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[97]) |
85 | 6972.9 | - | - | - | - | - | - | - |
86 | 6969.2 | - | - | - | - | - | - | - |
87 | 6941.6 | - | - | - | - | - | - | - |
88 | 6905.5 | - | - | - | - | - | - | - |
89 | 6971.3 | - | - | - | - | - | - | - |
90 | 6968.4 | - | - | - | - | - | - | - |
91 | 7012.2 | - | - | - | - | - | - | - |
92 | 7049.5 | - | - | - | - | - | - | - |
93 | 7095.6 | - | - | - | - | - | - | - |
94 | 7237.5 | - | - | - | - | - | - | - |
95 | 7230.5 | - | - | - | - | - | - | - |
96 | 7253.5 | - | - | - | - | - | - | - |
97 | 7289.4 | - | - | - | - | - | - | - |
98 | 7364.6 | 7289.4 | 7154.6633 | 7424.1367 | 0.137 | 0.5 | 1 | 0.5 |
99 | 7428.1 | 7289.4 | 7098.8535 | 7479.9465 | 0.0768 | 0.2196 | 0.9998 | 0.5 |
100 | 7390.2 | 7289.4 | 7056.0291 | 7522.7709 | 0.1986 | 0.122 | 0.9994 | 0.5 |
101 | 7279.9 | 7289.4 | 7019.9265 | 7558.8735 | 0.4725 | 0.2317 | 0.9897 | 0.5 |
102 | 7426.5 | 7289.4 | 6988.1195 | 7590.6805 | 0.1862 | 0.5246 | 0.9816 | 0.5 |
103 | 7480.1 | 7289.4 | 6959.3637 | 7619.4363 | 0.1287 | 0.2078 | 0.9501 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
98 | 0.0094 | 0.0102 | 0.0102 | 0.0103 | 5655.04 | 0 | 0 | 0.9128 | 0.9128 |
99 | 0.0133 | 0.0187 | 0.0144 | 0.0146 | 19237.69 | 12446.365 | 111.5633 | 1.6837 | 1.2983 |
100 | 0.0163 | 0.0136 | 0.0142 | 0.0143 | 10160.64 | 11684.4567 | 108.0947 | 1.2236 | 1.2734 |
101 | 0.0189 | -0.0013 | 0.011 | 0.011 | 90.25 | 8785.905 | 93.7332 | -0.1153 | 0.9839 |
102 | 0.0211 | 0.0185 | 0.0125 | 0.0126 | 18796.41 | 10788.006 | 103.8653 | 1.6642 | 1.1199 |
103 | 0.0231 | 0.0255 | 0.0146 | 0.0148 | 36366.49 | 15051.0867 | 122.6829 | 2.3149 | 1.3191 |