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 | 10057.5668 | 10003.253 | 10112.1754 | 0.3893 | 0.0078 | 1 | 0.0078 |
40 | 10188.6 | 10173.3717 | 10111.9708 | 10235.1455 | 0.3145 | 0.9997 | 1 | 0.9376 |
41 | 10350.4 | 10327.7829 | 10264.1349 | 10391.8257 | 0.2444 | 1 | 1 | 1 |
42 | 10320.6 | 10274.44 | 10204.8971 | 10344.4569 | 0.0981 | 0.0167 | 1 | 1 |
43 | 10232.6 | 10203.354 | 10071.8051 | 10336.6211 | 0.3336 | 0.0423 | 0.9788 | 0.8754 |
44 | 10357.2 | 10318.4743 | 10171.1077 | 10467.976 | 0.3058 | 0.8699 | 0.9557 | 0.9944 |
45 | 10520.2 | 10476.9401 | 10321.1793 | 10635.0516 | 0.2959 | 0.9311 | 0.9416 | 1 |
46 | 10473.8 | 10423.5678 | 10253.2083 | 10596.7578 | 0.2849 | 0.1371 | 0.878 | 0.9996 |
47 | 10407 | 10350.3066 | 10121.3885 | 10584.4023 | 0.3175 | 0.1506 | 0.8378 | 0.9704 |
48 | 10536 | 10467.0497 | 10215.0029 | 10725.3155 | 0.3004 | 0.6757 | 0.7978 | 0.9953 |
49 | 10700.2 | 10628.3862 | 10359.7554 | 10903.9827 | 0.3048 | 0.7444 | 0.7792 | 0.9998 |
50 | 10664.2 | 10574.098 | 10284.5124 | 10871.8377 | 0.2765 | 0.2032 | 0.7455 | 0.9984 |
51 | 10606 | 10499.529 | 10152.9244 | 10857.9661 | 0.2802 | 0.1839 | 0.6936 | 0.9797 |
52 | 10716.6 | 10618.0982 | 10241.3438 | 11008.7124 | 0.3106 | 0.5242 | 0.6598 | 0.9933 |
53 | 10882.8 | 10781.8498 | 10380.4667 | 11198.7532 | 0.3175 | 0.6205 | 0.6495 | 0.999 |
54 | 10849.4 | 10726.6818 | 10299.6454 | 11171.4236 | 0.2943 | 0.2457 | 0.6085 | 0.996 |
55 | 10794 | 10651.0207 | 10167.3029 | 11157.7519 | 0.2901 | 0.2214 | 0.5691 | 0.9791 |
56 | 10907.8 | 10771.3531 | 10250.9685 | 11318.1547 | 0.3124 | 0.4677 | 0.5778 | 0.9897 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
39 | 0.0028 | 8e-04 | 8e-04 | 8e-04 | 61.3596 | 0 | 0 | 0.0797 | 0.0797 |
40 | 0.0031 | 0.0015 | 0.0011 | 0.0011 | 231.8999 | 146.6297 | 12.1091 | 0.155 | 0.1174 |
41 | 0.0032 | 0.0022 | 0.0015 | 0.0015 | 511.5315 | 268.2637 | 16.3788 | 0.2302 | 0.155 |
42 | 0.0035 | 0.0045 | 0.0022 | 0.0022 | 2130.7446 | 733.8839 | 27.0903 | 0.4698 | 0.2337 |
43 | 0.0067 | 0.0029 | 0.0024 | 0.0024 | 855.3285 | 758.1728 | 27.5349 | 0.2976 | 0.2465 |
44 | 0.0074 | 0.0037 | 0.0026 | 0.0026 | 1499.6821 | 881.7577 | 29.6944 | 0.3941 | 0.2711 |
45 | 0.0077 | 0.0041 | 0.0028 | 0.0028 | 1871.4192 | 1023.1379 | 31.9865 | 0.4403 | 0.2952 |
46 | 0.0085 | 0.0048 | 0.0031 | 0.0031 | 2523.2751 | 1210.655 | 34.7945 | 0.5112 | 0.3222 |
47 | 0.0115 | 0.0054 | 0.0033 | 0.0033 | 3214.1401 | 1433.2645 | 37.8585 | 0.577 | 0.3505 |
48 | 0.0126 | 0.0065 | 0.0036 | 0.0037 | 4754.1473 | 1765.3528 | 42.0161 | 0.7017 | 0.3857 |
49 | 0.0132 | 0.0067 | 0.0039 | 0.0039 | 5157.2214 | 2073.7045 | 45.5379 | 0.7309 | 0.417 |
50 | 0.0144 | 0.0084 | 0.0043 | 0.0043 | 8118.3627 | 2577.426 | 50.7684 | 0.917 | 0.4587 |
51 | 0.0174 | 0.01 | 0.0047 | 0.0048 | 11336.0725 | 3251.168 | 57.019 | 1.0836 | 0.5068 |
52 | 0.0188 | 0.0092 | 0.0051 | 0.0051 | 9702.6065 | 3711.9851 | 60.9261 | 1.0025 | 0.5422 |
53 | 0.0197 | 0.0093 | 0.0053 | 0.0054 | 10190.9526 | 4143.9162 | 64.3733 | 1.0274 | 0.5745 |
54 | 0.0212 | 0.0113 | 0.0057 | 0.0057 | 15059.7562 | 4826.1562 | 69.4705 | 1.2489 | 0.6167 |
55 | 0.0243 | 0.0132 | 0.0062 | 0.0062 | 20443.0726 | 5744.7984 | 75.7944 | 1.4551 | 0.666 |
56 | 0.0259 | 0.0125 | 0.0065 | 0.0065 | 18617.7584 | 6459.9628 | 80.3739 | 1.3886 | 0.7061 |