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 | 9886 | - | - | - | - | - | - | - |
60 | 10216 | - | - | - | - | - | - | - |
61 | 10943 | 10303.2227 | 9453.369 | 11153.0764 | 0.07 | 0.5797 | 0.5797 | 0.5797 |
62 | 9867 | 10125.0873 | 9263.0661 | 10987.1086 | 0.2787 | 0.0315 | 0.0315 | 0.4181 |
63 | 10203 | 10387.7214 | 9477.0654 | 11298.3774 | 0.3455 | 0.8688 | 0.8688 | 0.6442 |
64 | 10837 | 10227.916 | 9271.977 | 11183.855 | 0.1059 | 0.5204 | 0.5204 | 0.5097 |
65 | 10573 | 10313.8228 | 9355.612 | 11272.0335 | 0.298 | 0.1423 | 0.1423 | 0.5793 |
66 | 10647 | 10313.897 | 9321.8835 | 11305.9104 | 0.2552 | 0.3043 | 0.3043 | 0.5767 |
67 | 11502 | 10277.2179 | 9279.855 | 11274.5808 | 0.008 | 0.2337 | 0.2337 | 0.5479 |
68 | 10656 | 10325.5188 | 9314.8284 | 11336.2092 | 0.2608 | 0.0113 | 0.0113 | 0.5841 |
69 | 10866 | 10289.3652 | 9265.8005 | 11312.9298 | 0.1348 | 0.2413 | 0.2413 | 0.5559 |
70 | 10835 | 10307.9462 | 9276.5879 | 11339.3046 | 0.1583 | 0.1445 | 0.1445 | 0.5694 |
71 | 9945 | 10305.4152 | 9260.5947 | 11350.2357 | 0.2495 | 0.1602 | 0.1602 | 0.5666 |
72 | 10331 | 10298.7743 | 9245.1191 | 11352.4294 | 0.4761 | 0.7448 | 0.7448 | 0.5612 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0421 | 0.0621 | 0 | 409315.0465 | 0 | 0 |
62 | 0.0434 | -0.0255 | 0.0438 | 66609.0733 | 237962.0599 | 487.8136 |
63 | 0.0447 | -0.0178 | 0.0351 | 34121.9974 | 170015.3724 | 412.3292 |
64 | 0.0477 | 0.0596 | 0.0412 | 370983.3171 | 220257.3586 | 469.3158 |
65 | 0.0474 | 0.0251 | 0.038 | 67172.8371 | 189640.4543 | 435.4773 |
66 | 0.0491 | 0.0323 | 0.0371 | 110957.63 | 176526.6502 | 420.1507 |
67 | 0.0495 | 0.1192 | 0.0488 | 1500091.23 | 365607.3045 | 604.6547 |
68 | 0.0499 | 0.032 | 0.0467 | 109217.8561 | 333558.6234 | 577.5453 |
69 | 0.0508 | 0.056 | 0.0477 | 332507.7237 | 333441.8568 | 577.4442 |
70 | 0.051 | 0.0511 | 0.0481 | 277785.6712 | 327876.2382 | 572.6048 |
71 | 0.0517 | -0.035 | 0.0469 | 129899.0895 | 309878.3156 | 556.6671 |
72 | 0.0522 | 0.0031 | 0.0432 | 1038.4962 | 284141.664 | 533.0494 |