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 | 1602.6562 | 1549.2744 | 1656.0379 | 0.1798 | 0.2354 | 0 | 0.2354 |
49 | 1581.9 | 1577.7862 | 1499.3725 | 1656.1999 | 0.459 | 0.5009 | 0.0055 | 0.1329 |
50 | 1562.8 | 1558.4875 | 1455.1723 | 1661.8027 | 0.4674 | 0.3285 | 0.0056 | 0.113 |
51 | 1552.2 | 1540.0104 | 1406.0816 | 1673.9392 | 0.4292 | 0.3694 | 0.0238 | 0.1142 |
52 | 1535.2 | 1536.7922 | 1375.659 | 1697.9253 | 0.4923 | 0.4257 | 0.1062 | 0.1491 |
53 | 1507.6 | 1524.7179 | 1337.0707 | 1712.365 | 0.429 | 0.4564 | 0.154 | 0.154 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
48 | 0.017 | -0.0158 | 0.0158 | 0.0157 | 622.8095 | 0 | 0 | -1.5896 | 1.5896 |
49 | 0.0254 | 0.0026 | 0.0092 | 0.0091 | 16.9235 | 319.8665 | 17.8848 | 0.262 | 0.9258 |
50 | 0.0338 | 0.0028 | 0.0071 | 0.007 | 18.5973 | 219.4434 | 14.8136 | 0.2747 | 0.7088 |
51 | 0.0444 | 0.0079 | 0.0073 | 0.0072 | 148.5873 | 201.7294 | 14.2031 | 0.7764 | 0.7257 |
52 | 0.0535 | -0.001 | 0.006 | 0.006 | 2.5349 | 161.8905 | 12.7236 | -0.1014 | 0.6008 |
53 | 0.0628 | -0.0114 | 0.0069 | 0.0069 | 293.0215 | 183.7457 | 13.5553 | -1.0903 | 0.6824 |