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 | 9747 | - | - | - | - | - | - | - |
49 | 10411 | - | - | - | - | - | - | - |
50 | 9511 | - | - | - | - | - | - | - |
51 | 10402 | - | - | - | - | - | - | - |
52 | 9701 | - | - | - | - | - | - | - |
53 | 10540 | - | - | - | - | - | - | - |
54 | 10112 | - | - | - | - | - | - | - |
55 | 10915 | - | - | - | - | - | - | - |
56 | 11183 | - | - | - | - | - | - | - |
57 | 10384 | - | - | - | - | - | - | - |
58 | 10834 | - | - | - | - | - | - | - |
59 | 9886 | - | - | - | - | - | - | - |
60 | 10216 | - | - | - | - | - | - | - |
61 | 10943 | 10500.4512 | 10007.6298 | 10993.2725 | 0.0392 | 0.871 | 0.639 | 0.871 |
62 | 9867 | 9694.3173 | 9201.3647 | 10187.27 | 0.2462 | 0 | 0.767 | 0.019 |
63 | 10203 | 10629.9987 | 10137.0308 | 11122.9667 | 0.0448 | 0.9988 | 0.8177 | 0.9501 |
64 | 10837 | 10051.4597 | 9555.4529 | 10547.4665 | 0.001 | 0.2746 | 0.917 | 0.2578 |
65 | 10573 | 10737.9426 | 10241.9316 | 11233.9536 | 0.2573 | 0.3477 | 0.7829 | 0.9804 |
66 | 10647 | 10278.1225 | 9779.6344 | 10776.6106 | 0.0735 | 0.1231 | 0.7432 | 0.5965 |
67 | 11502 | 10932.3438 | 10433.8514 | 11430.8361 | 0.0126 | 0.8691 | 0.5272 | 0.9976 |
68 | 10656 | 11354.1413 | 10853.62 | 11854.6626 | 0.0031 | 0.2813 | 0.7486 | 1 |
69 | 10866 | 10502.6493 | 10002.0877 | 11003.211 | 0.0774 | 0.2741 | 0.6789 | 0.8692 |
70 | 10835 | 10945.6271 | 10443.3707 | 11447.8836 | 0.333 | 0.622 | 0.6684 | 0.9978 |
71 | 9945 | 9945.9766 | 9443.6277 | 10448.3256 | 0.4985 | 3e-04 | 0.5925 | 0.146 |
72 | 10331 | 10431.1378 | 9927.3115 | 10934.9641 | 0.3484 | 0.9707 | 0.7987 | 0.7987 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0239 | 0.0421 | 0 | 195849.4817 | 0 | 0 |
62 | 0.0259 | 0.0178 | 0.03 | 29819.3049 | 112834.3933 | 335.9083 |
63 | 0.0237 | -0.0402 | 0.0334 | 182327.9105 | 135998.8991 | 368.7803 |
64 | 0.0252 | 0.0782 | 0.0446 | 617073.5221 | 256267.5548 | 506.2288 |
65 | 0.0236 | -0.0154 | 0.0387 | 27206.0598 | 210455.2558 | 458.754 |
66 | 0.0247 | 0.0359 | 0.0383 | 136070.623 | 198057.817 | 445.0369 |
67 | 0.0233 | 0.0521 | 0.0402 | 324508.2339 | 216122.1623 | 464.8894 |
68 | 0.0225 | -0.0615 | 0.0429 | 487401.2231 | 250032.0449 | 500.032 |
69 | 0.0243 | 0.0346 | 0.042 | 132023.6964 | 236920.0062 | 486.7443 |
70 | 0.0234 | -0.0101 | 0.0388 | 12238.3661 | 214451.8422 | 463.0895 |
71 | 0.0258 | -1e-04 | 0.0353 | 0.9538 | 194956.3069 | 441.5386 |
72 | 0.0246 | -0.0096 | 0.0331 | 10027.579 | 179545.5795 | 423.7282 |