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[105]) |
104 | 6220.5 | - | - | - | - | - | - | - |
105 | 6205 | - | - | - | - | - | - | - |
106 | 6199.5 | 6207.0569 | 6173.9069 | 6240.2069 | 0.3275 | 0.5484 | 0.5484 | 0.5484 |
107 | 6184.5 | 6205.3894 | 6152.6561 | 6258.1228 | 0.2188 | 0.5866 | 0.5866 | 0.5058 |
108 | 6169 | 6205.9495 | 6130.4708 | 6281.4281 | 0.1687 | 0.7112 | 0.7112 | 0.5098 |
109 | 6140.5 | 6201.7309 | 6099.9722 | 6303.4897 | 0.1191 | 0.7358 | 0.7358 | 0.4749 |
110 | 6144.5 | 6202.6093 | 6070.6782 | 6334.5403 | 0.194 | 0.8219 | 0.8219 | 0.4858 |
111 | 6145.5 | 6199.5487 | 6036.0329 | 6363.0644 | 0.2585 | 0.7453 | 0.7453 | 0.474 |
112 | 6148.5 | 6199.7731 | 6001.959 | 6397.5873 | 0.3057 | 0.7046 | 0.7046 | 0.4793 |
113 | 6145 | 6196.7021 | 5962.7115 | 6430.6927 | 0.3325 | 0.6568 | 0.6568 | 0.4723 |
114 | 6133 | 6196.9827 | 5924.508 | 6469.4575 | 0.3227 | 0.6458 | 0.6458 | 0.477 |
115 | 6138 | 6194.0283 | 5881.5006 | 6506.556 | 0.3627 | 0.649 | 0.649 | 0.4726 |
116 | 6104.5 | 6194.1497 | 5839.4672 | 6548.8323 | 0.3102 | 0.6218 | 0.6218 | 0.4761 |
117 | 6090.5 | 6191.3028 | 5792.9784 | 6589.6272 | 0.3099 | 0.6654 | 0.6654 | 0.4731 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
106 | 0.0027 | -0.0012 | 0.0012 | 0.0012 | 57.1066 | 0 | 0 | -0.6157 | 0.6157 |
107 | 0.0043 | -0.0034 | 0.0023 | 0.0023 | 436.3687 | 246.7377 | 15.7079 | -1.7021 | 1.1589 |
108 | 0.0062 | -0.006 | 0.0035 | 0.0035 | 1365.2619 | 619.5791 | 24.8913 | -3.0107 | 1.7762 |
109 | 0.0084 | -0.01 | 0.0051 | 0.0051 | 3749.2282 | 1401.9914 | 37.4432 | -4.9892 | 2.5794 |
110 | 0.0109 | -0.0095 | 0.006 | 0.006 | 3376.6904 | 1796.9312 | 42.3902 | -4.7348 | 3.0105 |
111 | 0.0135 | -0.0088 | 0.0065 | 0.0064 | 2921.2578 | 1984.3189 | 44.5457 | -4.404 | 3.2428 |
112 | 0.0163 | -0.0083 | 0.0067 | 0.0067 | 2628.9355 | 2076.407 | 45.5676 | -4.1778 | 3.3763 |
113 | 0.0193 | -0.0084 | 0.0069 | 0.0069 | 2673.105 | 2150.9943 | 46.3788 | -4.2128 | 3.4809 |
114 | 0.0224 | -0.0104 | 0.0073 | 0.0073 | 4093.7902 | 2366.8605 | 48.6504 | -5.2134 | 3.6734 |
115 | 0.0257 | -0.0091 | 0.0075 | 0.0075 | 3139.1721 | 2444.0916 | 49.4378 | -4.5653 | 3.7626 |
116 | 0.0292 | -0.0147 | 0.0082 | 0.0081 | 8037.0759 | 2952.5448 | 54.3373 | -7.3048 | 4.0846 |
117 | 0.0328 | -0.0166 | 0.0089 | 0.0088 | 10161.2049 | 3553.2664 | 59.6093 | -8.2136 | 4.4287 |