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[49]) |
37 | 1448.5 | - | - | - | - | - | - | - |
38 | 1492.1 | - | - | - | - | - | - | - |
39 | 1395.4 | - | - | - | - | - | - | - |
40 | 1403.7 | - | - | - | - | - | - | - |
41 | 1316.6 | - | - | - | - | - | - | - |
42 | 1274.5 | - | - | - | - | - | - | - |
43 | 1264.4 | - | - | - | - | - | - | - |
44 | 1323.9 | - | - | - | - | - | - | - |
45 | 1332.1 | - | - | - | - | - | - | - |
46 | 1250.2 | - | - | - | - | - | - | - |
47 | 1096.7 | - | - | - | - | - | - | - |
48 | 1080.8 | - | - | - | - | - | - | - |
49 | 1039.2 | - | - | - | - | - | - | - |
50 | 792 | 1027.7117 | 937.7231 | 1117.7003 | 0 | 0.4012 | 0 | 0.4012 |
51 | 746.6 | 1014.3637 | 867.0796 | 1161.6479 | 2e-04 | 0.9985 | 0 | 0.3705 |
52 | 688.8 | 1013.1591 | 820.3282 | 1205.99 | 5e-04 | 0.9966 | 0 | 0.3956 |
53 | 715.8 | 1004.1782 | 773.3983 | 1234.9581 | 0.0072 | 0.9963 | 0.004 | 0.3831 |
54 | 672.9 | 1000.0239 | 736.3767 | 1263.6712 | 0.0075 | 0.9827 | 0.0207 | 0.3854 |
55 | 629.5 | 1001.5589 | 708.6216 | 1294.4962 | 0.0064 | 0.9861 | 0.0393 | 0.4006 |
56 | 681.2 | 1002.828 | 683.2501 | 1322.4059 | 0.0243 | 0.989 | 0.0245 | 0.4117 |
57 | 755.4 | 1000.8074 | 656.6384 | 1344.9765 | 0.0811 | 0.9656 | 0.0296 | 0.4135 |
58 | 760.6 | 992.1996 | 625.081 | 1359.3181 | 0.1081 | 0.8969 | 0.0842 | 0.4009 |
59 | 765.9 | 980.4152 | 591.6993 | 1369.1312 | 0.1397 | 0.8661 | 0.2788 | 0.3835 |
60 | 836.8 | 985.3823 | 576.2069 | 1394.5577 | 0.2383 | 0.8535 | 0.3238 | 0.3983 |
61 | 904.9 | 981.0437 | 552.3836 | 1409.7038 | 0.3639 | 0.7452 | 0.3952 | 0.3952 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0447 | -0.2294 | 0 | 55559.9937 | 0 | 0 |
51 | 0.0741 | -0.264 | 0.2467 | 71697.4209 | 63628.7073 | 252.2473 |
52 | 0.0971 | -0.3201 | 0.2712 | 105208.852 | 77488.7555 | 278.368 |
53 | 0.1173 | -0.2872 | 0.2752 | 83161.9681 | 78907.0587 | 280.904 |
54 | 0.1345 | -0.3271 | 0.2856 | 107010.0719 | 84527.6613 | 290.7364 |
55 | 0.1492 | -0.3715 | 0.2999 | 138427.7977 | 93511.0174 | 305.7957 |
56 | 0.1626 | -0.3207 | 0.3029 | 103444.5761 | 94930.0972 | 308.1073 |
57 | 0.1755 | -0.2452 | 0.2956 | 60224.8015 | 90591.9352 | 300.9849 |
58 | 0.1888 | -0.2334 | 0.2887 | 53638.3535 | 86485.9817 | 294.085 |
59 | 0.2023 | -0.2188 | 0.2817 | 46016.7918 | 82439.0627 | 287.122 |
60 | 0.2119 | -0.1508 | 0.2698 | 22076.7012 | 76951.5753 | 277.4015 |
61 | 0.2229 | -0.0776 | 0.2538 | 5797.8635 | 71022.0993 | 266.4997 |