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 | 2740.146 | 2073.724 | 3406.5681 | 0.1559 | 0.7681 | 0.7681 | 0.7681 |
62 | 2605 | 2711.526 | 1774.9236 | 3648.1285 | 0.4118 | 0.2179 | 0.2179 | 0.6778 |
63 | 2573 | 2579.0742 | 1474.9973 | 3683.1511 | 0.4957 | 0.4816 | 0.4816 | 0.5621 |
64 | 2143 | 2398.3341 | 1228.5142 | 3568.154 | 0.3344 | 0.3849 | 0.3849 | 0.4383 |
65 | 1693 | 2090.9074 | 918.9108 | 3262.9039 | 0.2529 | 0.4653 | 0.4653 | 0.2517 |
66 | 1504 | 1855.6022 | 670.4182 | 3040.7862 | 0.2805 | 0.606 | 0.606 | 0.1467 |
67 | 1461 | 1861.956 | 654.8715 | 3069.0406 | 0.2575 | 0.7195 | 0.7195 | 0.1535 |
68 | 1354 | 1954.9073 | 735.9202 | 3173.8945 | 0.167 | 0.7864 | 0.7864 | 0.1943 |
69 | 1333 | 1982.3032 | 756.4805 | 3208.1259 | 0.1496 | 0.8425 | 0.8425 | 0.208 |
70 | 1492 | 2045.6899 | 818.8812 | 3272.4985 | 0.1882 | 0.8726 | 0.8726 | 0.2384 |
71 | 1781 | 2188.1984 | 959.1287 | 3417.2682 | 0.2581 | 0.8665 | 0.8665 | 0.3146 |
72 | 1915 | 2245.8307 | 1007.9348 | 3483.7266 | 0.3002 | 0.7691 | 0.7691 | 0.3489 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1241 | 0.1115 | 0.1115 | 0.1181 | 118235.5414 | 0 | 0 | 1.6213 | 1.6213 |
62 | 0.1762 | -0.0409 | 0.0762 | 0.0791 | 11347.7919 | 64791.6666 | 254.5421 | -0.5023 | 1.0618 |
63 | 0.2184 | -0.0024 | 0.0516 | 0.0535 | 36.8958 | 43206.743 | 207.8623 | -0.0286 | 0.7174 |
64 | 0.2489 | -0.1191 | 0.0685 | 0.0682 | 65195.4988 | 48703.932 | 220.6897 | -1.2039 | 0.839 |
65 | 0.286 | -0.235 | 0.1018 | 0.0967 | 158330.2699 | 70629.1995 | 265.7615 | -1.8761 | 1.0464 |
66 | 0.3259 | -0.2338 | 0.1238 | 0.1154 | 123624.116 | 79461.6856 | 281.8895 | -1.6578 | 1.1483 |
67 | 0.3308 | -0.2744 | 0.1453 | 0.1334 | 160765.7431 | 91076.551 | 301.7889 | -1.8905 | 1.2544 |
68 | 0.3181 | -0.4438 | 0.1826 | 0.1621 | 361089.6219 | 124828.1848 | 353.3103 | -2.8333 | 1.4517 |
69 | 0.3155 | -0.4871 | 0.2164 | 0.1876 | 421594.6847 | 157802.2404 | 397.2433 | -3.0614 | 1.6306 |
70 | 0.306 | -0.3711 | 0.2319 | 0.2002 | 306572.4525 | 172679.2616 | 415.5469 | -2.6106 | 1.7286 |
71 | 0.2866 | -0.2286 | 0.2316 | 0.2006 | 165810.5698 | 172054.8351 | 414.7949 | -1.9199 | 1.746 |
72 | 0.2812 | -0.1728 | 0.2267 | 0.1972 | 109448.9561 | 166837.6785 | 408.4577 | -1.5599 | 1.7305 |