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[54]) |
42 | 1959.67 | - | - | - | - | - | - | - |
43 | 1969.6 | - | - | - | - | - | - | - |
44 | 2061.41 | - | - | - | - | - | - | - |
45 | 2093.48 | - | - | - | - | - | - | - |
46 | 2120.88 | - | - | - | - | - | - | - |
47 | 2174.56 | - | - | - | - | - | - | - |
48 | 2196.72 | - | - | - | - | - | - | - |
49 | 2350.44 | - | - | - | - | - | - | - |
50 | 2440.25 | - | - | - | - | - | - | - |
51 | 2408.64 | - | - | - | - | - | - | - |
52 | 2472.81 | - | - | - | - | - | - | - |
53 | 2407.6 | - | - | - | - | - | - | - |
54 | 2454.62 | - | - | - | - | - | - | - |
55 | 2448.05 | 2477.4734 | 2276.3187 | 2678.6282 | 0.3872 | 0.5881 | 1 | 0.5881 |
56 | 2497.84 | 2477.4734 | 2146.414 | 2808.5329 | 0.452 | 0.5691 | 0.9931 | 0.5538 |
57 | 2645.64 | 2477.4734 | 2054.6999 | 2900.247 | 0.2178 | 0.4624 | 0.9625 | 0.5422 |
58 | 2756.76 | 2477.4734 | 1979.6034 | 2975.3434 | 0.1358 | 0.254 | 0.9198 | 0.5358 |
59 | 2849.27 | 2477.4734 | 1914.4356 | 3040.5113 | 0.0978 | 0.1655 | 0.8542 | 0.5317 |
60 | 2921.44 | 2477.4734 | 1856.0648 | 3098.8821 | 0.0807 | 0.1205 | 0.8121 | 0.5287 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
55 | 0.0414 | -0.0119 | 0 | 865.7386 | 0 | 0 |
56 | 0.0682 | 0.0082 | 0.01 | 414.7969 | 640.2678 | 25.3035 |
57 | 0.0871 | 0.0679 | 0.0293 | 28279.9934 | 9853.5096 | 99.2648 |
58 | 0.1025 | 0.1127 | 0.0502 | 78000.985 | 26890.3785 | 163.9829 |
59 | 0.116 | 0.1501 | 0.0702 | 138232.6853 | 49158.8398 | 221.7179 |
60 | 0.128 | 0.1792 | 0.0883 | 197106.3102 | 73816.7516 | 271.6924 |