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[103]) |
91 | 5374 | - | - | - | - | - | - | - |
92 | 6022.5 | - | - | - | - | - | - | - |
93 | 6464.5 | - | - | - | - | - | - | - |
94 | 7058 | - | - | - | - | - | - | - |
95 | 7484.5 | - | - | - | - | - | - | - |
96 | 7955 | - | - | - | - | - | - | - |
97 | 6801 | - | - | - | - | - | - | - |
98 | 5499 | - | - | - | - | - | - | - |
99 | 4179.5 | - | - | - | - | - | - | - |
100 | 4305.5 | - | - | - | - | - | - | - |
101 | 3304 | - | - | - | - | - | - | - |
102 | 5773.5 | - | - | - | - | - | - | - |
103 | 6419.5 | - | - | - | - | - | - | - |
104 | 6938 | 7109.5151 | 6258.2656 | 8003.639 | 0.3535 | 0.9348 | 0.9914 | 0.9348 |
105 | 7760 | 7630.8067 | 6403.704 | 8942.4676 | 0.4235 | 0.8497 | 0.9593 | 0.9649 |
106 | 8224 | 8059.2585 | 6533.2218 | 9710.7731 | 0.4225 | 0.6388 | 0.8826 | 0.9742 |
107 | 8381 | 8460.5289 | 6673.0692 | 10413.6971 | 0.4682 | 0.5938 | 0.8363 | 0.9797 |
108 | 8667 | 8801.1718 | 6779.8531 | 11028.0231 | 0.453 | 0.6442 | 0.7718 | 0.982 |
109 | 7304.5 | 7538.1673 | 5479.1565 | 9851.6672 | 0.4215 | 0.1694 | 0.7339 | 0.8284 |
110 | 5565.5 | 6125.1773 | 4107.9707 | 8452.0457 | 0.3187 | 0.1603 | 0.7011 | 0.4021 |
111 | 4023 | 4688.4602 | 2790.8343 | 6959.7887 | 0.2829 | 0.2246 | 0.6697 | 0.0676 |
112 | 3932.5 | 4664.9349 | 2669.7504 | 7081.108 | 0.2762 | 0.6987 | 0.6147 | 0.0773 |
113 | 4508.5 | 4453.6176 | 2408.7712 | 6970.842 | 0.483 | 0.6575 | 0.8146 | 0.0629 |
114 | 5491 | 5846.2764 | 3422.6996 | 8761.5732 | 0.4056 | 0.8158 | 0.5195 | 0.35 |
115 | 6284 | 6551.6336 | 3895.2521 | 9732.2787 | 0.4345 | 0.7433 | 0.5324 | 0.5324 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
104 | 0.0642 | -0.0247 | 0.0247 | 0.0244 | 29417.4231 | 0 | 0 | -0.214 | 0.214 |
105 | 0.0877 | 0.0166 | 0.0207 | 0.0206 | 16690.9206 | 23054.1718 | 151.836 | 0.1612 | 0.1876 |
106 | 0.1046 | 0.02 | 0.0205 | 0.0205 | 27139.7767 | 24416.0401 | 156.2563 | 0.2056 | 0.1936 |
107 | 0.1178 | -0.0095 | 0.0177 | 0.0177 | 6324.8496 | 19893.2425 | 141.0434 | -0.0992 | 0.17 |
108 | 0.1291 | -0.0155 | 0.0173 | 0.0172 | 18002.0727 | 19515.0085 | 139.6961 | -0.1674 | 0.1695 |
109 | 0.1566 | -0.032 | 0.0197 | 0.0196 | 54600.3919 | 25362.5724 | 159.2563 | -0.2916 | 0.1898 |
110 | 0.1938 | -0.1006 | 0.0313 | 0.0305 | 313238.6758 | 66487.7301 | 257.8521 | -0.6984 | 0.2625 |
111 | 0.2472 | -0.1654 | 0.048 | 0.0458 | 442837.2853 | 113531.4245 | 336.9442 | -0.8304 | 0.3335 |
112 | 0.2643 | -0.1863 | 0.0634 | 0.0596 | 536460.8815 | 160523.5864 | 400.6539 | -0.914 | 0.398 |
113 | 0.2884 | 0.0122 | 0.0583 | 0.0549 | 3012.0825 | 144772.436 | 380.4897 | 0.0685 | 0.365 |
114 | 0.2544 | -0.0647 | 0.0589 | 0.0556 | 126221.3457 | 143085.9732 | 378.2671 | -0.4433 | 0.3722 |
115 | 0.2477 | -0.0426 | 0.0575 | 0.0544 | 71627.7354 | 137131.1201 | 370.3122 | -0.334 | 0.369 |