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[32]) |
20 | 6276 | - | - | - | - | - | - | - |
21 | 6306 | - | - | - | - | - | - | - |
22 | 6342 | - | - | - | - | - | - | - |
23 | 6345 | - | - | - | - | - | - | - |
24 | 6328 | - | - | - | - | - | - | - |
25 | 6191 | - | - | - | - | - | - | - |
26 | 6261 | - | - | - | - | - | - | - |
27 | 6253 | - | - | - | - | - | - | - |
28 | 6198 | - | - | - | - | - | - | - |
29 | 6247 | - | - | - | - | - | - | - |
30 | 6293 | - | - | - | - | - | - | - |
31 | 6381 | - | - | - | - | - | - | - |
32 | 6448 | - | - | - | - | - | - | - |
33 | 6470 | 6452.4266 | 6273.0359 | 6631.8173 | 0.4239 | 0.5193 | 0.9452 | 0.5193 |
34 | 6516 | 6502.0465 | 6251.4346 | 6752.6585 | 0.4566 | 0.599 | 0.8947 | 0.6637 |
35 | 6532 | 6553.6893 | 6245.3799 | 6861.9988 | 0.4452 | 0.5947 | 0.9077 | 0.7492 |
36 | 6526 | 6540.9414 | 6130.379 | 6951.5038 | 0.4716 | 0.517 | 0.8453 | 0.6714 |
37 | 6533 | 6509.9021 | 5998.1573 | 7021.6468 | 0.4648 | 0.4754 | 0.889 | 0.5937 |
38 | 6498 | 6517.9786 | 5946.0293 | 7089.9278 | 0.4727 | 0.4795 | 0.8107 | 0.5948 |
39 | 6507 | 6540.8132 | 5924.1055 | 7157.521 | 0.4572 | 0.5541 | 0.8198 | 0.616 |
40 | 6464 | 6537.4399 | 5866.4665 | 7208.4132 | 0.4151 | 0.5354 | 0.8393 | 0.6031 |
41 | 6453 | 6521.4299 | 5792.5287 | 7250.3311 | 0.427 | 0.5614 | 0.7697 | 0.5783 |
42 | 6468 | 6522.3955 | 5747.3591 | 7297.432 | 0.4453 | 0.5697 | 0.7191 | 0.5746 |
43 | 6497 | 6533.561 | 5719.978 | 7347.144 | 0.4649 | 0.5627 | 0.6434 | 0.5817 |
44 | 6808 | 6533.8678 | 5679.4854 | 7388.2503 | 0.2647 | 0.5337 | 0.5781 | 0.5781 |
45 | 6793 | 6526.1734 | 5629.2146 | 7423.1321 | 0.2799 | 0.269 | 0.5488 | 0.5678 |
46 | 6907 | 6525.2919 | 5590.0451 | 7460.5387 | 0.2119 | 0.2874 | 0.5078 | 0.5643 |
47 | 6792 | 6530.5369 | 5560.9628 | 7500.1109 | 0.2986 | 0.2233 | 0.4988 | 0.5663 |
48 | 6757 | 6531.603 | 5527.6204 | 7535.5855 | 0.33 | 0.3056 | 0.5044 | 0.5648 |
49 | 6734 | 6528.0683 | 5489.1006 | 7567.036 | 0.3488 | 0.3329 | 0.4963 | 0.56 |
50 | 6654 | 6527.0233 | 5454.902 | 7599.1447 | 0.4082 | 0.3526 | 0.5212 | 0.5574 |
51 | 6589 | 6529.377 | 5426.2638 | 7632.4903 | 0.4578 | 0.4124 | 0.5159 | 0.5575 |
52 | 6469 | 6530.3046 | 5396.702 | 7663.9071 | 0.4578 | 0.4596 | 0.5456 | 0.5566 |
53 | 6521 | 6528.7575 | 5364.6672 | 7692.8478 | 0.4948 | 0.5401 | 0.5507 | 0.5541 |
54 | 6448 | 6527.9813 | 5334.3433 | 7721.6193 | 0.4478 | 0.5046 | 0.5392 | 0.5522 |
55 | 6410 | 6528.9838 | 5307.0503 | 7750.9172 | 0.4243 | 0.5517 | 0.5205 | 0.5517 |
56 | 6528 | 6529.6078 | 5279.9593 | 7779.2563 | 0.499 | 0.5744 | 0.3312 | 0.5509 |
57 | 6445 | 6528.9688 | 5251.8454 | 7806.0922 | 0.4487 | 0.5006 | 0.3427 | 0.5494 |
58 | 6458 | 6528.4816 | 5224.4713 | 7832.4919 | 0.4578 | 0.5499 | 0.2847 | 0.5481 |
59 | 6215 | 6528.8812 | 5198.7681 | 7858.9942 | 0.3219 | 0.5416 | 0.3491 | 0.5474 |
60 | 6167 | 6529.2529 | 5173.554 | 7884.9518 | 0.3002 | 0.6752 | 0.371 | 0.5468 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0142 | 0.0027 | 0 | 308.8251 | 0 | 0 |
34 | 0.0197 | 0.0021 | 0.0024 | 194.6991 | 251.7621 | 15.867 |
35 | 0.024 | -0.0033 | 0.0027 | 470.427 | 324.6504 | 18.0181 |
36 | 0.032 | -0.0023 | 0.0026 | 223.2456 | 299.2992 | 17.3003 |
37 | 0.0401 | 0.0035 | 0.0028 | 533.515 | 346.1424 | 18.6049 |
38 | 0.0448 | -0.0031 | 0.0028 | 399.1425 | 354.9757 | 18.8408 |
39 | 0.0481 | -0.0052 | 0.0032 | 1143.3327 | 467.5982 | 21.624 |
40 | 0.0524 | -0.0112 | 0.0042 | 5393.4116 | 1083.3248 | 32.9139 |
41 | 0.057 | -0.0105 | 0.0049 | 4682.6512 | 1483.25 | 38.513 |
42 | 0.0606 | -0.0083 | 0.0052 | 2958.8742 | 1630.8124 | 40.3833 |
43 | 0.0635 | -0.0056 | 0.0053 | 1336.707 | 1604.0756 | 40.0509 |
44 | 0.0667 | 0.042 | 0.0083 | 75148.4532 | 7732.7737 | 87.9362 |
45 | 0.0701 | 0.0409 | 0.0108 | 71196.4572 | 12614.5955 | 112.3147 |
46 | 0.0731 | 0.0585 | 0.0142 | 145701.0863 | 22120.7734 | 148.7305 |
47 | 0.0757 | 0.04 | 0.016 | 68362.9704 | 25203.5866 | 158.7564 |
48 | 0.0784 | 0.0345 | 0.0171 | 50803.8106 | 26803.6006 | 163.7181 |
49 | 0.0812 | 0.0315 | 0.018 | 42407.8665 | 27721.4985 | 166.4977 |
50 | 0.0838 | 0.0195 | 0.018 | 16123.0711 | 27077.1415 | 164.5513 |
51 | 0.0862 | 0.0091 | 0.0176 | 3554.8968 | 25839.1286 | 160.7455 |
52 | 0.0886 | -0.0094 | 0.0172 | 3758.2515 | 24735.0847 | 157.2739 |
53 | 0.091 | -0.0012 | 0.0164 | 60.1781 | 23560.0892 | 153.493 |
54 | 0.0933 | -0.0123 | 0.0162 | 6397.0114 | 22779.9493 | 150.9303 |
55 | 0.0955 | -0.0182 | 0.0163 | 14157.1413 | 22405.0446 | 149.6831 |
56 | 0.0976 | -2e-04 | 0.0156 | 2.5851 | 21471.6088 | 146.5319 |
57 | 0.0998 | -0.0129 | 0.0155 | 7050.7592 | 20894.7748 | 144.5503 |
58 | 0.1019 | -0.0108 | 0.0153 | 4967.6567 | 20282.1933 | 142.4156 |
59 | 0.1039 | -0.0481 | 0.0166 | 98521.3793 | 23179.941 | 152.2496 |
60 | 0.1059 | -0.0555 | 0.0179 | 131227.145 | 27038.7697 | 164.4347 |