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[41]) |
37 | 5853.6 | - | - | - | - | - | - | - |
38 | 5976.1 | - | - | - | - | - | - | - |
39 | 6002.5 | - | - | - | - | - | - | - |
40 | 6091.9 | - | - | - | - | - | - | - |
41 | 5917.8 | - | - | - | - | - | - | - |
42 | 6010.3 | 6022.0717 | 5958.5861 | 6085.5574 | 0.3581 | 0.9994 | 0.9221 | 0.9994 |
43 | 6087.7 | 6012.072 | 5927.4772 | 6096.6668 | 0.0399 | 0.5164 | 0.5878 | 0.9855 |
44 | 6192.9 | 6123.1991 | 6024.0061 | 6222.3921 | 0.0842 | 0.7585 | 0.7319 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
42 | 0.0054 | -0.002 | 0.002 | 0.002 | 138.5735 | 0 | 0 | -0.1289 | 0.1289 |
43 | 0.0072 | 0.0124 | 0.0072 | 0.0072 | 5719.593 | 2929.0833 | 54.121 | 0.8283 | 0.4786 |
44 | 0.0083 | 0.0113 | 0.0085 | 0.0086 | 4858.2142 | 3572.1269 | 59.7673 | 0.7634 | 0.5736 |