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[1]) |
0 | - | - | - | - | - | - | - | |
1 | 1750 | - | - | - | - | - | - | - |
2 | 1800 | 0 | -3430 | 3430 | 0.1518 | 0.1587 | 0.1587 | 0.1587 |
3 | 1600 | 0 | -3430 | 3430 | 0.1803 | 0.1518 | 0.1518 | 0.1587 |
4 | 1750 | 0 | -3430 | 3430 | 0.1587 | 0.1803 | 0.1803 | 0.1587 |
5 | 2100 | 0 | -3430 | 3430 | 0.1151 | 0.1587 | 0.1587 | 0.1587 |
6 | 1900 | 0 | -3430 | 3430 | 0.1388 | 0.1151 | 0.1151 | 0.1587 |
7 | 1500 | 0 | -3430 | 3430 | 0.1957 | 0.1388 | 0.1388 | 0.1587 |
8 | 1700 | 0 | -3430 | 3430 | 0.1657 | 0.1957 | 0.1957 | 0.1587 |
9 | 2500 | 0 | -3430 | 3430 | 0.0766 | 0.1657 | 0.1657 | 0.1587 |
10 | 1800 | 0 | -3430 | 3430 | 0.1518 | 0.0766 | 0.0766 | 0.1587 |
11 | 1600 | 0 | -3430 | 3430 | 0.1803 | 0.1518 | 0.1518 | 0.1587 |
12 | 1500 | 0 | -3430 | 3430 | 0.1957 | 0.1803 | 0.1803 | 0.1587 |
13 | 1500 | 0 | -3430 | 3430 | 0.1957 | 0.1957 | 0.1957 | 0.1587 |
14 | 1450 | 0 | -3430 | 3430 | 0.2037 | 0.1957 | 0.1957 | 0.1587 |
15 | 1450 | 0 | -3430 | 3430 | 0.2037 | 0.2037 | 0.2037 | 0.1587 |
16 | 1600 | 0 | -3430 | 3430 | 0.1803 | 0.2037 | 0.2037 | 0.1587 |
17 | 1800 | 0 | -3430 | 3430 | 0.1518 | 0.1803 | 0.1803 | 0.1587 |
18 | 1500 | 0 | -3430 | 3430 | 0.1957 | 0.1518 | 0.1518 | 0.1587 |
19 | 1500 | 0 | -3430 | 3430 | 0.1957 | 0.1957 | 0.1957 | 0.1587 |
20 | 1545 | 0 | -3430 | 3430 | 0.1887 | 0.1957 | 0.1957 | 0.1587 |
21 | 1550 | 0 | -3430 | 3430 | 0.1879 | 0.1887 | 0.1887 | 0.1587 |
22 | 1600 | 0 | -3430 | 3430 | 0.1803 | 0.1879 | 0.1879 | 0.1587 |
23 | 1600 | 0 | -3430 | 3430 | 0.1803 | 0.1803 | 0.1803 | 0.1587 |
24 | 1500 | 0 | -3430 | 3430 | 0.1957 | 0.1803 | 0.1803 | 0.1587 |
25 | 1550 | 0 | -3430 | 3430 | 0.1879 | 0.1957 | 0.1957 | 0.1587 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
2 | Inf | 1 | 1 | 2 | 3240000 | 0 | 0 | 9.7412 | 9.7412 |
3 | Inf | 1 | 1 | 2 | 2560000 | 2900000 | 1702.9386 | 8.6588 | 9.2 |
4 | Inf | 1 | 1 | 2 | 3062500 | 2954166.6667 | 1718.7689 | 9.4706 | 9.2902 |
5 | Inf | 1 | 1 | 2 | 4410000 | 3318125 | 1821.5721 | 11.3647 | 9.8088 |
6 | Inf | 1 | 1 | 2 | 3610000 | 3376500 | 1837.5255 | 10.2824 | 9.9035 |
7 | Inf | 1 | 1 | 2 | 2250000 | 3188750 | 1785.7071 | 8.1176 | 9.6059 |
8 | Inf | 1 | 1 | 2 | 2890000 | 3146071.4286 | 1773.7168 | 9.2 | 9.5479 |
9 | Inf | 1 | 1 | 2 | 6250000 | 3534062.5 | 1879.9102 | 13.5294 | 10.0456 |
10 | Inf | 1 | 1 | 2 | 3240000 | 3501388.8889 | 1871.1999 | 9.7412 | 10.0118 |
11 | Inf | 1 | 1 | 2 | 2560000 | 3407250 | 1845.8738 | 8.6588 | 9.8765 |
12 | Inf | 1 | 1 | 2 | 2250000 | 3302045.4545 | 1817.1531 | 8.1176 | 9.7166 |
13 | Inf | 1 | 1 | 2 | 2250000 | 3214375 | 1792.8678 | 8.1176 | 9.5833 |
14 | Inf | 1 | 1 | 2 | 2102500 | 3128846.1538 | 1768.8545 | 7.8471 | 9.4498 |
15 | Inf | 1 | 1 | 2 | 2102500 | 3055535.7143 | 1748.0091 | 7.8471 | 9.3353 |
16 | Inf | 1 | 1 | 2 | 2560000 | 3022500 | 1738.5339 | 8.6588 | 9.2902 |
17 | Inf | 1 | 1 | 2 | 3240000 | 3036093.75 | 1742.439 | 9.7412 | 9.3184 |
18 | Inf | 1 | 1 | 2 | 2250000 | 2989852.9412 | 1729.1191 | 8.1176 | 9.2478 |
19 | Inf | 1 | 1 | 2 | 2250000 | 2948750 | 1717.1925 | 8.1176 | 9.185 |
20 | Inf | 1 | 1 | 2 | 2387025 | 2919185.5263 | 1708.5624 | 8.3612 | 9.1416 |
21 | Inf | 1 | 1 | 2 | 2402500 | 2893351.25 | 1700.9854 | 8.3882 | 9.1039 |
22 | Inf | 1 | 1 | 2 | 2560000 | 2877477.381 | 1696.3129 | 8.6588 | 9.0827 |
23 | Inf | 1 | 1 | 2 | 2560000 | 2863046.5909 | 1692.054 | 8.6588 | 9.0635 |
24 | Inf | 1 | 1 | 2 | 2250000 | 2836392.3913 | 1684.1593 | 8.1176 | 9.0224 |
25 | Inf | 1 | 1 | 2 | 2402500 | 2818313.5417 | 1678.7834 | 8.3882 | 8.9959 |