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[47]) |
43 | 8650 | - | - | - | - | - | - | - |
44 | 9050 | - | - | - | - | - | - | - |
45 | 7200 | - | - | - | - | - | - | - |
46 | 8600 | - | - | - | - | - | - | - |
47 | 7500 | - | - | - | - | - | - | - |
48 | 8200 | 8055.2724 | 5611.7267 | 12788.4829 | 0.4761 | 0.5909 | 0.3402 | 0.5909 |
49 | 10050 | 7852.3585 | 5274.8862 | 13256.0524 | 0.2127 | 0.4498 | 0.5935 | 0.5508 |
50 | 9900 | 8014.2548 | 5001.4175 | 15505.1319 | 0.3109 | 0.2971 | 0.4391 | 0.5535 |
51 | 9500 | 8004.8799 | 4787.0636 | 16901.3828 | 0.3709 | 0.3382 | 0.5443 | 0.5443 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
48 | 0.2998 | 0.0176 | 0.0176 | 0.0178 | 20946.0847 | 0 | 0 | 0.1809 | 0.1809 |
49 | 0.3511 | 0.2187 | 0.1182 | 0.1317 | 4829628.0867 | 2425287.0857 | 1557.3333 | 2.7471 | 1.464 |
50 | 0.4769 | 0.1905 | 0.1423 | 0.158 | 3556034.8616 | 2802203.011 | 1673.9782 | 2.3572 | 1.7617 |
51 | 0.567 | 0.1574 | 0.146 | 0.1612 | 2235384.1276 | 2660498.2902 | 1631.1034 | 1.8689 | 1.7885 |