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[102]) |
90 | 3980 | - | - | - | - | - | - | - |
91 | 6470 | - | - | - | - | - | - | - |
92 | 4585 | - | - | - | - | - | - | - |
93 | 5010 | - | - | - | - | - | - | - |
94 | 6295 | - | - | - | - | - | - | - |
95 | 5720 | - | - | - | - | - | - | - |
96 | 6035 | - | - | - | - | - | - | - |
97 | 5765 | - | - | - | - | - | - | - |
98 | 5930 | - | - | - | - | - | - | - |
99 | 6335 | - | - | - | - | - | - | - |
100 | 6615 | - | - | - | - | - | - | - |
101 | 6220 | - | - | - | - | - | - | - |
102 | 6815 | - | - | - | - | - | - | - |
103 | 6870 | 6911.3682 | 5759.7856 | 8481.1283 | 0.4794 | 0.5479 | 0.7092 | 0.5479 |
104 | 4250 | 4721.2207 | 4034.7289 | 5615.6984 | 0.1509 | 0 | 0.6173 | 0 |
105 | 5600 | 5913.5806 | 4944.8384 | 7226.0947 | 0.3198 | 0.9935 | 0.9114 | 0.0891 |
106 | 7020 | 7395.0404 | 6025.5032 | 9340.4937 | 0.3528 | 0.9647 | 0.8661 | 0.7205 |
107 | 6270 | 6914.9096 | 5651.8664 | 8698.8135 | 0.2393 | 0.454 | 0.9054 | 0.5437 |
108 | 7260 | 7365.4888 | 5950.2819 | 9407.9408 | 0.4597 | 0.8534 | 0.8992 | 0.7013 |
109 | 6455 | 6418.045 | 5251.9102 | 8061.5269 | 0.4824 | 0.1577 | 0.782 | 0.318 |
110 | 7040 | 6889.3808 | 5573.9486 | 8782.5908 | 0.438 | 0.6735 | 0.8397 | 0.5307 |
111 | 7760 | 7883.2356 | 6250.5885 | 10323.4899 | 0.4606 | 0.7509 | 0.8932 | 0.8046 |
112 | 8050 | 7458.5927 | 5935.7848 | 9718.8746 | 0.304 | 0.3969 | 0.7678 | 0.7116 |
113 | 6690 | 6815.2546 | 5468.0567 | 8784.627 | 0.4504 | 0.1096 | 0.7232 | 0.5001 |
114 | 8490 | 7163.5992 | 5693.6625 | 9350.7172 | 0.1173 | 0.6644 | 0.6226 | 0.6226 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
103 | 0.1159 | -0.006 | 0.006 | 0.006 | 1711.33 | 0 | 0 | -0.0359 | 0.0359 |
104 | 0.0967 | -0.1109 | 0.0584 | 0.0555 | 222048.937 | 111880.1335 | 334.4849 | -0.4085 | 0.2222 |
105 | 0.1132 | -0.056 | 0.0576 | 0.0552 | 98332.7734 | 107364.3468 | 327.665 | -0.2718 | 0.2387 |
106 | 0.1342 | -0.0534 | 0.0566 | 0.0544 | 140655.3137 | 115687.0885 | 340.128 | -0.3251 | 0.2603 |
107 | 0.1316 | -0.1029 | 0.0658 | 0.0631 | 415908.4067 | 175731.3521 | 419.2032 | -0.559 | 0.3201 |
108 | 0.1415 | -0.0145 | 0.0573 | 0.055 | 11127.8829 | 148297.4406 | 385.0941 | -0.0914 | 0.282 |
109 | 0.1306 | 0.0057 | 0.0499 | 0.0479 | 1365.6722 | 127307.188 | 356.8013 | 0.032 | 0.2462 |
110 | 0.1402 | 0.0214 | 0.0464 | 0.0446 | 22686.1431 | 114229.5574 | 337.9786 | 0.1306 | 0.2318 |
111 | 0.1579 | -0.0159 | 0.043 | 0.0414 | 15187.0015 | 103224.8289 | 321.2862 | -0.1068 | 0.2179 |
112 | 0.1546 | 0.0735 | 0.046 | 0.0449 | 349762.538 | 127878.5998 | 357.6012 | 0.5126 | 0.2474 |
113 | 0.1474 | -0.0187 | 0.0435 | 0.0425 | 15688.7048 | 117679.5185 | 343.0445 | -0.1086 | 0.2348 |
114 | 0.1558 | 0.1562 | 0.0529 | 0.0531 | 1759339.2053 | 254484.4924 | 504.4646 | 1.1498 | 0.311 |