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[9]) |
8 | 13004.12 | - | - | - | - | - | - | - |
9 | 12630.06 | - | - | - | - | - | - | - |
10 | 12998.52 | 13017.838 | 12151.8585 | 13883.8174 | 0.4826 | 0.8099 | 0.8099 | 0.8099 |
11 | 12578.64 | 12743.7794 | 11856.5159 | 13631.043 | 0.3576 | 0.2868 | 0.2868 | 0.5992 |
12 | 13006.05 | 13044.6824 | 11794.8243 | 14294.5406 | 0.4758 | 0.7676 | 0.7676 | 0.7422 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
10 | 0.0339 | -0.0015 | 0.0015 | 0.0015 | 373.1832 | 0 | 0 | -0.0456 | 0.0456 |
11 | 0.0355 | -0.0131 | 0.0073 | 0.0073 | 27271.0364 | 13822.1098 | 117.5675 | -0.3898 | 0.2177 |
12 | 0.0489 | -0.003 | 0.0059 | 0.0058 | 1492.4657 | 9712.2284 | 98.5506 | -0.0912 | 0.1755 |