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]) |
41 | 1758.2 | - | - | - | - | - | - | - |
42 | 1747.6 | - | - | - | - | - | - | - |
43 | 1679.6 | - | - | - | - | - | - | - |
44 | 1692.3 | - | - | - | - | - | - | - |
45 | 1675.4 | - | - | - | - | - | - | - |
46 | 1639.3 | - | - | - | - | - | - | - |
47 | 1622.3 | - | - | - | - | - | - | - |
48 | 1577.7 | 1605.5748 | 1550.8511 | 1660.2984 | 0.159 | 0.2746 | 0 | 0.2746 |
49 | 1581.9 | 1586.3086 | 1505.6952 | 1666.9219 | 0.4573 | 0.5829 | 0.0117 | 0.1908 |
50 | 1562.8 | 1574.1499 | 1465.3374 | 1682.9624 | 0.419 | 0.4445 | 0.0167 | 0.1929 |
51 | 1552.2 | 1562.0479 | 1416.8807 | 1707.2151 | 0.4471 | 0.4959 | 0.063 | 0.208 |
52 | 1535.2 | 1550.7435 | 1372.69 | 1728.7969 | 0.4321 | 0.4936 | 0.1648 | 0.2154 |
53 | 1507.6 | 1542.215 | 1330.4529 | 1753.9771 | 0.3743 | 0.5259 | 0.2293 | 0.2293 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
48 | 0.0174 | -0.0177 | 0.0177 | 0.0175 | 777.0023 | 0 | 0 | -1.7755 | 1.7755 |
49 | 0.0259 | -0.0028 | 0.0102 | 0.0101 | 19.4353 | 398.2188 | 19.9554 | -0.2808 | 1.0281 |
50 | 0.0353 | -0.0073 | 0.0092 | 0.0092 | 128.8206 | 308.4194 | 17.5619 | -0.7229 | 0.9264 |
51 | 0.0474 | -0.0063 | 0.0085 | 0.0085 | 96.9812 | 255.5598 | 15.9862 | -0.6273 | 0.8516 |
52 | 0.0586 | -0.0101 | 0.0088 | 0.0088 | 241.5989 | 252.7677 | 15.8987 | -0.99 | 0.8793 |
53 | 0.0701 | -0.023 | 0.0112 | 0.0111 | 1198.198 | 410.3394 | 20.2568 | -2.2048 | 1.1002 |