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 | 9434 | - | - | - | - | - | - | - |
21 | 9655 | - | - | - | - | - | - | - |
22 | 9429 | - | - | - | - | - | - | - |
23 | 8739 | - | - | - | - | - | - | - |
24 | 9552 | - | - | - | - | - | - | - |
25 | 9687 | - | - | - | - | - | - | - |
26 | 9019 | - | - | - | - | - | - | - |
27 | 9672 | - | - | - | - | - | - | - |
28 | 9206 | - | - | - | - | - | - | - |
29 | 9069 | - | - | - | - | - | - | - |
30 | 9788 | - | - | - | - | - | - | - |
31 | 10312 | - | - | - | - | - | - | - |
32 | 10105 | - | - | - | - | - | - | - |
33 | 9863 | 9774.8733 | 9278.0804 | 10271.6663 | 0.364 | 0.0964 | 0.6819 | 0.0964 |
34 | 9656 | 9624.6133 | 9123.1145 | 10126.1121 | 0.4512 | 0.1758 | 0.7777 | 0.0302 |
35 | 9295 | 9188.3044 | 8657.1873 | 9719.4216 | 0.3469 | 0.0422 | 0.9513 | 4e-04 |
36 | 9946 | 9551.4296 | 9015.8362 | 10087.0229 | 0.0744 | 0.826 | 0.4992 | 0.0214 |
37 | 9701 | 9944.5621 | 9407.477 | 10481.6471 | 0.187 | 0.4979 | 0.8264 | 0.2791 |
38 | 9049 | 9315.6811 | 8751.1442 | 9880.218 | 0.1773 | 0.0905 | 0.8485 | 0.0031 |
39 | 10190 | 9595.6921 | 9030.0307 | 10161.3535 | 0.0197 | 0.9709 | 0.3957 | 0.0388 |
40 | 9706 | 9671.6631 | 9100.9931 | 10242.333 | 0.4531 | 0.0375 | 0.9451 | 0.0683 |
41 | 9765 | 9336.7522 | 8745.6602 | 9927.8442 | 0.0778 | 0.1104 | 0.8127 | 0.0054 |
42 | 9893 | 9832.3609 | 9240.9762 | 10423.7456 | 0.4204 | 0.5883 | 0.5584 | 0.1831 |
43 | 9994 | 10739.2394 | 10134.8508 | 11343.628 | 0.0078 | 0.997 | 0.9171 | 0.9801 |
44 | 10433 | 10145.6214 | 9530.3035 | 10760.9394 | 0.18 | 0.6854 | 0.5515 | 0.5515 |
45 | 10073 | 9961.1043 | 9202.7473 | 10719.4614 | 0.3862 | 0.1113 | 0.6001 | 0.355 |
46 | 10112 | 9994.4769 | 9206.3698 | 10782.5841 | 0.385 | 0.4226 | 0.8 | 0.3917 |
47 | 9266 | 9219.1557 | 8399.9365 | 10038.3749 | 0.4554 | 0.0163 | 0.428 | 0.017 |
48 | 9820 | 9863.2784 | 9035.3699 | 10691.1869 | 0.4592 | 0.9213 | 0.4224 | 0.2836 |
49 | 10097 | 10273.259 | 9422.3833 | 11124.1347 | 0.3424 | 0.8518 | 0.9063 | 0.6508 |
50 | 9115 | 9392.4334 | 8520.784 | 10264.0828 | 0.2664 | 0.0566 | 0.78 | 0.0545 |
51 | 10411 | 10033.0744 | 9152.9528 | 10913.1959 | 0.2 | 0.9795 | 0.3634 | 0.4364 |
52 | 9678 | 9818.8038 | 8912.5358 | 10725.0718 | 0.3804 | 0.1001 | 0.5964 | 0.268 |
53 | 10408 | 9411.445 | 8491.2248 | 10331.6653 | 0.0169 | 0.2851 | 0.2257 | 0.0698 |
54 | 10153 | 10251.4296 | 9320.5449 | 11182.3144 | 0.4179 | 0.3708 | 0.7748 | 0.6211 |
55 | 10368 | 10849.7482 | 9893.3035 | 11806.193 | 0.1618 | 0.9233 | 0.9603 | 0.9365 |
56 | 10581 | 10396.3421 | 9430.1458 | 11362.5383 | 0.354 | 0.5229 | 0.4704 | 0.7227 |
57 | 10597 | 10318.6815 | 9158.6181 | 11478.7448 | 0.3191 | 0.3288 | 0.661 | 0.641 |
58 | 10680 | 10078.7364 | 8886.1099 | 11271.3629 | 0.1615 | 0.1972 | 0.4782 | 0.4828 |
59 | 9738 | 9526.7689 | 8298.6112 | 10754.9266 | 0.368 | 0.0329 | 0.6614 | 0.1781 |
60 | 9556 | 10132.7622 | 8875.3722 | 11390.1523 | 0.1843 | 0.7308 | 0.6871 | 0.5173 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0259 | 0.009 | 0 | 7766.3105 | 0 | 0 |
34 | 0.0266 | 0.0033 | 0.0061 | 985.1247 | 4375.7176 | 66.1492 |
35 | 0.0295 | 0.0116 | 0.008 | 11383.9497 | 6711.795 | 81.9255 |
36 | 0.0286 | 0.0413 | 0.0163 | 155685.8178 | 43955.3007 | 209.6552 |
37 | 0.0276 | -0.0245 | 0.0179 | 59322.4837 | 47028.7373 | 216.8611 |
38 | 0.0309 | -0.0286 | 0.0197 | 71118.8065 | 51043.7488 | 225.9286 |
39 | 0.0301 | 0.0619 | 0.0258 | 353201.8846 | 94209.1968 | 306.9352 |
40 | 0.0301 | 0.0036 | 0.023 | 1179.025 | 82580.4253 | 287.3681 |
41 | 0.0323 | 0.0459 | 0.0255 | 183396.1684 | 93782.1745 | 306.2388 |
42 | 0.0307 | 0.0062 | 0.0236 | 3677.1052 | 84771.6676 | 291.1557 |
43 | 0.0287 | -0.0694 | 0.0277 | 555381.7081 | 127554.3986 | 357.1476 |
44 | 0.0309 | 0.0283 | 0.0278 | 82586.4327 | 123807.0681 | 351.8623 |
45 | 0.0388 | 0.0112 | 0.0265 | 12520.643 | 115246.5738 | 339.4799 |
46 | 0.0402 | 0.0118 | 0.0255 | 13811.6729 | 108001.2238 | 328.6354 |
47 | 0.0453 | 0.0051 | 0.0241 | 2194.3888 | 100947.4348 | 317.7223 |
48 | 0.0428 | -0.0044 | 0.0229 | 1873.0194 | 94755.2838 | 307.8235 |
49 | 0.0423 | -0.0172 | 0.0225 | 31067.2397 | 91008.9283 | 301.6769 |
50 | 0.0473 | -0.0295 | 0.0229 | 76969.2956 | 90228.9487 | 300.3813 |
51 | 0.0448 | 0.0377 | 0.0237 | 142827.7725 | 92997.3078 | 304.9546 |
52 | 0.0471 | -0.0143 | 0.0232 | 19825.717 | 89338.7283 | 298.8958 |
53 | 0.0499 | 0.1059 | 0.0272 | 993121.7705 | 132376.016 | 363.8351 |
54 | 0.0463 | -0.0096 | 0.0264 | 9688.39 | 126799.3057 | 356.0889 |
55 | 0.045 | -0.0444 | 0.0272 | 232081.3685 | 131376.7867 | 362.4594 |
56 | 0.0474 | 0.0178 | 0.0268 | 34098.5523 | 127323.527 | 356.8242 |
57 | 0.0574 | 0.027 | 0.0268 | 77461.1936 | 125329.0336 | 354.0184 |
58 | 0.0604 | 0.0597 | 0.028 | 361517.9183 | 134413.2215 | 366.6241 |
59 | 0.0658 | 0.0222 | 0.0278 | 44618.5779 | 131087.494 | 362.0601 |
60 | 0.0633 | -0.0569 | 0.0289 | 332654.6791 | 138286.322 | 371.8687 |