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 | 5019.56 | - | - | - | - | - | - | - |
104 | 5099.18 | - | - | - | - | - | - | - |
105 | 5171.08 | 5063.9986 | 4826.7406 | 5301.2567 | 0.1882 | 0.3857 | 0.3857 | 0.3857 |
106 | 5353.5 | 5063.9986 | 4780.7434 | 5347.2539 | 0.0226 | 0.2294 | 0.2294 | 0.4038 |
107 | 5304.26 | 5063.9986 | 4741.2361 | 5386.7612 | 0.0723 | 0.0394 | 0.0394 | 0.4154 |
108 | 5636.62 | 5063.9986 | 4706.0632 | 5421.9341 | 9e-04 | 0.0941 | 0.0941 | 0.4236 |
109 | 5322.96 | 5063.9986 | 4674.05 | 5453.9473 | 0.0965 | 0.002 | 0.002 | 0.4298 |
110 | 5308.46 | 5063.9986 | 4644.4726 | 5483.5246 | 0.1267 | 0.1132 | 0.1132 | 0.4347 |
111 | 5352.02 | 5063.9986 | 4616.8474 | 5511.1498 | 0.1034 | 0.142 | 0.142 | 0.4387 |
112 | 5358.9 | 5063.9986 | 4590.8324 | 5537.1649 | 0.1109 | 0.1164 | 0.1164 | 0.4421 |
113 | 5421.04 | 5063.9986 | 4566.1749 | 5561.8224 | 0.0799 | 0.1228 | 0.1228 | 0.4449 |
114 | 5537.66 | 5063.9986 | 4542.6824 | 5585.3148 | 0.0375 | 0.0897 | 0.0897 | 0.4474 |
115 | 5519.38 | 5063.9986 | 4520.2039 | 5607.7934 | 0.0504 | 0.0439 | 0.0439 | 0.4495 |
116 | 5643.06 | 5063.9986 | 4498.6184 | 5629.3789 | 0.0224 | 0.0572 | 0.0572 | 0.4515 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
105 | 0.0239 | 0.0207 | 0.0207 | 0.0209 | 11466.4184 | 0 | 0 | 0.9324 | 0.9324 |
106 | 0.0285 | 0.0541 | 0.0374 | 0.0383 | 83811.0395 | 47638.729 | 218.263 | 2.5207 | 1.7265 |
107 | 0.0325 | 0.0453 | 0.04 | 0.0409 | 57725.5228 | 51000.9936 | 225.834 | 2.092 | 1.8484 |
108 | 0.0361 | 0.1016 | 0.0554 | 0.0575 | 327895.226 | 120224.5517 | 346.7341 | 4.9859 | 2.6327 |
109 | 0.0393 | 0.0486 | 0.0541 | 0.0559 | 67060.9878 | 109591.8389 | 331.0466 | 2.2548 | 2.5571 |
110 | 0.0423 | 0.0461 | 0.0527 | 0.0545 | 59761.3583 | 101286.7588 | 318.2558 | 2.1285 | 2.4857 |
111 | 0.0451 | 0.0538 | 0.0529 | 0.0546 | 82956.3059 | 98668.1227 | 314.1148 | 2.5078 | 2.4889 |
112 | 0.0477 | 0.055 | 0.0532 | 0.0548 | 86966.8142 | 97205.4591 | 311.7779 | 2.5677 | 2.4987 |
113 | 0.0502 | 0.0659 | 0.0546 | 0.0563 | 127478.5353 | 100569.1342 | 317.1264 | 3.1088 | 2.5665 |
114 | 0.0525 | 0.0855 | 0.0577 | 0.0596 | 224355.0873 | 112947.7295 | 336.077 | 4.1242 | 2.7223 |
115 | 0.0548 | 0.0825 | 0.0599 | 0.062 | 207372.1863 | 121531.7711 | 348.6141 | 3.965 | 2.8353 |
116 | 0.057 | 0.1026 | 0.0635 | 0.0659 | 335312.0628 | 139346.7954 | 373.2918 | 5.0419 | 3.0191 |