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[39]) |
35 | 4505.8 | - | - | - | - | - | - | - |
36 | 3695 | - | - | - | - | - | - | - |
37 | 3894.1 | - | - | - | - | - | - | - |
38 | 3718.9 | - | - | - | - | - | - | - |
39 | 4749.8 | - | - | - | - | - | - | - |
40 | 3855.9 | 3894.2195 | 3692.2263 | 4096.2127 | 0.355 | 0 | 0.9734 | 0 |
41 | 4011.7 | 4051.0463 | 3826.904 | 4275.1887 | 0.3654 | 0.956 | 0.915 | 0 |
42 | 3907.6 | 3917.3719 | 3651.4817 | 4183.262 | 0.4713 | 0.2434 | 0.9283 | 0 |
43 | 4812.5 | 4882.4487 | 4594.1363 | 5170.7611 | 0.3172 | 1 | 0.8164 | 0.8164 |
44 | 4071.3 | 4034.4382 | 3672.4193 | 4396.4571 | 0.4209 | 0 | 0.8331 | 1e-04 |
45 | 4163.4 | 4111.6446 | 3712.3421 | 4510.947 | 0.3997 | 0.5785 | 0.6881 | 9e-04 |
46 | 4077.6 | 4062.8558 | 3624.9885 | 4500.7231 | 0.4737 | 0.3263 | 0.7565 | 0.0011 |
47 | 5109.2 | 5062.6548 | 4594.7161 | 5530.5934 | 0.4227 | 1 | 0.8526 | 0.905 |
48 | 4207.6 | 4170.0155 | 3628.8917 | 4711.1393 | 0.4459 | 3e-04 | 0.6397 | 0.0179 |
49 | 4320.8 | 4252.3732 | 3666.7456 | 4838.0009 | 0.4094 | 0.5596 | 0.6171 | 0.048 |
50 | 4396.9 | 4185.2861 | 3556.5928 | 4813.9795 | 0.2547 | 0.3363 | 0.6315 | 0.0392 |
51 | 5358.8 | 5253.7113 | 4589.1176 | 5918.305 | 0.3783 | 0.9942 | 0.665 | 0.9314 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
40 | 0.0265 | -0.0099 | 0.0099 | 0.0099 | 1468.3862 | 0 | 0 | -0.0816 | 0.0816 |
41 | 0.0282 | -0.0098 | 0.0099 | 0.0098 | 1548.1347 | 1508.2604 | 38.8363 | -0.0837 | 0.0827 |
42 | 0.0346 | -0.0025 | 0.0074 | 0.0074 | 95.4895 | 1037.3368 | 32.2077 | -0.0208 | 0.062 |
43 | 0.0301 | -0.0145 | 0.0092 | 0.0091 | 4892.8163 | 2001.2067 | 44.7348 | -0.1489 | 0.0837 |
44 | 0.0458 | 0.0091 | 0.0092 | 0.0091 | 1358.7929 | 1872.7239 | 43.275 | 0.0785 | 0.0827 |
45 | 0.0495 | 0.0124 | 0.0097 | 0.0097 | 2678.6265 | 2007.041 | 44.8 | 0.1102 | 0.0873 |
46 | 0.055 | 0.0036 | 0.0088 | 0.0088 | 217.3915 | 1751.3768 | 41.8495 | 0.0314 | 0.0793 |
47 | 0.0472 | 0.0091 | 0.0089 | 0.0089 | 2166.459 | 1803.2621 | 42.4648 | 0.0991 | 0.0818 |
48 | 0.0662 | 0.0089 | 0.0089 | 0.0089 | 1412.5957 | 1759.8547 | 41.9506 | 0.08 | 0.0816 |
49 | 0.0703 | 0.0158 | 0.0096 | 0.0096 | 4682.2212 | 2052.0913 | 45.3 | 0.1456 | 0.088 |
50 | 0.0766 | 0.0481 | 0.0131 | 0.0132 | 44780.4234 | 5936.4852 | 77.0486 | 0.4504 | 0.1209 |
51 | 0.0645 | 0.0196 | 0.0136 | 0.0138 | 11043.636 | 6362.0811 | 79.7627 | 0.2237 | 0.1295 |