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[25]) |
21 | 3097.55 | - | - | - | - | - | - | - |
22 | 3286.21 | - | - | - | - | - | - | - |
23 | 3491.96 | - | - | - | - | - | - | - |
24 | 3608.53 | - | - | - | - | - | - | - |
25 | 3259.04 | - | - | - | - | - | - | - |
26 | 3492.27 | 3463.5081 | 3390.4447 | 3538.146 | 0.225 | 1 | 1 | 1 |
27 | 3665.64 | 3669.0136 | 3588.1135 | 3751.7377 | 0.4681 | 1 | 1 | 1 |
28 | 3808.02 | 3811.8055 | 3724.275 | 3901.3932 | 0.467 | 0.9993 | 1 | 1 |
29 | 3397.47 | 3447.8836 | 3365.6851 | 3532.0897 | 0.1203 | 0 | 1 | 1 |
30 | 3644.83 | 3660.7675 | 3555.7733 | 3768.862 | 0.3863 | 1 | 0.9989 | 1 |
31 | 3812.8 | 3884.4836 | 3767.3703 | 4005.2374 | 0.1223 | 0.9999 | 0.9998 | 1 |
32 | 3958.78 | 4023.9709 | 3897.0316 | 4155.045 | 0.1648 | 0.9992 | 0.9994 | 1 |
33 | 3602.73 | 3636.7796 | 3517.2004 | 3760.4243 | 0.2947 | 0 | 0.9999 | 1 |
34 | 3845.49 | 3863.2917 | 3704.1404 | 4029.2811 | 0.4168 | 0.999 | 0.9951 | 1 |
35 | 4022.27 | 4095.6548 | 3917.5227 | 4281.8868 | 0.22 | 0.9958 | 0.9985 | 1 |
36 | 4195.29 | 4249.4131 | 4055.3538 | 4452.7587 | 0.3009 | 0.9857 | 0.9975 | 1 |
37 | 3867.28 | 3842.2571 | 3658.843 | 4034.8656 | 0.3995 | 2e-04 | 0.9926 | 1 |
38 | 4142.62 | 4080.4397 | 3858.67 | 4314.9552 | 0.3016 | 0.9626 | 0.9752 | 1 |
39 | 4217.79 | 4328.0019 | 4080.8847 | 4590.0831 | 0.2049 | 0.9172 | 0.9889 | 1 |
40 | 4487.61 | 4486.6441 | 4218.7558 | 4771.5431 | 0.4973 | 0.9678 | 0.9775 | 1 |
41 | 4089.69 | 4055.7674 | 3803.5018 | 4324.7644 | 0.4024 | 8e-04 | 0.9152 | 1 |
42 | 4431.36 | 4307.8317 | 4008.2457 | 4629.8095 | 0.226 | 0.9079 | 0.8427 | 1 |
43 | 4629.82 | 4567.9639 | 4235.4873 | 4926.5393 | 0.3676 | 0.7724 | 0.9722 | 1 |
44 | 4832.81 | 4737.6014 | 4378.1561 | 5126.557 | 0.3157 | 0.7065 | 0.8961 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
26 | 0.011 | 0.0082 | 0.0082 | 0.0083 | 827.2462 | 0 | 0 | 0.1197 | 0.1197 |
27 | 0.0115 | -9e-04 | 0.0046 | 0.0046 | 11.3812 | 419.3137 | 20.4771 | -0.014 | 0.0669 |
28 | 0.012 | -0.001 | 0.0034 | 0.0034 | 14.3299 | 284.3191 | 16.8618 | -0.0158 | 0.0498 |
29 | 0.0125 | -0.0148 | 0.0062 | 0.0062 | 2541.535 | 848.623 | 29.1311 | -0.2098 | 0.0898 |
30 | 0.0151 | -0.0044 | 0.0059 | 0.0059 | 254.0045 | 729.6993 | 27.0129 | -0.0663 | 0.0851 |
31 | 0.0159 | -0.0188 | 0.008 | 0.008 | 5138.5345 | 1464.5052 | 38.2689 | -0.2983 | 0.1206 |
32 | 0.0166 | -0.0165 | 0.0092 | 0.0092 | 4249.8498 | 1862.4116 | 43.1557 | -0.2713 | 0.1422 |
33 | 0.0173 | -0.0095 | 0.0093 | 0.0092 | 1159.3763 | 1774.5322 | 42.1252 | -0.1417 | 0.1421 |
34 | 0.0219 | -0.0046 | 0.0087 | 0.0087 | 316.9013 | 1612.5732 | 40.1569 | -0.0741 | 0.1345 |
35 | 0.0232 | -0.0182 | 0.0097 | 0.0096 | 5385.3344 | 1989.8493 | 44.6077 | -0.3054 | 0.1516 |
36 | 0.0244 | -0.0129 | 0.01 | 0.0099 | 2929.312 | 2075.255 | 45.555 | -0.2252 | 0.1583 |
37 | 0.0256 | 0.0065 | 0.0097 | 0.0096 | 626.1451 | 1954.4958 | 44.2097 | 0.1041 | 0.1538 |
38 | 0.0293 | 0.015 | 0.0101 | 0.0101 | 3866.3917 | 2101.5648 | 45.8428 | 0.2587 | 0.1619 |
39 | 0.0309 | -0.0261 | 0.0112 | 0.0112 | 12146.6555 | 2819.0712 | 53.0949 | -0.4586 | 0.1831 |
40 | 0.0324 | 2e-04 | 0.0105 | 0.0105 | 0.933 | 2631.1954 | 51.2952 | 0.004 | 0.1711 |
41 | 0.0338 | 0.0083 | 0.0104 | 0.0103 | 1150.7425 | 2538.667 | 50.3852 | 0.1412 | 0.1693 |
42 | 0.0381 | 0.0279 | 0.0114 | 0.0114 | 15259.2472 | 3286.9365 | 57.3318 | 0.514 | 0.1895 |
43 | 0.04 | 0.0134 | 0.0115 | 0.0115 | 3826.1749 | 3316.8942 | 57.5925 | 0.2574 | 0.1933 |
44 | 0.0419 | 0.0197 | 0.0119 | 0.0119 | 9064.6821 | 3619.4093 | 60.1615 | 0.3962 | 0.204 |