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[104]) |
103 | 8337 | - | - | - | - | - | - | - |
104 | 8326 | - | - | - | - | - | - | - |
105 | 8313 | 8315.8485 | 8287.2526 | 8344.4443 | 0.4226 | 0.2433 | 0.2433 | 0.2433 |
106 | 8327.4 | 8306.48 | 8244.5028 | 8368.4572 | 0.2541 | 0.4183 | 0.4183 | 0.2685 |
107 | 8346.4 | 8297.8341 | 8197.156 | 8398.5123 | 0.1722 | 0.2824 | 0.2824 | 0.2917 |
108 | 8360.8 | 8289.8552 | 8146.6676 | 8433.0427 | 0.1657 | 0.2195 | 0.2195 | 0.3104 |
109 | 8374.6 | 8282.4917 | 8094.0154 | 8470.9679 | 0.1691 | 0.2077 | 0.2077 | 0.3255 |
110 | 8406 | 8275.6961 | 8039.8943 | 8511.498 | 0.1394 | 0.2055 | 0.2055 | 0.3379 |
111 | 8406.2 | 8269.4248 | 7984.8193 | 8554.0303 | 0.1731 | 0.1735 | 0.1735 | 0.3484 |
112 | 8381.4 | 8263.6371 | 7929.182 | 8598.0923 | 0.2451 | 0.2017 | 0.2017 | 0.3574 |
113 | 8379.8 | 8258.2959 | 7873.2859 | 8643.306 | 0.2681 | 0.2654 | 0.2654 | 0.3652 |
114 | 8367.4 | 8253.3667 | 7817.3688 | 8689.3647 | 0.3041 | 0.2849 | 0.2849 | 0.372 |
115 | 8372 | 8248.8177 | 7761.6182 | 8736.0173 | 0.3101 | 0.3167 | 0.3167 | 0.3781 |
116 | 8393.4 | 8244.6196 | 7706.1825 | 8783.0568 | 0.2941 | 0.3214 | 0.3214 | 0.3835 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
105 | 0.0018 | -3e-04 | 3e-04 | 3e-04 | 8.1138 | 0 | 0 | -0.1983 | 0.1983 |
106 | 0.0038 | 0.0025 | 0.0014 | 0.0014 | 437.6469 | 222.8803 | 14.9292 | 1.4565 | 0.8274 |
107 | 0.0062 | 0.0058 | 0.0029 | 0.0029 | 2358.6435 | 934.8014 | 30.5745 | 3.3812 | 1.6786 |
108 | 0.0088 | 0.0085 | 0.0043 | 0.0043 | 5033.169 | 1959.3933 | 44.265 | 4.9392 | 2.4938 |
109 | 0.0116 | 0.011 | 0.0056 | 0.0057 | 8483.9465 | 3264.3039 | 57.1341 | 6.4126 | 3.2775 |
110 | 0.0145 | 0.0155 | 0.0073 | 0.0073 | 16979.0988 | 5550.1031 | 74.499 | 9.0718 | 4.2433 |
111 | 0.0176 | 0.0163 | 0.0086 | 0.0086 | 18707.4641 | 7429.7261 | 86.1959 | 9.5223 | 4.9974 |
112 | 0.0206 | 0.0141 | 0.0092 | 0.0093 | 13868.0901 | 8234.5216 | 90.7443 | 8.1987 | 5.3976 |
113 | 0.0238 | 0.0145 | 0.0098 | 0.0099 | 14763.235 | 8959.9342 | 94.6569 | 8.4591 | 5.7377 |
114 | 0.027 | 0.0136 | 0.0102 | 0.0103 | 13003.5847 | 9364.2992 | 96.7693 | 7.939 | 5.9579 |
115 | 0.0301 | 0.0147 | 0.0106 | 0.0107 | 15173.8685 | 9892.4419 | 99.4608 | 8.576 | 6.1959 |
116 | 0.0333 | 0.0177 | 0.0112 | 0.0113 | 22135.5983 | 10912.7049 | 104.4639 | 10.3581 | 6.5427 |