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[31]) |
30 | 2397 | - | - | - | - | - | - | - |
31 | 2666 | - | - | - | - | - | - | - |
32 | 2365 | 1668.3563 | 340.6487 | 2996.0639 | 0.1519 | 0.0704 | 0.0704 | 0.0704 |
33 | 2870 | 1970.783 | 61.289 | 3880.2771 | 0.178 | 0.3429 | 0.3429 | 0.2377 |
34 | 2783 | 2423.4016 | -45.2896 | 4892.0929 | 0.3876 | 0.3615 | 0.3615 | 0.4236 |
35 | 2664 | 2587.3765 | -309.6723 | 5484.4254 | 0.4793 | 0.4474 | 0.4474 | 0.4788 |
36 | 1979 | 1663.69 | -1679.9158 | 5007.2958 | 0.4267 | 0.2788 | 0.2788 | 0.2784 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
32 | 0.406 | 0.2946 | 0.2946 | 0.3454 | 485312.4621 | 0 | 0 | 1.9961 | 1.9961 |
33 | 0.4943 | 0.3133 | 0.3039 | 0.3585 | 808591.1464 | 646951.8043 | 804.3331 | 2.5766 | 2.2863 |
34 | 0.5197 | 0.1292 | 0.2457 | 0.285 | 129310.974 | 474404.8608 | 688.7705 | 1.0304 | 1.8677 |
35 | 0.5713 | 0.0288 | 0.1915 | 0.2211 | 5871.1538 | 357271.4341 | 597.7219 | 0.2196 | 1.4556 |
36 | 1.0254 | 0.1593 | 0.185 | 0.2115 | 99420.4118 | 305701.2296 | 552.9025 | 0.9035 | 1.3452 |