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[109]) |
97 | 3708.2 | - | - | - | - | - | - | - |
98 | 3737.2 | - | - | - | - | - | - | - |
99 | 3748.7 | - | - | - | - | - | - | - |
100 | 3785.3 | - | - | - | - | - | - | - |
101 | 3787.1 | - | - | - | - | - | - | - |
102 | 3785.8 | - | - | - | - | - | - | - |
103 | 3749.7 | - | - | - | - | - | - | - |
104 | 3716.3 | - | - | - | - | - | - | - |
105 | 3650 | - | - | - | - | - | - | - |
106 | 3096.9 | - | - | - | - | - | - | - |
107 | 3703.2 | - | - | - | - | - | - | - |
108 | 3716 | - | - | - | - | - | - | - |
109 | 3736.9 | - | - | - | - | - | - | - |
110 | 3771.9 | 3540.6434 | 3320.5624 | 3760.7245 | 0.0197 | 0.0402 | 0.04 | 0.0402 |
111 | 3704 | 3681.0112 | 3450.1245 | 3911.898 | 0.4226 | 0.2202 | 0.2828 | 0.3176 |
112 | 3824.2 | 3696.1215 | 3452.8737 | 3939.3692 | 0.151 | 0.4747 | 0.2362 | 0.3712 |
113 | 3733.5 | 3729.6712 | 3477.8942 | 3981.4481 | 0.4881 | 0.2309 | 0.3274 | 0.4776 |
114 | 3827.5 | 3640.6225 | 3361.9794 | 3919.2656 | 0.0943 | 0.2568 | 0.1536 | 0.2491 |
115 | 3827.6 | 3642.6752 | 3351.3364 | 3934.014 | 0.1067 | 0.1069 | 0.2358 | 0.2631 |
116 | 3696.5 | 3604.1793 | 3299.6644 | 3908.6941 | 0.2762 | 0.0752 | 0.2353 | 0.1965 |
117 | 3675.8 | 3564.195 | 3248.4997 | 3879.8902 | 0.2442 | 0.2057 | 0.2971 | 0.1418 |
118 | 3757.5 | 3364.1645 | 3034.0134 | 3694.3156 | 0.0098 | 0.0322 | 0.9437 | 0.0135 |
119 | 3753.3 | 3545.8044 | 3203.9536 | 3887.6552 | 0.1171 | 0.1124 | 0.1834 | 0.1366 |
120 | 3418.7 | 3546.9545 | 3193.4463 | 3900.4626 | 0.2385 | 0.1263 | 0.1743 | 0.1461 |
121 | 3772.9 | 3505.9454 | 3141.5895 | 3870.3013 | 0.0755 | 0.6806 | 0.107 | 0.107 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
110 | 0.0317 | 0.0613 | 0.0613 | 0.0632 | 53479.596 | 0 | 0 | 1.9577 | 1.9577 |
111 | 0.032 | 0.0062 | 0.0338 | 0.0347 | 528.484 | 27004.04 | 164.3291 | 0.1946 | 1.0762 |
112 | 0.0336 | 0.0335 | 0.0337 | 0.0345 | 16404.1117 | 23470.7305 | 153.2016 | 1.0842 | 1.0788 |
113 | 0.0344 | 0.001 | 0.0255 | 0.0261 | 14.6599 | 17606.7129 | 132.6903 | 0.0324 | 0.8172 |
114 | 0.039 | 0.0488 | 0.0302 | 0.0309 | 34923.1961 | 21070.0095 | 145.1551 | 1.582 | 0.9702 |
115 | 0.0408 | 0.0483 | 0.0332 | 0.034 | 34197.1828 | 23257.8717 | 152.5053 | 1.5655 | 1.0694 |
116 | 0.0431 | 0.025 | 0.032 | 0.0328 | 8523.1209 | 21152.9073 | 145.4404 | 0.7815 | 1.0283 |
117 | 0.0452 | 0.0304 | 0.0318 | 0.0325 | 12455.6843 | 20065.7544 | 141.6536 | 0.9448 | 1.0178 |
118 | 0.0501 | 0.1047 | 0.0399 | 0.0412 | 154712.8143 | 35026.5389 | 187.1538 | 3.3298 | 1.2747 |
119 | 0.0492 | 0.0553 | 0.0414 | 0.0428 | 43054.426 | 35829.3276 | 189.2864 | 1.7565 | 1.3229 |
120 | 0.0508 | -0.0375 | 0.0411 | 0.0422 | 16449.2062 | 34067.4984 | 184.5738 | -1.0857 | 1.3013 |
121 | 0.053 | 0.0708 | 0.0436 | 0.0448 | 71264.7564 | 37167.2699 | 192.7881 | 2.2599 | 1.3812 |