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]) |
48 | 10443 | - | - | - | - | - | - | - |
49 | 10357 | - | - | - | - | - | - | - |
50 | 8586 | - | - | - | - | - | - | - |
51 | 8892 | - | - | - | - | - | - | - |
52 | 8329 | - | - | - | - | - | - | - |
53 | 8101 | - | - | - | - | - | - | - |
54 | 7922 | - | - | - | - | - | - | - |
55 | 8120 | - | - | - | - | - | - | - |
56 | 7838 | - | - | - | - | - | - | - |
57 | 7735 | - | - | - | - | - | - | - |
58 | 8406 | - | - | - | - | - | - | - |
59 | 8209 | - | - | - | - | - | - | - |
60 | 9451 | - | - | - | - | - | - | - |
61 | 10041 | 9677.7426 | 8754.8498 | 10600.6353 | 0.2202 | 0.6849 | 0.0746 | 0.6849 |
62 | 9411 | 8102.9693 | 7004.1293 | 9201.8093 | 0.0098 | 3e-04 | 0.1945 | 0.0081 |
63 | 10405 | 8532.0895 | 7365.7731 | 9698.4059 | 8e-04 | 0.0698 | 0.2726 | 0.0613 |
64 | 8467 | 8046.3398 | 6851.1409 | 9241.5388 | 0.2451 | 1e-04 | 0.3215 | 0.0106 |
65 | 8464 | 7866.8097 | 6658.3423 | 9075.277 | 0.1664 | 0.1652 | 0.352 | 0.0051 |
66 | 8102 | 7718.2215 | 6503.268 | 8933.1751 | 0.2679 | 0.1145 | 0.3712 | 0.0026 |
67 | 7627 | 7935.3031 | 6716.9908 | 9153.6154 | 0.3099 | 0.3943 | 0.3832 | 0.0074 |
68 | 7513 | 7665.2756 | 6445.1331 | 8885.4181 | 0.4034 | 0.5245 | 0.3907 | 0.0021 |
69 | 7510 | 7569.7876 | 6348.6054 | 8790.9698 | 0.4618 | 0.5363 | 0.3954 | 0.0013 |
70 | 8291 | 8245.5009 | 7023.7091 | 9467.2928 | 0.4709 | 0.881 | 0.3984 | 0.0266 |
71 | 8064 | 8051.4582 | 6829.3006 | 9273.6159 | 0.492 | 0.3504 | 0.4003 | 0.0124 |
72 | 9383 | 9295.3138 | 8072.9332 | 10517.6944 | 0.4441 | 0.9758 | 0.4014 | 0.4014 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0487 | 0.0375 | 0 | 131955.9741 | 0 | 0 |
62 | 0.0692 | 0.1614 | 0.0995 | 1710944.391 | 921450.1825 | 959.922 |
63 | 0.0697 | 0.2195 | 0.1395 | 3507793.8584 | 1783564.7412 | 1335.5017 |
64 | 0.0758 | 0.0523 | 0.1177 | 176954.9853 | 1381912.3022 | 1175.5477 |
65 | 0.0784 | 0.0759 | 0.1093 | 356636.2924 | 1176857.1002 | 1084.8304 |
66 | 0.0803 | 0.0497 | 0.0994 | 147285.9248 | 1005261.9043 | 1002.6275 |
67 | 0.0783 | -0.0389 | 0.0907 | 95050.7893 | 875231.745 | 935.5382 |
68 | 0.0812 | -0.0199 | 0.0819 | 23187.8548 | 768726.2588 | 876.7704 |
69 | 0.0823 | -0.0079 | 0.0737 | 3574.5572 | 683709.403 | 826.8672 |
70 | 0.0756 | 0.0055 | 0.0669 | 2070.1656 | 615545.4793 | 784.5671 |
71 | 0.0774 | 0.0016 | 0.0609 | 157.2955 | 559601.099 | 748.0649 |
72 | 0.0671 | 0.0094 | 0.0566 | 7688.8719 | 513608.4134 | 716.6648 |