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[48]) |
47 | 7874 | - | - | - | - | - | - | - |
48 | 8647 | - | - | - | - | - | - | - |
49 | 7792 | 8699.1859 | 7295.8696 | 10102.5022 | 0.1026 | 0.5291 | 0.5291 | 0.5291 |
50 | 6957 | 8695.945 | 6612.4018 | 10779.4881 | 0.0509 | 0.8024 | 0.8024 | 0.5184 |
51 | 7726 | 8688.4421 | 6074.2523 | 11302.6319 | 0.2353 | 0.9029 | 0.9029 | 0.5124 |
52 | 8106 | 8680.6114 | 5610.6351 | 11750.5878 | 0.3569 | 0.7289 | 0.7289 | 0.5086 |
53 | 8890 | 8672.7556 | 5192.578 | 12152.9332 | 0.4513 | 0.6252 | 0.6252 | 0.5058 |
54 | 9299 | 8664.8978 | 4805.5597 | 12524.2359 | 0.3737 | 0.4545 | 0.4545 | 0.5036 |
55 | 10625 | 8657.0399 | 4441.2 | 12872.8798 | 0.1801 | 0.3827 | 0.3827 | 0.5019 |
56 | 9302 | 8649.182 | 4094.1757 | 13204.1883 | 0.3894 | 0.1976 | 0.1976 | 0.5004 |
57 | 8314 | 8641.324 | 3760.8713 | 13521.7768 | 0.4477 | 0.3954 | 0.3954 | 0.4991 |
58 | 8850 | 8633.4661 | 3438.7076 | 13828.2246 | 0.4674 | 0.548 | 0.548 | 0.498 |
59 | 8265 | 8625.6082 | 3125.7742 | 14125.4422 | 0.4489 | 0.4681 | 0.4681 | 0.497 |
60 | 8796 | 8617.7502 | 2820.6137 | 14414.8868 | 0.476 | 0.5475 | 0.5475 | 0.4961 |
61 | 7836 | 8609.8923 | 2522.0872 | 14697.6974 | 0.4016 | 0.4761 | 0.4761 | 0.4952 |
62 | 6892 | 8602.0344 | 2229.2869 | 14974.7819 | 0.2995 | 0.5931 | 0.5931 | 0.4945 |
63 | 7791 | 8594.1764 | 1941.4769 | 15246.8759 | 0.4065 | 0.692 | 0.692 | 0.4938 |
64 | 8129 | 8586.3185 | 1658.0524 | 15514.5846 | 0.4485 | 0.589 | 0.589 | 0.4932 |
65 | 9115 | 8578.4606 | 1378.5097 | 15778.4114 | 0.4419 | 0.5487 | 0.5487 | 0.4926 |
66 | 9434 | 8570.6026 | 1102.4253 | 16038.78 | 0.4104 | 0.4432 | 0.4432 | 0.492 |
67 | 10484 | 8562.7447 | 829.4391 | 16296.0503 | 0.3132 | 0.4126 | 0.4126 | 0.4915 |
68 | 9827 | 8554.8867 | 559.2431 | 16550.5304 | 0.3776 | 0.3181 | 0.3181 | 0.491 |
69 | 9110 | 8547.0288 | 291.5712 | 16802.4864 | 0.4468 | 0.3806 | 0.3806 | 0.4905 |
70 | 9070 | 8539.1709 | 26.1923 | 17052.1494 | 0.4514 | 0.4477 | 0.4477 | 0.4901 |
71 | 8633 | 8531.3129 | -237.0956 | 17299.7215 | 0.4909 | 0.4521 | 0.4521 | 0.4897 |
72 | 9240 | 8523.455 | -498.4701 | 17545.3801 | 0.4381 | 0.4905 | 0.4905 | 0.4893 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0823 | -0.1043 | 0 | 822986.2023 | 0 | 0 |
50 | 0.1222 | -0.2 | 0.1521 | 3023929.6517 | 1923457.927 | 1386.8879 |
51 | 0.1535 | -0.1108 | 0.1383 | 926294.7447 | 1591070.1995 | 1261.3763 |
52 | 0.1804 | -0.0662 | 0.1203 | 330178.3044 | 1275847.2258 | 1129.5341 |
53 | 0.2047 | 0.025 | 0.1013 | 47195.1286 | 1030116.8063 | 1014.9467 |
54 | 0.2272 | 0.0732 | 0.0966 | 402085.5649 | 925444.9328 | 962.0005 |
55 | 0.2485 | 0.2273 | 0.1153 | 3872866.9361 | 1346505.219 | 1160.3901 |
56 | 0.2687 | 0.0755 | 0.1103 | 426171.3797 | 1231463.489 | 1109.7132 |
57 | 0.2882 | -0.0379 | 0.1022 | 107141.0241 | 1106538.7707 | 1051.9215 |
58 | 0.307 | 0.0251 | 0.0945 | 46886.9299 | 1000573.5866 | 1000.2868 |
59 | 0.3253 | -0.0418 | 0.0897 | 130038.2484 | 921434.0104 | 959.9135 |
60 | 0.3432 | 0.0207 | 0.084 | 31772.9807 | 847295.5913 | 920.4866 |
61 | 0.3608 | -0.0899 | 0.0844 | 598909.2828 | 828188.9522 | 910.0489 |
62 | 0.378 | -0.1988 | 0.0926 | 2924217.5081 | 977905.2776 | 988.8909 |
63 | 0.3949 | -0.0935 | 0.0927 | 645092.3672 | 955717.7502 | 977.6082 |
64 | 0.4117 | -0.0533 | 0.0902 | 209140.1996 | 909056.6533 | 953.4446 |
65 | 0.4282 | 0.0625 | 0.0886 | 287874.5784 | 872516.5313 | 934.0859 |
66 | 0.4446 | 0.1007 | 0.0892 | 745455.0401 | 865457.5595 | 930.2997 |
67 | 0.4608 | 0.2244 | 0.0964 | 3691221.9961 | 1014182.0036 | 1007.066 |
68 | 0.4769 | 0.1487 | 0.099 | 1618272.1287 | 1044386.5098 | 1021.9523 |
69 | 0.4928 | 0.0659 | 0.0974 | 316936.5589 | 1009746.036 | 1004.8612 |
70 | 0.5086 | 0.0622 | 0.0958 | 281779.5586 | 976656.6506 | 988.2594 |
71 | 0.5244 | 0.0119 | 0.0921 | 10340.258 | 934642.8944 | 966.7693 |
72 | 0.54 | 0.0841 | 0.0918 | 513436.7288 | 917092.6375 | 957.6495 |