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[98]) |
95 | 2190 | - | - | - | - | - | - | - |
96 | 2160 | - | - | - | - | - | - | - |
97 | 2290 | - | - | - | - | - | - | - |
98 | 2270 | - | - | - | - | - | - | - |
99 | 2200 | 2211.5129 | 1504.7403 | 2918.2855 | 0.4873 | 0.4356 | 0.5568 | 0.4356 |
100 | 2120 | 2262.7499 | 1344.4555 | 3181.0442 | 0.3803 | 0.5533 | 0.4768 | 0.4938 |
101 | 2050 | 2193.467 | 1028.8727 | 3358.0612 | 0.4046 | 0.5492 | 0.4488 | 0.4488 |
102 | 2080 | 2220.0725 | 752.2996 | 3687.8455 | 0.4258 | 0.5898 | 0.5107 | 0.4734 |
103 | 2180 | 2261.1921 | 598.6063 | 3923.7779 | 0.4619 | 0.5846 | 0.5661 | 0.4959 |
104 | 2070 | 2249.2974 | 380.2238 | 4118.3709 | 0.4254 | 0.529 | 0.5828 | 0.4913 |
105 | 2170 | 2279.2356 | 176.5601 | 4381.9112 | 0.4594 | 0.5773 | 0.5737 | 0.5034 |
106 | 2240 | 2317.5806 | -5.3618 | 4640.5231 | 0.4739 | 0.5495 | 0.5462 | 0.516 |
107 | 2320 | 2284.1912 | -241.7661 | 4810.1485 | 0.4889 | 0.5137 | 0.566 | 0.5044 |
108 | 2250 | 2259.82 | -536.3502 | 5055.9901 | 0.4973 | 0.4832 | 0.5251 | 0.4972 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
99 | 0.1631 | -0.0052 | 0.0052 | 0.0052 | 132.5473 | 0 | 0 | -0.1459 | 0.1459 |
100 | 0.2071 | -0.0673 | 0.0363 | 0.0352 | 20377.5213 | 10255.0343 | 101.2671 | -1.8095 | 0.9777 |
101 | 0.2709 | -0.07 | 0.0475 | 0.046 | 20582.7723 | 13697.6136 | 117.0368 | -1.8186 | 1.258 |
102 | 0.3373 | -0.0673 | 0.0525 | 0.0508 | 19620.3148 | 15178.2889 | 123.2002 | -1.7756 | 1.3874 |
103 | 0.3751 | -0.0372 | 0.0494 | 0.0479 | 6592.1527 | 13461.0617 | 116.0218 | -1.0292 | 1.3158 |
104 | 0.424 | -0.0866 | 0.0556 | 0.0538 | 32147.5445 | 16575.4755 | 128.7458 | -2.2728 | 1.4753 |
105 | 0.4707 | -0.0503 | 0.0549 | 0.0531 | 11932.4194 | 15912.1817 | 126.1435 | -1.3847 | 1.4623 |
106 | 0.5114 | -0.0346 | 0.0523 | 0.0507 | 6018.7536 | 14675.5032 | 121.1425 | -0.9834 | 1.4025 |
107 | 0.5642 | 0.0154 | 0.0482 | 0.0468 | 1282.2725 | 13187.3665 | 114.8363 | 0.4539 | 1.2971 |
108 | 0.6313 | -0.0044 | 0.0439 | 0.0426 | 96.4315 | 11878.273 | 108.9875 | -0.1245 | 1.1798 |