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 | 5103 | - | - | - | - | - | - | - |
37 | 4300 | - | - | - | - | - | - | - |
38 | 4578 | - | - | - | - | - | - | - |
39 | 3809 | - | - | - | - | - | - | - |
40 | 5526 | - | - | - | - | - | - | - |
41 | 4247 | - | - | - | - | - | - | - |
42 | 3830 | - | - | - | - | - | - | - |
43 | 4394 | - | - | - | - | - | - | - |
44 | 4826 | - | - | - | - | - | - | - |
45 | 4409 | - | - | - | - | - | - | - |
46 | 4569 | - | - | - | - | - | - | - |
47 | 4106 | - | - | - | - | - | - | - |
48 | 4794 | - | - | - | - | - | - | - |
49 | 3914 | 4512.9114 | 3492.8016 | 5693.596 | 0.1601 | 0.3204 | 0.6381 | 0.3204 |
50 | 3793 | 4375.8252 | 3342.9461 | 5579.7262 | 0.1713 | 0.7739 | 0.371 | 0.248 |
51 | 4405 | 4611.8237 | 3500.0671 | 5912.2774 | 0.3776 | 0.8914 | 0.8869 | 0.3918 |
52 | 4022 | 4505.7364 | 3250.2823 | 6014.5391 | 0.2649 | 0.5521 | 0.0925 | 0.354 |
53 | 4100 | 4467.086 | 3168.7669 | 6041.2342 | 0.3238 | 0.7103 | 0.608 | 0.342 |
54 | 4788 | 4547.1218 | 3178.0122 | 6220.0269 | 0.3889 | 0.6998 | 0.7996 | 0.3862 |
55 | 3163 | 4507.4069 | 3064.1936 | 6296.3563 | 0.0704 | 0.3793 | 0.5494 | 0.3768 |
56 | 3585 | 4497.1805 | 3004.5338 | 6364.01 | 0.1691 | 0.9194 | 0.365 | 0.3777 |
57 | 3903 | 4524.1046 | 2972.612 | 6481.0914 | 0.267 | 0.8265 | 0.5459 | 0.3935 |
58 | 4178 | 4509.3957 | 2902.9893 | 6556.7475 | 0.3755 | 0.7192 | 0.4772 | 0.3926 |
59 | 3863 | 4506.9593 | 2853.0647 | 6632.7323 | 0.2763 | 0.6192 | 0.6442 | 0.3956 |
60 | 4187 | 4515.9501 | 2812.2743 | 6723.7247 | 0.3851 | 0.7189 | 0.4025 | 0.4025 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1335 | -0.1327 | 0.0111 | 358694.8644 | 29891.2387 | 172.8908 |
50 | 0.1404 | -0.1332 | 0.0111 | 339685.2097 | 28307.1008 | 168.2471 |
51 | 0.1439 | -0.0448 | 0.0037 | 42776.0331 | 3564.6694 | 59.7049 |
52 | 0.1708 | -0.1074 | 0.0089 | 234000.9245 | 19500.077 | 139.6427 |
53 | 0.1798 | -0.0822 | 0.0068 | 134752.1282 | 11229.344 | 105.9686 |
54 | 0.1877 | 0.053 | 0.0044 | 58022.3222 | 4835.1935 | 69.5356 |
55 | 0.2025 | -0.2983 | 0.0249 | 1807430.0127 | 150619.1677 | 388.0969 |
56 | 0.2118 | -0.2028 | 0.0169 | 832073.2439 | 69339.437 | 263.3238 |
57 | 0.2207 | -0.1373 | 0.0114 | 385770.9285 | 32147.5774 | 179.2975 |
58 | 0.2316 | -0.0735 | 0.0061 | 109823.0976 | 9151.9248 | 95.6657 |
59 | 0.2406 | -0.1429 | 0.0119 | 414683.6338 | 34556.9695 | 185.895 |
60 | 0.2494 | -0.0728 | 0.0061 | 108208.1869 | 9017.3489 | 94.9597 |