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[38]) |
34 | 9983.40000000001 | - | - | - | - | - | - | - |
35 | 9913.40000000001 | - | - | - | - | - | - | - |
36 | 10031.6 | - | - | - | - | - | - | - |
37 | 10184.6 | - | - | - | - | - | - | - |
38 | 10125 | - | - | - | - | - | - | - |
39 | 10065.4 | 10052.0102 | 9996.3644 | 10107.9658 | 0.3195 | 0.0053 | 1 | 0.0053 |
40 | 10188.6 | 10170.1816 | 10109.3473 | 10231.382 | 0.2776 | 0.9996 | 1 | 0.926 |
41 | 10350.4 | 10329.2443 | 10265.6667 | 10393.2157 | 0.2584 | 1 | 1 | 1 |
42 | 10320.6 | 10268.0289 | 10190.7124 | 10345.932 | 0.093 | 0.0191 | 0.9998 | 0.9998 |
43 | 10232.6 | 10192.6478 | 10073.4774 | 10313.228 | 0.258 | 0.0188 | 0.9807 | 0.8642 |
44 | 10357.2 | 10314.2186 | 10184.4342 | 10445.6568 | 0.2608 | 0.8882 | 0.9695 | 0.9976 |
45 | 10520.2 | 10475.432 | 10332.6999 | 10620.1357 | 0.2721 | 0.9454 | 0.9548 | 1 |
46 | 10473.8 | 10412.4707 | 10248.7809 | 10578.7748 | 0.2349 | 0.1021 | 0.8605 | 0.9996 |
47 | 10407 | 10336.8072 | 10133.6765 | 10544.0098 | 0.2534 | 0.0975 | 0.8379 | 0.9774 |
48 | 10536 | 10460.1685 | 10237.6759 | 10687.4964 | 0.2566 | 0.6767 | 0.8127 | 0.9981 |
49 | 10700.2 | 10623.1548 | 10379.0953 | 10872.9531 | 0.2727 | 0.753 | 0.7904 | 1 |
50 | 10664.2 | 10559.6437 | 10291.0859 | 10835.2098 | 0.2285 | 0.1587 | 0.7293 | 0.999 |
51 | 10606 | 10483.0128 | 10172.9653 | 10802.5097 | 0.2253 | 0.1332 | 0.6795 | 0.986 |
52 | 10716.6 | 10607.845 | 10271.2117 | 10955.5113 | 0.2699 | 0.5041 | 0.6573 | 0.9968 |
53 | 10882.8 | 10773.2693 | 10408.3904 | 11150.9396 | 0.2849 | 0.6157 | 0.6477 | 0.9996 |
54 | 10849.4 | 10708.946 | 10315.8737 | 11116.9957 | 0.2499 | 0.2018 | 0.5851 | 0.9975 |
55 | 10794 | 10631.0909 | 10194.9041 | 11085.9399 | 0.2413 | 0.1734 | 0.543 | 0.9854 |
56 | 10907.8 | 10757.7344 | 10289.0382 | 11247.781 | 0.2742 | 0.4423 | 0.5653 | 0.9943 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
39 | 0.0028 | 0.0013 | 0.0013 | 0.0013 | 179.2867 | 0 | 0 | 0.1363 | 0.1363 |
40 | 0.0031 | 0.0018 | 0.0016 | 0.0016 | 339.2376 | 259.2621 | 16.1016 | 0.1874 | 0.1619 |
41 | 0.0032 | 0.002 | 0.0017 | 0.0017 | 447.5627 | 322.029 | 17.9452 | 0.2153 | 0.1797 |
42 | 0.0039 | 0.0051 | 0.0026 | 0.0026 | 2763.7157 | 932.4507 | 30.5361 | 0.535 | 0.2685 |
43 | 0.006 | 0.0039 | 0.0028 | 0.0028 | 1596.1778 | 1065.1961 | 32.6373 | 0.4066 | 0.2961 |
44 | 0.0065 | 0.0041 | 0.0031 | 0.0031 | 1847.4039 | 1195.5641 | 34.5769 | 0.4374 | 0.3197 |
45 | 0.007 | 0.0043 | 0.0032 | 0.0032 | 2004.1722 | 1311.0795 | 36.2088 | 0.4556 | 0.3391 |
46 | 0.0081 | 0.0059 | 0.0036 | 0.0036 | 3761.2859 | 1617.3553 | 40.2164 | 0.6242 | 0.3747 |
47 | 0.0102 | 0.0067 | 0.0039 | 0.0039 | 4927.0259 | 1985.0965 | 44.5544 | 0.7144 | 0.4125 |
48 | 0.0111 | 0.0072 | 0.0042 | 0.0042 | 5750.4208 | 2361.6289 | 48.5966 | 0.7718 | 0.4484 |
49 | 0.012 | 0.0072 | 0.0045 | 0.0045 | 5935.9681 | 2686.5689 | 51.8321 | 0.7841 | 0.4789 |
50 | 0.0133 | 0.0098 | 0.0049 | 0.005 | 10932.0193 | 3373.6897 | 58.0835 | 1.0641 | 0.5277 |
51 | 0.0155 | 0.0116 | 0.0055 | 0.0055 | 15125.8609 | 4277.7029 | 65.4042 | 1.2517 | 0.5834 |
52 | 0.0167 | 0.0101 | 0.0058 | 0.0058 | 11827.648 | 4816.9847 | 69.4045 | 1.1068 | 0.6208 |
53 | 0.0179 | 0.0101 | 0.0061 | 0.0061 | 11996.9645 | 5295.65 | 72.7712 | 1.1147 | 0.6537 |
54 | 0.0194 | 0.0129 | 0.0065 | 0.0065 | 19727.3295 | 6197.63 | 78.725 | 1.4294 | 0.7022 |
55 | 0.0218 | 0.0151 | 0.007 | 0.007 | 26539.3657 | 7394.2027 | 85.9895 | 1.658 | 0.7584 |
56 | 0.0232 | 0.0138 | 0.0074 | 0.0074 | 22519.6876 | 8234.5074 | 90.7442 | 1.5272 | 0.8011 |