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[102]) |
90 | 5249 | - | - | - | - | - | - | - |
91 | 5100 | - | - | - | - | - | - | - |
92 | 5382 | - | - | - | - | - | - | - |
93 | 5039 | - | - | - | - | - | - | - |
94 | 5364 | - | - | - | - | - | - | - |
95 | 5193 | - | - | - | - | - | - | - |
96 | 5846 | - | - | - | - | - | - | - |
97 | 5259 | - | - | - | - | - | - | - |
98 | 4809 | - | - | - | - | - | - | - |
99 | 5297 | - | - | - | - | - | - | - |
100 | 5034 | - | - | - | - | - | - | - |
101 | 5243 | - | - | - | - | - | - | - |
102 | 5150 | - | - | - | - | - | - | - |
103 | 5296 | 5199.8967 | 4929.9385 | 5469.8549 | 0.2427 | 0.6414 | 0.7659 | 0.6414 |
104 | 5596 | 5336.4689 | 5052.1262 | 5620.8116 | 0.0368 | 0.6099 | 0.3768 | 0.9007 |
105 | 4954 | 5048.6387 | 4750.4608 | 5346.8166 | 0.2669 | 2e-04 | 0.5253 | 0.2526 |
106 | 5250 | 5308.1035 | 4997.0922 | 5619.1149 | 0.3571 | 0.9872 | 0.3623 | 0.8405 |
107 | 5009 | 5120.0904 | 4797.1201 | 5443.0607 | 0.2501 | 0.2152 | 0.3291 | 0.428 |
108 | 5113 | 5578.3826 | 5244.2278 | 5912.5374 | 0.0032 | 0.9996 | 0.0582 | 0.994 |
109 | 5237 | 5354.9764 | 5011.2865 | 5698.6662 | 0.2505 | 0.9162 | 0.7079 | 0.8788 |
110 | 4575 | 4897.3192 | 4543.6503 | 5250.9882 | 0.037 | 0.0299 | 0.6877 | 0.0807 |
111 | 5026 | 5335.8644 | 4972.7497 | 5698.9791 | 0.0472 | 1 | 0.5831 | 0.8421 |
112 | 4842 | 5059.5049 | 4687.4351 | 5431.5747 | 0.1259 | 0.57 | 0.5534 | 0.3168 |
113 | 5019 | 5159.5004 | 4778.9295 | 5540.0713 | 0.2347 | 0.949 | 0.3336 | 0.5195 |
114 | 5063 | 5116.3022 | 4727.6526 | 5504.9518 | 0.394 | 0.6882 | 0.4325 | 0.4325 |
115 | 5261 | 5198.9058 | 4783.3088 | 5614.5028 | 0.3848 | 0.7392 | 0.3235 | 0.5912 |
116 | 5327 | 5313.6672 | 4886.3266 | 5741.0077 | 0.4756 | 0.5954 | 0.0977 | 0.7736 |
117 | 5054 | 5034.266 | 4595.7354 | 5472.7966 | 0.4649 | 0.0954 | 0.6401 | 0.3025 |
118 | 5269 | 5283.978 | 4834.8715 | 5733.0846 | 0.4739 | 0.8422 | 0.5589 | 0.7206 |
119 | 5019 | 5093.5197 | 4634.4056 | 5552.6338 | 0.3752 | 0.2269 | 0.6409 | 0.4047 |
120 | 5315 | 5522.6015 | 5054.0049 | 5991.1981 | 0.1926 | 0.9824 | 0.9567 | 0.9404 |
121 | 5274 | 5354.075 | 4877.5148 | 5830.6353 | 0.371 | 0.5638 | 0.6849 | 0.7994 |
122 | 4899 | 4895.3793 | 4410.1234 | 5380.6352 | 0.4942 | 0.0631 | 0.9022 | 0.1519 |
123 | 5216 | 5326.5894 | 4833.0308 | 5820.148 | 0.3303 | 0.9552 | 0.8837 | 0.7584 |
124 | 5029 | 5048.3306 | 4546.8409 | 5549.8204 | 0.4699 | 0.2561 | 0.79 | 0.3456 |
125 | 5110 | 5132.0201 | 4622.9518 | 5641.0884 | 0.4662 | 0.6542 | 0.6683 | 0.4724 |
126 | 5093 | 5096.4342 | 4580.1226 | 5612.7459 | 0.4948 | 0.4795 | 0.5505 | 0.4194 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
103 | 0.0265 | 0.0181 | 0.0181 | 0.0183 | 9235.8396 | 0 | 0 | 0.3989 | 0.3989 |
104 | 0.0272 | 0.0464 | 0.0323 | 0.0329 | 67356.388 | 38296.1138 | 195.6939 | 1.0773 | 0.7381 |
105 | 0.0301 | -0.0191 | 0.0279 | 0.0282 | 8956.4893 | 28516.239 | 168.8675 | -0.3928 | 0.623 |
106 | 0.0299 | -0.0111 | 0.0237 | 0.0239 | 3376.0203 | 22231.1843 | 149.1013 | -0.2412 | 0.5276 |
107 | 0.0322 | -0.0222 | 0.0234 | 0.0235 | 12341.0805 | 20253.1636 | 142.3136 | -0.4611 | 0.5143 |
108 | 0.0306 | -0.091 | 0.0346 | 0.0341 | 216580.9475 | 52974.4609 | 230.1618 | -1.9317 | 0.7505 |
109 | 0.0327 | -0.0225 | 0.0329 | 0.0324 | 13918.421 | 47395.0266 | 217.704 | -0.4897 | 0.7133 |
110 | 0.0368 | -0.0705 | 0.0376 | 0.0369 | 103889.6852 | 54456.8589 | 233.3599 | -1.3379 | 0.7913 |
111 | 0.0347 | -0.0617 | 0.0403 | 0.0394 | 96015.9486 | 59074.5356 | 243.0525 | -1.2862 | 0.8463 |
112 | 0.0375 | -0.0449 | 0.0407 | 0.0399 | 47308.3793 | 57897.9199 | 240.6199 | -0.9028 | 0.852 |
113 | 0.0376 | -0.028 | 0.0396 | 0.0388 | 19740.3698 | 54429.0518 | 233.3003 | -0.5832 | 0.8275 |
114 | 0.0388 | -0.0105 | 0.0372 | 0.0364 | 2841.1218 | 50130.0576 | 223.8974 | -0.2213 | 0.777 |
115 | 0.0408 | 0.0118 | 0.0352 | 0.0345 | 3855.6922 | 46570.491 | 215.802 | 0.2577 | 0.7371 |
116 | 0.041 | 0.0025 | 0.0329 | 0.0322 | 177.7638 | 43256.7248 | 207.9825 | 0.0553 | 0.6884 |
117 | 0.0444 | 0.0039 | 0.0309 | 0.0303 | 389.4323 | 40398.9053 | 200.9948 | 0.0819 | 0.6479 |
118 | 0.0434 | -0.0028 | 0.0292 | 0.0286 | 224.3418 | 37887.9951 | 194.6484 | -0.0622 | 0.6113 |
119 | 0.046 | -0.0148 | 0.0283 | 0.0278 | 5553.1847 | 35985.9474 | 189.6996 | -0.3093 | 0.5936 |
120 | 0.0433 | -0.0391 | 0.0289 | 0.0284 | 43098.3794 | 36381.0825 | 190.7383 | -0.8617 | 0.6085 |
121 | 0.0454 | -0.0152 | 0.0282 | 0.0277 | 6412.0115 | 34803.763 | 186.5577 | -0.3324 | 0.5939 |
122 | 0.0506 | 7e-04 | 0.0268 | 0.0263 | 13.1098 | 33064.2303 | 181.8357 | 0.015 | 0.565 |
123 | 0.0473 | -0.0212 | 0.0266 | 0.0261 | 12230.0122 | 32072.1247 | 179.0869 | -0.459 | 0.5599 |
124 | 0.0507 | -0.0038 | 0.0255 | 0.0251 | 373.6734 | 30631.286 | 175.018 | -0.0802 | 0.5381 |
125 | 0.0506 | -0.0043 | 0.0246 | 0.0242 | 484.8847 | 29320.5729 | 171.2325 | -0.0914 | 0.5187 |
126 | 0.0517 | -7e-04 | 0.0236 | 0.0232 | 11.7939 | 28099.3738 | 167.6287 | -0.0143 | 0.4977 |