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[40]) |
39 | 4623.5 | - | - | - | - | - | - | - |
40 | 4720.14 | - | - | - | - | - | - | - |
41 | 4811.82 | 4782.297 | 4534.3454 | 5030.2486 | 0.4077 | 0.6884 | 0.6884 | 0.6884 |
42 | 4980.18 | 4810.1693 | 4367.8503 | 5252.4884 | 0.2256 | 0.4971 | 0.4971 | 0.655 |
43 | 5174.28 | 4835.6288 | 4268.7175 | 5402.54 | 0.1208 | 0.3086 | 0.3086 | 0.6552 |
44 | 5181.24 | 4868.2667 | 4203.6288 | 5532.9046 | 0.178 | 0.1834 | 0.1834 | 0.6689 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
41 | 0.0265 | 0.0061 | 0.0061 | 0.0062 | 871.6077 | 0 | 0 | 0.2398 | 0.2398 |
42 | 0.0469 | 0.0341 | 0.0201 | 0.0204 | 28903.6239 | 14887.6158 | 122.0148 | 1.3806 | 0.8102 |
43 | 0.0598 | 0.0654 | 0.0352 | 0.0362 | 114684.6454 | 48153.2924 | 219.4386 | 2.7501 | 1.4568 |
44 | 0.0697 | 0.0604 | 0.0415 | 0.0427 | 97952.2897 | 60603.0417 | 246.1769 | 2.5416 | 1.728 |