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[60]) |
59 | 1535 | - | - | - | - | - | - | - |
60 | 2491 | - | - | - | - | - | - | - |
61 | 3084 | 0 | -4260.4384 | 4260.4384 | 0.078 | 0.1259 | 0.1259 | 0.1259 |
62 | 2605 | 0 | -4260.4384 | 4260.4384 | 0.1154 | 0.078 | 0.078 | 0.1259 |
63 | 2573 | 0 | -4260.4384 | 4260.4384 | 0.1183 | 0.1154 | 0.1154 | 0.1259 |
64 | 2143 | 0 | -4260.4384 | 4260.4384 | 0.1621 | 0.1183 | 0.1183 | 0.1259 |
65 | 1693 | 0 | -4260.4384 | 4260.4384 | 0.218 | 0.1621 | 0.1621 | 0.1259 |
66 | 1504 | 0 | -4260.4384 | 4260.4384 | 0.2445 | 0.218 | 0.218 | 0.1259 |
67 | 1461 | 0 | -4260.4384 | 4260.4384 | 0.2508 | 0.2445 | 0.2445 | 0.1259 |
68 | 1354 | 0 | -4260.4384 | 4260.4384 | 0.2667 | 0.2508 | 0.2508 | 0.1259 |
69 | 1333 | 0 | -4260.4384 | 4260.4384 | 0.2699 | 0.2667 | 0.2667 | 0.1259 |
70 | 1492 | 0 | -4260.4384 | 4260.4384 | 0.2462 | 0.2699 | 0.2699 | 0.1259 |
71 | 1781 | 0 | -4260.4384 | 4260.4384 | 0.2063 | 0.2462 | 0.2462 | 0.1259 |
72 | 1915 | 0 | -4260.4384 | 4260.4384 | 0.1892 | 0.2063 | 0.2063 | 0.1259 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | Inf | 1 | 1 | 2 | 9511056 | 0 | 0 | 14.5409 | 14.5409 |
62 | Inf | 1 | 1 | 2 | 6786025 | 8148540.5 | 2854.5649 | 12.2825 | 13.4117 |
63 | Inf | 1 | 1 | 2 | 6620329 | 7639136.6667 | 2763.8988 | 12.1316 | 12.985 |
64 | Inf | 1 | 1 | 2 | 4592449 | 6877464.75 | 2622.4921 | 10.1042 | 12.2648 |
65 | Inf | 1 | 1 | 2 | 2866249 | 6075221.6 | 2464.7965 | 7.9824 | 11.4083 |
66 | Inf | 1 | 1 | 2 | 2262016 | 5439687.3333 | 2332.3137 | 7.0913 | 10.6888 |
67 | Inf | 1 | 1 | 2 | 2134521 | 4967520.7143 | 2228.7936 | 6.8886 | 10.1459 |
68 | Inf | 1 | 1 | 2 | 1833316 | 4575745.125 | 2139.0991 | 6.3841 | 9.6757 |
69 | Inf | 1 | 1 | 2 | 1776889 | 4264761.1111 | 2065.1298 | 6.285 | 9.2989 |
70 | Inf | 1 | 1 | 2 | 2226064 | 4060891.4 | 2015.1654 | 7.0347 | 9.0725 |
71 | Inf | 1 | 1 | 2 | 3171961 | 3980079.5455 | 1995.0137 | 8.3973 | 9.0111 |
72 | Inf | 1 | 1 | 2 | 3667225 | 3954008.3333 | 1988.4688 | 9.0291 | 9.0126 |