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[114]) |
102 | 4550 | - | - | - | - | - | - | - |
103 | 5140 | - | - | - | - | - | - | - |
104 | 5000 | - | - | - | - | - | - | - |
105 | 3650 | - | - | - | - | - | - | - |
106 | 4300 | - | - | - | - | - | - | - |
107 | 3650 | - | - | - | - | - | - | - |
108 | 3355 | - | - | - | - | - | - | - |
109 | 4000 | - | - | - | - | - | - | - |
110 | 3450 | - | - | - | - | - | - | - |
111 | 3295 | - | - | - | - | - | - | - |
112 | 3390 | - | - | - | - | - | - | - |
113 | 3415 | - | - | - | - | - | - | - |
114 | 3440 | - | - | - | - | - | - | - |
115 | 3680 | 3781.6268 | 2913.2232 | 4650.0304 | 0.4093 | 0.7797 | 0.0011 | 0.7797 |
116 | 3900 | 3654.2831 | 2718.4124 | 4590.1537 | 0.3034 | 0.4785 | 0.0024 | 0.6732 |
117 | 3965 | 3297.1058 | 2298.3151 | 4295.8965 | 0.095 | 0.1184 | 0.2443 | 0.3896 |
118 | 4295 | 3444.4285 | 2386.4531 | 4502.4039 | 0.0575 | 0.1674 | 0.0565 | 0.5033 |
119 | 4210 | 3203.1419 | 2089.1217 | 4317.1621 | 0.0382 | 0.0274 | 0.2159 | 0.3384 |
120 | 4100 | 3195.8175 | 2028.44 | 4363.1949 | 0.0645 | 0.0443 | 0.3946 | 0.3409 |
121 | 4690 | 3390.6004 | 2172.2002 | 4609.0007 | 0.0183 | 0.1269 | 0.1635 | 0.4683 |
122 | 3860 | 3211.9833 | 1944.6127 | 4479.3539 | 0.1581 | 0.0111 | 0.3564 | 0.3622 |
123 | 4250 | 3120.3845 | 1805.8666 | 4434.9023 | 0.0461 | 0.1351 | 0.3973 | 0.3168 |
124 | 4495 | 3209.3729 | 1849.3412 | 4569.4047 | 0.032 | 0.0668 | 0.3973 | 0.3698 |
125 | 3800 | 3206.9336 | 1802.8626 | 4611.0046 | 0.2039 | 0.0361 | 0.3857 | 0.3725 |
126 | 3845 | 3139.5394 | 1692.7691 | 4586.3097 | 0.1696 | 0.1855 | 0.342 | 0.342 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
115 | 0.1172 | -0.0276 | 0.0276 | 0.0272 | 10328.0091 | 0 | 0 | -0.3101 | 0.3101 |
116 | 0.1307 | 0.063 | 0.0453 | 0.0461 | 60376.8165 | 35352.4128 | 188.0224 | 0.7498 | 0.5299 |
117 | 0.1546 | 0.1684 | 0.0864 | 0.0921 | 446082.6943 | 172262.5066 | 415.0452 | 2.038 | 1.0326 |
118 | 0.1567 | 0.198 | 0.1143 | 0.124 | 723471.9394 | 310064.8648 | 556.8347 | 2.5954 | 1.4233 |
119 | 0.1774 | 0.2392 | 0.1393 | 0.1535 | 1013763.2063 | 450804.5331 | 671.4198 | 3.0722 | 1.7531 |
120 | 0.1864 | 0.2205 | 0.1528 | 0.1693 | 817546.0802 | 511928.1243 | 715.4915 | 2.7589 | 1.9207 |
121 | 0.1833 | 0.2771 | 0.1706 | 0.191 | 1688439.1911 | 680001.1338 | 824.6218 | 3.9649 | 2.2128 |
122 | 0.2013 | 0.1679 | 0.1702 | 0.1901 | 419925.6725 | 647491.7012 | 804.6687 | 1.9773 | 2.1833 |
123 | 0.2149 | 0.2658 | 0.1808 | 0.203 | 1276031.2443 | 717329.4282 | 846.953 | 3.4468 | 2.3237 |
124 | 0.2162 | 0.286 | 0.1914 | 0.2161 | 1652836.9422 | 810880.1796 | 900.4889 | 3.9229 | 2.4836 |
125 | 0.2234 | 0.1561 | 0.1881 | 0.2118 | 351727.7046 | 769139.0455 | 877.0057 | 1.8096 | 2.4224 |
126 | 0.2351 | 0.1835 | 0.1878 | 0.211 | 497674.6642 | 746517.0137 | 864.0122 | 2.1526 | 2.3999 |