - | - | - | - | - | - |
49 | 1467.97 | 1453.6673 | 1400.1369 | 1507.1977 | 0.3002 | 0.1709 | 0.904 | 0.1709 |
50 | 1378.6 | 1443.8289 | 1358.9304 | 1528.7274 | 0.066 | 0.2887 | 0.5544 | 0.2043 |
51 | 1330.45 | 1461.5619 | 1356.5497 | 1566.5742 | 0.0072 | 0.9392 | 0.8466 | 0.368 |
52 | 1326.41 | 1456.4397 | 1340.6405 | 1572.239 | 0.0139 | 0.9835 | 0.7267 | 0.3473 |
53 | 1385.97 | 1443.6361 | 1318.0208 | 1569.2514 | 0.1841 | 0.9663 | 0.2728 | 0.2872 |
54 | 1399.62 | 1444.2546 | 1309.0291 | 1579.4802 | 0.2588 | 0.8009 | 0.1053 | 0.3041 |
55 | 1276.69 | 1448.1282 | 1302.8633 | 1593.3931 | 0.0104 | 0.7436 | 0.2228 | 0.3354 |
56 | 1269.42 | 1453.731 | 1299.3076 | 1608.1544 | 0.0097 | 0.9877 | 0.4927 | 0.3712 |
57 | 1287.83 | 1444.7484 | 1281.7682 | 1607.7287 | 0.0296 | 0.9825 | 0.3627 | 0.3374 |
58 | 1164.17 | 1427.8874 | 1256.9849 | 1598.79 | 0.0012 | 0.9459 | 0.1271 | 0.2765 |
59 | 968.67 | 1413.647 | 1235.0774 | 1592.2166 | 0 | 0.9969 | 0.0735 | 0.2345 |
60 | 888.61 | 1417.2565 | 1231.3324 | 1603.1805 | 0 | 1 | 0.2554 | 0.2554 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0188 | 0.0098 | 8e-04 | 204.5669 | 17.0472 | 4.1288 |
50 | 0.03 | -0.0452 | 0.0038 | 4254.8107 | 354.5676 | 18.83 |
51 | 0.0367 | -0.0897 | 0.0075 | 17190.3367 | 1432.5281 | 37.8488 |
52 | 0.0406 | -0.0893 | 0.0074 | 16907.7351 | 1408.9779 | 37.5364 |
53 | 0.0444 | -0.0399 | 0.0033 | 3325.3812 | 277.1151 | 16.6468 |
54 | 0.0478 | -0.0309 | 0.0026 | 1992.2494 | 166.0208 | 12.8849 |
55 | 0.0512 | -0.1184 | 0.0099 | 29391.058 | 2449.2548 | 49.4899 |
56 | 0.0542 | -0.1268 | 0.0106 | 33970.5353 | 2830.8779 | 53.206 |
57 | 0.0576 | -0.1086 | 0.0091 | 24623.3945 | 2051.9495 | 45.2984 |
58 | 0.0611 | -0.1847 | 0.0154 | 69546.8901 | 5795.5742 | 76.1287 |
59 | 0.0644 | -0.3148 | 0.0262 | 198004.5315 | 16500.3776 | 128.4538 |
60 | 0.0669 | -0.373 | 0.0311 | 279467.0692 | 23288.9224 | 152.6071 |