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[104]) |
92 | 5480 | - | - | - | - | - | - | - |
93 | 5565 | - | - | - | - | - | - | - |
94 | 5500 | - | - | - | - | - | - | - |
95 | 5280 | - | - | - | - | - | - | - |
96 | 5135 | - | - | - | - | - | - | - |
97 | 5050 | - | - | - | - | - | - | - |
98 | 5100 | - | - | - | - | - | - | - |
99 | 5070 | - | - | - | - | - | - | - |
100 | 5115 | - | - | - | - | - | - | - |
101 | 5140 | - | - | - | - | - | - | - |
102 | 5330 | - | - | - | - | - | - | - |
103 | 5080 | - | - | - | - | - | - | - |
104 | 5285 | - | - | - | - | - | - | - |
105 | 5405 | 5400.5996 | 5298.6415 | 5500.6681 | 0.4657 | 0.9882 | 6e-04 | 0.9882 |
106 | 5385 | 5364.2599 | 5228.7823 | 5496.3993 | 0.3792 | 0.2728 | 0.022 | 0.8801 |
107 | 5255 | 5238.0165 | 5062.8021 | 5407.5566 | 0.4222 | 0.0446 | 0.3137 | 0.2935 |
108 | 5100 | 5147.954 | 4920.9906 | 5365.325 | 0.3327 | 0.1672 | 0.5465 | 0.1083 |
109 | 5040 | 5099.8683 | 4833.8497 | 5352.6825 | 0.3213 | 0.4996 | 0.6505 | 0.0756 |
110 | 5235 | 5201.5665 | 4904.2939 | 5482.7446 | 0.4079 | 0.87 | 0.7605 | 0.2804 |
111 | 5310 | 5208.8276 | 4875.7007 | 5521.8939 | 0.2632 | 0.4349 | 0.8076 | 0.3167 |
112 | 5265 | 5216.3845 | 4851.7038 | 5557.185 | 0.3899 | 0.2952 | 0.7201 | 0.3466 |
113 | 5380 | 5240.5704 | 4846.3396 | 5607.1516 | 0.228 | 0.448 | 0.7046 | 0.4061 |
114 | 5465 | 5401.3522 | 4990.9548 | 5782.6967 | 0.3718 | 0.5437 | 0.6431 | 0.7251 |
115 | 5225 | 5092.1239 | 4625.5584 | 5519.3895 | 0.2711 | 0.0436 | 0.5222 | 0.1881 |
116 | 5445 | 5307.6904 | 4835.1092 | 5741.5046 | 0.2675 | 0.6456 | 0.5408 | 0.5408 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
105 | 0.0095 | 8e-04 | 8e-04 | 8e-04 | 19.3639 | 0 | 0 | 0.0361 | 0.0361 |
106 | 0.0126 | 0.0039 | 0.0023 | 0.0023 | 430.1504 | 224.7572 | 14.9919 | 0.1703 | 0.1032 |
107 | 0.0165 | 0.0032 | 0.0026 | 0.0026 | 288.4393 | 245.9845 | 15.6839 | 0.1394 | 0.1153 |
108 | 0.0215 | -0.0094 | 0.0043 | 0.0043 | 2299.5881 | 759.3854 | 27.5569 | -0.3937 | 0.1849 |
109 | 0.0253 | -0.0119 | 0.0058 | 0.0058 | 3584.2075 | 1324.3498 | 36.3916 | -0.4915 | 0.2462 |
110 | 0.0276 | 0.0064 | 0.0059 | 0.0059 | 1117.8014 | 1289.9251 | 35.9155 | 0.2745 | 0.2509 |
111 | 0.0307 | 0.0191 | 0.0078 | 0.0078 | 10235.861 | 2567.916 | 50.6746 | 0.8305 | 0.3337 |
112 | 0.0333 | 0.0092 | 0.008 | 0.008 | 2363.4678 | 2542.3599 | 50.4218 | 0.3991 | 0.3419 |
113 | 0.0357 | 0.0259 | 0.01 | 0.01 | 19440.6107 | 4419.9434 | 66.4827 | 1.1446 | 0.4311 |
114 | 0.036 | 0.0116 | 0.0101 | 0.0102 | 4051.0473 | 4383.0538 | 66.2046 | 0.5225 | 0.4402 |
115 | 0.0428 | 0.0254 | 0.0115 | 0.0116 | 17656.0609 | 5589.6908 | 74.7642 | 1.0908 | 0.4993 |
116 | 0.0417 | 0.0252 | 0.0127 | 0.0128 | 18853.9192 | 6695.0431 | 81.8232 | 1.1272 | 0.5517 |