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[45]) |
33 | 5678 | - | - | - | - | - | - | - |
34 | 5274 | - | - | - | - | - | - | - |
35 | 5166 | - | - | - | - | - | - | - |
36 | 5106 | - | - | - | - | - | - | - |
37 | 5008 | - | - | - | - | - | - | - |
38 | 5034 | - | - | - | - | - | - | - |
39 | 4901 | - | - | - | - | - | - | - |
40 | 4853 | - | - | - | - | - | - | - |
41 | 4790 | - | - | - | - | - | - | - |
42 | 4703 | - | - | - | - | - | - | - |
43 | 4640 | - | - | - | - | - | - | - |
44 | 4544 | - | - | - | - | - | - | - |
45 | 4465 | - | - | - | - | - | - | - |
46 | 4335 | 4396.6925 | 4263.8854 | 4529.4995 | 0.1813 | 0.1567 | 0 | 0.1567 |
47 | 4345 | 4331.6882 | 4091.7648 | 4571.6116 | 0.4567 | 0.4892 | 0 | 0.1381 |
48 | 4246 | 4280.0873 | 3943.288 | 4616.8866 | 0.4214 | 0.3528 | 0 | 0.1409 |
49 | 4131 | 4230.8491 | 3760.0014 | 4701.6969 | 0.3388 | 0.4749 | 6e-04 | 0.1649 |
50 | 4112 | 4188.9011 | 3603.4431 | 4774.359 | 0.3984 | 0.5769 | 0.0023 | 0.1777 |
51 | 4111 | 4152.8082 | 3440.8562 | 4864.7601 | 0.4542 | 0.5447 | 0.0197 | 0.195 |
52 | 4096 | 4119.2066 | 3280.0729 | 4958.3403 | 0.4784 | 0.5076 | 0.0433 | 0.2096 |
53 | 3970 | 4091.5319 | 3131.3947 | 5051.6692 | 0.402 | 0.4964 | 0.077 | 0.2229 |
54 | 3970 | 4066.0289 | 2979.4655 | 5152.5923 | 0.4312 | 0.5688 | 0.1253 | 0.2359 |
55 | 3908 | 4043.8914 | 2837.1761 | 5250.6066 | 0.4127 | 0.5478 | 0.1665 | 0.247 |
56 | 3861 | 4024.8207 | 2698.18 | 5351.4614 | 0.4044 | 0.5685 | 0.2215 | 0.2577 |
57 | 3819 | 4007.3702 | 2562.5028 | 5452.2376 | 0.3992 | 0.5787 | 0.2674 | 0.2674 |
58 | 3781 | 3992.6434 | 2433.5665 | 5551.7204 | 0.3951 | 0.5864 | 0.3335 | 0.2763 |
59 | 3684 | 3979.3529 | 2306.843 | 5651.8628 | 0.3646 | 0.5919 | 0.3341 | 0.2846 |
60 | 3664 | 3967.7064 | 2185.3494 | 5750.0634 | 0.3692 | 0.6225 | 0.3798 | 0.2922 |
61 | 3648 | 3957.6385 | 2067.6283 | 5847.6487 | 0.3741 | 0.6196 | 0.4287 | 0.2994 |
62 | 3564 | 3948.5433 | 1953.1262 | 5943.9603 | 0.3528 | 0.6161 | 0.4362 | 0.306 |
63 | 3490 | 3940.7455 | 1842.8742 | 6038.6168 | 0.3368 | 0.6376 | 0.4368 | 0.3121 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
46 | 0.0154 | -0.0142 | 0.0142 | 0.0141 | 3805.9616 | 0 | 0 | -1.2125 | 1.2125 |
47 | 0.0283 | 0.0031 | 0.0086 | 0.0086 | 177.2033 | 1991.5824 | 44.6271 | 0.2616 | 0.737 |
48 | 0.0401 | -0.008 | 0.0084 | 0.0084 | 1161.9468 | 1715.0372 | 41.413 | -0.6699 | 0.7147 |
49 | 0.0568 | -0.0242 | 0.0124 | 0.0123 | 9969.8503 | 3778.7405 | 61.4715 | -1.9624 | 1.0266 |
50 | 0.0713 | -0.0187 | 0.0136 | 0.0135 | 5913.7734 | 4205.7471 | 64.8517 | -1.5114 | 1.1235 |
51 | 0.0875 | -0.0102 | 0.0131 | 0.013 | 1747.9227 | 3796.1097 | 61.6126 | -0.8217 | 1.0732 |
52 | 0.1039 | -0.0057 | 0.012 | 0.0119 | 538.5465 | 3330.7435 | 57.7126 | -0.4561 | 0.9851 |
53 | 0.1197 | -0.0306 | 0.0143 | 0.0142 | 14770.0052 | 4760.6512 | 68.9975 | -2.3885 | 1.1605 |
54 | 0.1363 | -0.0242 | 0.0154 | 0.0153 | 9221.5505 | 5256.3067 | 72.5004 | -1.8873 | 1.2412 |
55 | 0.1522 | -0.0348 | 0.0174 | 0.0172 | 18466.4609 | 6577.3221 | 81.1007 | -2.6707 | 1.3842 |
56 | 0.1682 | -0.0424 | 0.0196 | 0.0194 | 26837.2251 | 8419.1315 | 91.7558 | -3.2196 | 1.551 |
57 | 0.184 | -0.0493 | 0.0221 | 0.0218 | 35483.3239 | 10674.4808 | 103.3174 | -3.7021 | 1.7303 |
58 | 0.1992 | -0.056 | 0.0247 | 0.0243 | 44792.9482 | 13298.9783 | 115.3212 | -4.1595 | 1.9172 |
59 | 0.2144 | -0.0802 | 0.0287 | 0.0281 | 87233.3427 | 18580.0044 | 136.3085 | -5.8046 | 2.1948 |
60 | 0.2292 | -0.0829 | 0.0323 | 0.0315 | 92237.5704 | 23490.5088 | 153.2661 | -5.9688 | 2.4464 |
61 | 0.2437 | -0.0849 | 0.0356 | 0.0346 | 95876.0042 | 28014.6022 | 167.3756 | -6.0854 | 2.6739 |
62 | 0.2578 | -0.1079 | 0.0398 | 0.0386 | 147873.5124 | 35065.1264 | 187.2568 | -7.5575 | 2.9611 |
63 | 0.2716 | -0.1292 | 0.0448 | 0.0432 | 203171.5005 | 44404.3694 | 210.7234 | -8.8586 | 3.2888 |