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[41]) |
37 | 5853.6 | - | - | - | - | - | - | - |
38 | 5976.1 | - | - | - | - | - | - | - |
39 | 6002.5 | - | - | - | - | - | - | - |
40 | 6091.9 | - | - | - | - | - | - | - |
41 | 5917.8 | - | - | - | - | - | - | - |
42 | 6010.3 | 6042.5679 | 5970.5841 | 6114.5517 | 0.1898 | 0.9997 | 0.9648 | 0.9997 |
43 | 6087.7 | 6062.4006 | 5973.0561 | 6151.7451 | 0.2894 | 0.8735 | 0.9056 | 0.9992 |
44 | 6192.9 | 6152.4755 | 6050.7085 | 6254.2426 | 0.2181 | 0.8939 | 0.8783 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
42 | 0.0061 | -0.0054 | 0.0054 | 0.0054 | 1041.2193 | 0 | 0 | -0.3534 | 0.3534 |
43 | 0.0075 | 0.0042 | 0.0048 | 0.0048 | 640.0599 | 840.6396 | 28.9938 | 0.2771 | 0.3153 |
44 | 0.0084 | 0.0065 | 0.0054 | 0.0054 | 1634.1383 | 1105.1392 | 33.2436 | 0.4428 | 0.3578 |