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[116]) |
104 | 5326.2 | - | - | - | - | - | - | - |
105 | 4545.4 | - | - | - | - | - | - | - |
106 | 4797.2 | - | - | - | - | - | - | - |
107 | 4259 | - | - | - | - | - | - | - |
108 | 4117 | - | - | - | - | - | - | - |
109 | 4469.2 | - | - | - | - | - | - | - |
110 | 4203.2 | - | - | - | - | - | - | - |
111 | 5033.8 | - | - | - | - | - | - | - |
112 | 4883 | - | - | - | - | - | - | - |
113 | 5361.6 | - | - | - | - | - | - | - |
114 | 5044.6 | - | - | - | - | - | - | - |
115 | 5005.6 | - | - | - | - | - | - | - |
116 | 5382 | - | - | - | - | - | - | - |
117 | 4565.4 | 4598.9313 | 4141.3403 | 5075.5055 | 0.4452 | 6e-04 | 0.5871 | 6e-04 |
118 | 4825 | 4805.6511 | 4317.878 | 5314.0844 | 0.4703 | 0.8228 | 0.513 | 0.0131 |
119 | 4290.2 | 4201.8681 | 3730.8793 | 4694.9899 | 0.3628 | 0.0066 | 0.4102 | 0 |
120 | 3933.6 | 4018.3747 | 3507.712 | 4556.4253 | 0.3787 | 0.161 | 0.3597 | 0 |
121 | 4177.6 | 4493.8712 | 3951.5026 | 5063.787 | 0.1384 | 0.973 | 0.5338 | 0.0011 |
122 | 3949.4 | 4270.7512 | 3732.1512 | 4838.0051 | 0.1334 | 0.6262 | 0.5923 | 1e-04 |
123 | 4492.6 | 4862.9811 | 4280.9414 | 5474.3242 | 0.1175 | 0.9983 | 0.292 | 0.0481 |
124 | 4894.2 | 4967.239 | 4376.4148 | 5587.6145 | 0.4088 | 0.9331 | 0.6049 | 0.095 |
125 | 5224.4 | 5183.3088 | 4577.7122 | 5818.631 | 0.4496 | 0.8138 | 0.2911 | 0.2699 |
126 | 5071 | 5242.4223 | 4629.6307 | 5885.3075 | 0.3006 | 0.5219 | 0.7268 | 0.3352 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
117 | 0.0529 | -0.0073 | 0.0073 | 0.0073 | 1124.3474 | 0 | 0 | -0.0989 | 0.0989 |
118 | 0.054 | 0.004 | 0.0057 | 0.0057 | 374.3784 | 749.3629 | 27.3745 | 0.0571 | 0.078 |
119 | 0.0599 | 0.0206 | 0.0106 | 0.0107 | 7802.5176 | 3100.4145 | 55.6814 | 0.2605 | 0.1388 |
120 | 0.0683 | -0.0216 | 0.0134 | 0.0134 | 7186.7417 | 4121.9963 | 64.2028 | -0.25 | 0.1666 |
121 | 0.0647 | -0.0757 | 0.0258 | 0.0253 | 100027.4682 | 23303.0907 | 152.6535 | -0.9328 | 0.3199 |
122 | 0.0678 | -0.0814 | 0.0351 | 0.0341 | 103266.6247 | 36630.3464 | 191.3906 | -0.9478 | 0.4245 |
123 | 0.0641 | -0.0824 | 0.0419 | 0.0405 | 137182.1252 | 50994.8862 | 225.8205 | -1.0924 | 0.5199 |
124 | 0.0637 | -0.0149 | 0.0385 | 0.0373 | 5334.7014 | 45287.3631 | 212.8083 | -0.2154 | 0.4818 |
125 | 0.0625 | 0.0079 | 0.0351 | 0.0341 | 1688.484 | 40443.0432 | 201.1046 | 0.1212 | 0.4418 |
126 | 0.0626 | -0.0338 | 0.035 | 0.034 | 29385.6096 | 39337.2998 | 198.3363 | -0.5056 | 0.4482 |