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[55]) |
43 | 3953 | - | - | - | - | - | - | - |
44 | 3828 | - | - | - | - | - | - | - |
45 | 4440 | - | - | - | - | - | - | - |
46 | 4026 | - | - | - | - | - | - | - |
47 | 4109 | - | - | - | - | - | - | - |
48 | 4785 | - | - | - | - | - | - | - |
49 | 3224 | - | - | - | - | - | - | - |
50 | 3552 | - | - | - | - | - | - | - |
51 | 3940 | - | - | - | - | - | - | - |
52 | 3913 | - | - | - | - | - | - | - |
53 | 3681 | - | - | - | - | - | - | - |
54 | 4309 | - | - | - | - | - | - | - |
55 | 3830 | - | - | - | - | - | - | - |
56 | 4143 | 3846.5144 | 3219.688 | 4754.3476 | 0.2611 | 0.5142 | 0.5159 | 0.5142 |
57 | 4087 | 4079.5399 | 3369.8263 | 5139.497 | 0.4945 | 0.4533 | 0.2525 | 0.6778 |
58 | 3818 | 3887.8503 | 3214.949 | 4890.2966 | 0.4457 | 0.3485 | 0.3935 | 0.545 |
59 | 3380 | 3908.1655 | 3132.5589 | 5152.9148 | 0.2028 | 0.5565 | 0.3759 | 0.549 |
60 | 3430 | 3994.0131 | 3165.6442 | 5360.65 | 0.2093 | 0.8107 | 0.1283 | 0.593 |
61 | 3458 | 3916.1875 | 3087.997 | 5300.1806 | 0.2582 | 0.7544 | 0.8365 | 0.5486 |
62 | 3970 | 3929.7306 | 3049.685 | 5460.8591 | 0.4794 | 0.727 | 0.6856 | 0.5508 |
63 | 5260 | 3960.9798 | 3044.2424 | 5596.3771 | 0.0598 | 0.4957 | 0.51 | 0.5624 |
64 | 5024 | 3929.4116 | 2998.526 | 5621.2785 | 0.1024 | 0.0616 | 0.5076 | 0.5458 |
65 | 5634 | 3936.9145 | 2971.5855 | 5742.9853 | 0.0328 | 0.1191 | 0.6094 | 0.5462 |
66 | 6549 | 3948.112 | 2954.6766 | 5850.0646 | 0.0037 | 0.0412 | 0.355 | 0.5484 |
67 | 4676 | 3935.3829 | 2923.4732 | 5912.1836 | 0.2314 | 0.0048 | 0.5416 | 0.5416 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.1204 | 0.0771 | 0 | 87903.7318 | 0 | 0 |
57 | 0.1326 | 0.0018 | 0.0395 | 55.6537 | 43979.6927 | 209.7134 |
58 | 0.1316 | -0.018 | 0.0323 | 4879.0674 | 30946.1509 | 175.9152 |
59 | 0.1625 | -0.1351 | 0.058 | 278958.7467 | 92949.2999 | 304.8759 |
60 | 0.1746 | -0.1412 | 0.0746 | 318110.7606 | 137981.592 | 371.4587 |
61 | 0.1803 | -0.117 | 0.0817 | 209935.8297 | 149973.965 | 387.2647 |
62 | 0.1988 | 0.0102 | 0.0715 | 1621.6282 | 128780.774 | 358.8604 |
63 | 0.2107 | 0.328 | 0.1036 | 1687453.4926 | 323614.8638 | 568.8716 |
64 | 0.2197 | 0.2786 | 0.123 | 1198123.672 | 420782.5092 | 648.6775 |
65 | 0.2341 | 0.4311 | 0.1538 | 2880099.0286 | 666714.1611 | 816.5257 |
66 | 0.2458 | 0.6588 | 0.1997 | 6764618.3378 | 1221069.0863 | 1105.0199 |
67 | 0.2563 | 0.1882 | 0.1988 | 548513.6403 | 1165022.7991 | 1079.3622 |