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[44]) |
32 | 5532 | - | - | - | - | - | - | - |
33 | 5498 | - | - | - | - | - | - | - |
34 | 5484 | - | - | - | - | - | - | - |
35 | 5442 | - | - | - | - | - | - | - |
36 | 5447 | - | - | - | - | - | - | - |
37 | 5490 | - | - | - | - | - | - | - |
38 | 5544 | - | - | - | - | - | - | - |
39 | 5583 | - | - | - | - | - | - | - |
40 | 5628 | - | - | - | - | - | - | - |
41 | 5679 | - | - | - | - | - | - | - |
42 | 5691 | - | - | - | - | - | - | - |
43 | 5707 | - | - | - | - | - | - | - |
44 | 5724 | - | - | - | - | - | - | - |
45 | 5726 | 5741 | 5703.1522 | 5778.8478 | 0.2186 | 0.8107 | 1 | 0.8107 |
46 | 5745 | 5758 | 5673.3696 | 5842.6304 | 0.3817 | 0.7707 | 1 | 0.7845 |
47 | 5767 | 5775 | 5633.3863 | 5916.6137 | 0.4559 | 0.661 | 1 | 0.7599 |
48 | 5789 | 5792 | 5584.6988 | 5999.3012 | 0.4887 | 0.5934 | 0.9994 | 0.7399 |
49 | 5785 | 5809 | 5528.3129 | 6089.6871 | 0.4335 | 0.5555 | 0.987 | 0.7236 |
50 | 5785 | 5826 | 5464.9546 | 6187.0454 | 0.4119 | 0.5881 | 0.9371 | 0.7101 |
51 | 5806 | 5843 | 5395.1782 | 6290.8218 | 0.4357 | 0.6002 | 0.8724 | 0.6988 |
52 | 5827 | 5860 | 5319.4246 | 6400.5754 | 0.4524 | 0.5776 | 0.7999 | 0.689 |
53 | 5856 | 5877 | 5238.0548 | 6515.9452 | 0.4743 | 0.5609 | 0.7282 | 0.6806 |
54 | 5896 | 5894 | 5151.3716 | 6636.6284 | 0.4979 | 0.5399 | 0.7039 | 0.6732 |
55 | 5914 | 5911 | 5059.6338 | 6762.3662 | 0.4972 | 0.5138 | 0.6807 | 0.6666 |
56 | 5938 | 5928 | 4963.0655 | 6892.9345 | 0.4919 | 0.5113 | 0.6607 | 0.6607 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
45 | 0.0034 | -0.0026 | 0.0026 | 0.0026 | 225 | 0 | 0 | -0.75 | 0.75 |
46 | 0.0075 | -0.0023 | 0.0024 | 0.0024 | 169 | 197 | 14.0357 | -0.65 | 0.7 |
47 | 0.0125 | -0.0014 | 0.0021 | 0.0021 | 64 | 152.6667 | 12.3558 | -0.4 | 0.6 |
48 | 0.0183 | -5e-04 | 0.0017 | 0.0017 | 9 | 116.75 | 10.8051 | -0.15 | 0.4875 |
49 | 0.0247 | -0.0041 | 0.0022 | 0.0022 | 576 | 208.6 | 14.443 | -1.2 | 0.63 |
50 | 0.0316 | -0.0071 | 0.003 | 0.003 | 1681 | 454 | 21.3073 | -2.05 | 0.8667 |
51 | 0.0391 | -0.0064 | 0.0035 | 0.0035 | 1369 | 584.7143 | 24.1809 | -1.85 | 1.0071 |
52 | 0.0471 | -0.0057 | 0.0038 | 0.0037 | 1089 | 647.75 | 25.4509 | -1.65 | 1.0875 |
53 | 0.0555 | -0.0036 | 0.0037 | 0.0037 | 441 | 624.7778 | 24.9956 | -1.05 | 1.0833 |
54 | 0.0643 | 3e-04 | 0.0034 | 0.0034 | 4 | 562.7 | 23.7213 | 0.1 | 0.985 |
55 | 0.0735 | 5e-04 | 0.0031 | 0.0031 | 9 | 512.3636 | 22.6355 | 0.15 | 0.9091 |
56 | 0.083 | 0.0017 | 0.003 | 0.003 | 100 | 478 | 21.8632 | 0.5 | 0.875 |