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[104]) |
92 | 4707.72 | - | - | - | - | - | - | - |
93 | 6176.34 | - | - | - | - | - | - | - |
94 | 4619.16 | - | - | - | - | - | - | - |
95 | 4230.42 | - | - | - | - | - | - | - |
96 | 6114 | - | - | - | - | - | - | - |
97 | 6042.78 | - | - | - | - | - | - | - |
98 | 4059.42 | - | - | - | - | - | - | - |
99 | 3888.3 | - | - | - | - | - | - | - |
100 | 8422.8 | - | - | - | - | - | - | - |
101 | 3813.6 | - | - | - | - | - | - | - |
102 | 6203.34 | - | - | - | - | - | - | - |
103 | 4715.58 | - | - | - | - | - | - | - |
104 | 4585.56 | - | - | - | - | - | - | - |
105 | 6561 | 6235.135 | 5436.4495 | 7208.2645 | 0.2558 | 0.9996 | 0.5471 | 0.9996 |
106 | 4683.9 | 4781.3839 | 4224.5712 | 5446.6189 | 0.387 | 0 | 0.6837 | 0.718 |
107 | 4385.7 | 4238.3168 | 3764.0318 | 4800.6785 | 0.3037 | 0.0602 | 0.511 | 0.1131 |
108 | 6218.16 | 6183.1948 | 5327.4522 | 7244.4706 | 0.4743 | 0.9995 | 0.5508 | 0.9984 |
109 | 6241.86 | 6303.8217 | 5425.7111 | 7394.5396 | 0.4557 | 0.5612 | 0.6805 | 0.999 |
110 | 3764.82 | 4136.5894 | 3638.0663 | 4736.2537 | 0.1122 | 0 | 0.5996 | 0.0711 |
111 | 4327.62 | 4054.7817 | 3558.9992 | 4652.9158 | 0.1856 | 0.829 | 0.7073 | 0.041 |
112 | 8301.06 | 8674.9557 | 7275.6597 | 10482.0705 | 0.3425 | 1 | 0.6078 | 1 |
113 | 3731.04 | 3840.0958 | 3373.9792 | 4401.5968 | 0.3517 | 0 | 0.5368 | 0.0046 |
114 | 7252.68 | 6543.9013 | 5569.8276 | 7774.2234 | 0.1294 | 1 | 0.7063 | 0.9991 |
115 | 4743 | 4817.6358 | 4171.3461 | 5613.293 | 0.4271 | 0 | 0.5992 | 0.7162 |
116 | 4686.06 | 4764.1575 | 4122.3277 | 5555.0995 | 0.4233 | 0.5209 | 0.671 | 0.671 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
105 | 0.0796 | 0.0497 | 0.0497 | 0.0509 | 106188.0083 | 0 | 0 | 0.1652 | 0.1652 |
106 | 0.071 | -0.0208 | 0.0352 | 0.0358 | 9503.1021 | 57845.5552 | 240.511 | -0.0494 | 0.1073 |
107 | 0.0677 | 0.0336 | 0.0347 | 0.0352 | 21721.8212 | 45804.3105 | 214.0194 | 0.0747 | 0.0964 |
108 | 0.0876 | 0.0056 | 0.0274 | 0.0278 | 1222.5629 | 34658.8736 | 186.1689 | 0.0177 | 0.0767 |
109 | 0.0883 | -0.0099 | 0.0239 | 0.0242 | 3839.2561 | 28494.9501 | 168.8045 | -0.0314 | 0.0677 |
110 | 0.074 | -0.0987 | 0.0364 | 0.0359 | 138212.4576 | 46781.2014 | 216.2896 | -0.1884 | 0.0878 |
111 | 0.0753 | 0.063 | 0.0402 | 0.0401 | 74440.7277 | 50732.5623 | 225.2389 | 0.1383 | 0.095 |
112 | 0.1063 | -0.045 | 0.0408 | 0.0406 | 139797.9587 | 61865.7368 | 248.7282 | -0.1895 | 0.1068 |
113 | 0.0746 | -0.0292 | 0.0395 | 0.0393 | 11893.1641 | 56313.2287 | 237.3041 | -0.0553 | 0.1011 |
114 | 0.0959 | 0.0977 | 0.0453 | 0.0456 | 502367.2141 | 100918.6273 | 317.6769 | 0.3592 | 0.1269 |
115 | 0.0843 | -0.0157 | 0.0427 | 0.0429 | 5570.5061 | 92250.6163 | 303.7279 | -0.0378 | 0.1188 |
116 | 0.0847 | -0.0167 | 0.0405 | 0.0407 | 6099.2145 | 85071.3328 | 291.6699 | -0.0396 | 0.1122 |