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[96]) |
84 | 1550 | - | - | - | - | - | - | - |
85 | 2750 | - | - | - | - | - | - | - |
86 | 1900 | - | - | - | - | - | - | - |
87 | 1200 | - | - | - | - | - | - | - |
88 | 1150 | - | - | - | - | - | - | - |
89 | 1150 | - | - | - | - | - | - | - |
90 | 2200 | - | - | - | - | - | - | - |
91 | 1500 | - | - | - | - | - | - | - |
92 | 3850 | - | - | - | - | - | - | - |
93 | 2950 | - | - | - | - | - | - | - |
94 | 3750 | - | - | - | - | - | - | - |
95 | 4600 | - | - | - | - | - | - | - |
96 | 3350 | - | - | - | - | - | - | - |
97 | 2300 | 2534.0679 | 1046.1997 | 5711.868 | 0.4426 | 0.3074 | 0.447 | 0.3074 |
98 | 1400 | 1566.2635 | 617.5477 | 3669.6384 | 0.4384 | 0.2471 | 0.3779 | 0.0482 |
99 | 900 | 1592.1079 | 590.2875 | 3926.0813 | 0.2805 | 0.5641 | 0.629 | 0.0699 |
100 | 1250 | 1484.7469 | 536.3158 | 3740.9803 | 0.4192 | 0.6943 | 0.6144 | 0.0526 |
101 | 1650 | 1139.9417 | 382.5098 | 3050.6839 | 0.3004 | 0.4551 | 0.4959 | 0.0117 |
102 | 1600 | 2276.8984 | 824.9481 | 5722.6031 | 0.3501 | 0.6393 | 0.5174 | 0.2708 |
103 | 1200 | 1752.5122 | 616.9153 | 4510.2246 | 0.3473 | 0.5432 | 0.5712 | 0.1281 |
104 | 2300 | 4232.8605 | 1622.5474 | 10153.3623 | 0.2611 | 0.8423 | 0.5504 | 0.615 |
105 | 2950 | 3059.9707 | 1128.9484 | 7576.5084 | 0.481 | 0.6292 | 0.519 | 0.4499 |
106 | 5650 | 3990.7975 | 1513.131 | 9660.1297 | 0.2831 | 0.6405 | 0.5332 | 0.5877 |
107 | 4000 | 4986.2334 | 1932.2394 | 11852.5383 | 0.3892 | 0.4249 | 0.5439 | 0.6798 |
108 | 3300 | 3553.233 | 1327.1739 | 8708.6376 | 0.4617 | 0.4326 | 0.5308 | 0.5308 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
97 | 0.6398 | -0.1018 | 0.1018 | 0.0968 | 54787.778 | 0 | 0 | -0.2739 | 0.2739 |
98 | 0.6852 | -0.1188 | 0.1103 | 0.1045 | 27643.5494 | 41215.6637 | 203.0164 | -0.1946 | 0.2342 |
99 | 0.7479 | -0.769 | 0.3298 | 0.2548 | 479013.3447 | 187148.2241 | 432.6063 | -0.8099 | 0.4261 |
100 | 0.7753 | -0.1878 | 0.2943 | 0.234 | 55106.097 | 154137.6923 | 392.6037 | -0.2747 | 0.3883 |
101 | 0.8552 | 0.3091 | 0.2973 | 0.2603 | 260159.4261 | 175342.0391 | 418.7386 | 0.5969 | 0.43 |
102 | 0.7721 | -0.4231 | 0.3183 | 0.2751 | 458191.4518 | 222483.6079 | 471.6817 | -0.7921 | 0.4903 |
103 | 0.8028 | -0.4604 | 0.3386 | 0.2893 | 305269.737 | 234310.1977 | 484.056 | -0.6466 | 0.5127 |
104 | 0.7136 | -0.8404 | 0.4013 | 0.3271 | 3735949.8084 | 672015.1491 | 819.7653 | -2.2619 | 0.7313 |
105 | 0.7531 | -0.0373 | 0.3608 | 0.2948 | 12093.5511 | 598690.5271 | 773.7509 | -0.1287 | 0.6644 |
106 | 0.7248 | 0.2937 | 0.3541 | 0.2998 | 2752953.0986 | 814116.7842 | 902.2842 | 1.9416 | 0.7921 |
107 | 0.7026 | -0.2466 | 0.3443 | 0.2925 | 972656.398 | 828529.4764 | 910.2359 | -1.1541 | 0.825 |
108 | 0.7403 | -0.0767 | 0.322 | 0.2743 | 64126.9375 | 764829.2648 | 874.5452 | -0.2963 | 0.7809 |