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[72]) |
60 | 10132 | - | - | - | - | - | - | - |
61 | 9849 | - | - | - | - | - | - | - |
62 | 9172 | - | - | - | - | - | - | - |
63 | 10313 | - | - | - | - | - | - | - |
64 | 9819 | - | - | - | - | - | - | - |
65 | 9955 | - | - | - | - | - | - | - |
66 | 10048 | - | - | - | - | - | - | - |
67 | 10082 | - | - | - | - | - | - | - |
68 | 10541 | - | - | - | - | - | - | - |
69 | 10208 | - | - | - | - | - | - | - |
70 | 10233 | - | - | - | - | - | - | - |
71 | 9439 | - | - | - | - | - | - | - |
72 | 9963 | - | - | - | - | - | - | - |
73 | 10158 | 10216.8577 | 9709.7992 | 10723.9162 | 0.41 | 0.8368 | 0.9225 | 0.8368 |
74 | 9225 | 9350.1511 | 8842.8073 | 9857.4949 | 0.3144 | 9e-04 | 0.7544 | 0.009 |
75 | 10474 | 10327.1802 | 9817.3444 | 10837.0159 | 0.2862 | 1 | 0.5217 | 0.9193 |
76 | 9757 | 9907.7187 | 9363.9751 | 10451.4624 | 0.2935 | 0.0206 | 0.6254 | 0.421 |
77 | 10490 | 9976.6209 | 9431.3095 | 10521.9324 | 0.0325 | 0.7851 | 0.531 | 0.5195 |
78 | 10281 | 10150.781 | 9588.25 | 10713.312 | 0.325 | 0.1186 | 0.6399 | 0.7435 |
79 | 10444 | 10466.0923 | 9895.6439 | 11036.5406 | 0.4697 | 0.7376 | 0.9065 | 0.9581 |
80 | 10640 | 10598.5365 | 10018.7216 | 11178.3514 | 0.4443 | 0.6993 | 0.5771 | 0.9842 |
81 | 10695 | 10271.9098 | 9681.8332 | 10861.9864 | 0.08 | 0.1107 | 0.5841 | 0.8476 |
82 | 10786 | 10299.124 | 9700.4711 | 10897.777 | 0.0555 | 0.0975 | 0.5857 | 0.8644 |
83 | 9832 | 9651.3698 | 9043.1968 | 10259.5428 | 0.2802 | 1e-04 | 0.7531 | 0.1576 |
84 | 9747 | 10170.1644 | 9553.2835 | 10787.0453 | 0.0894 | 0.8587 | 0.7448 | 0.7448 |
85 | 10411 | 10278.6411 | 9569.797 | 10987.4852 | 0.3572 | 0.9292 | 0.6307 | 0.8086 |
86 | 9511 | 9486.3291 | 8768.484 | 10204.1743 | 0.4731 | 0.0058 | 0.7622 | 0.0965 |
87 | 10402 | 10467.6032 | 9738.3588 | 11196.8475 | 0.43 | 0.9949 | 0.4931 | 0.9125 |
88 | 9701 | 10036.4239 | 9281.4698 | 10791.378 | 0.1919 | 0.1713 | 0.7659 | 0.5756 |
89 | 10540 | 10197.5858 | 9432.4551 | 10962.7165 | 0.1902 | 0.8983 | 0.2269 | 0.7261 |
90 | 10112 | 10229.2881 | 9445.3285 | 11013.2476 | 0.3847 | 0.2186 | 0.4486 | 0.7472 |
91 | 10915 | 10549.049 | 9750.8989 | 11347.1991 | 0.1844 | 0.8584 | 0.6018 | 0.9249 |
92 | 11183 | 10712.965 | 9899.9621 | 11525.968 | 0.1286 | 0.3131 | 0.5698 | 0.9647 |
93 | 10384 | 10363.5803 | 9535.7156 | 11191.445 | 0.4807 | 0.0262 | 0.2163 | 0.8285 |
94 | 10834 | 10432.3558 | 9590.3156 | 11274.396 | 0.1749 | 0.5448 | 0.2052 | 0.8627 |
95 | 9886 | 9750.7552 | 8894.5465 | 10606.9639 | 0.3784 | 0.0066 | 0.4262 | 0.3135 |
96 | 10216 | 10226.1722 | 9356.4411 | 11095.9033 | 0.4909 | 0.7783 | 0.8599 | 0.7234 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0253 | -0.0058 | 0 | 3464.231 | 0 | 0 |
74 | 0.0277 | -0.0134 | 0.0096 | 15662.8012 | 9563.5161 | 97.7932 |
75 | 0.0252 | 0.0142 | 0.0111 | 21556.0647 | 13561.0323 | 116.4518 |
76 | 0.028 | -0.0152 | 0.0121 | 22716.1367 | 15849.8084 | 125.896 |
77 | 0.0279 | 0.0515 | 0.02 | 263558.079 | 65391.4625 | 255.7175 |
78 | 0.0283 | 0.0128 | 0.0188 | 16956.9915 | 57319.0507 | 239.414 |
79 | 0.0278 | -0.0021 | 0.0164 | 488.0676 | 49200.3388 | 221.8115 |
80 | 0.0279 | 0.0039 | 0.0149 | 1719.2215 | 43265.1992 | 208.0029 |
81 | 0.0293 | 0.0412 | 0.0178 | 179005.3049 | 58347.4331 | 241.5521 |
82 | 0.0297 | 0.0473 | 0.0207 | 237048.1998 | 76217.5098 | 276.0752 |
83 | 0.0322 | 0.0187 | 0.0206 | 32627.2669 | 72254.7604 | 268.8025 |
84 | 0.0309 | -0.0416 | 0.0223 | 179068.1316 | 81155.8747 | 284.8787 |
85 | 0.0352 | 0.0129 | 0.0216 | 17518.8818 | 76260.7214 | 276.1534 |
86 | 0.0386 | 0.0026 | 0.0202 | 608.6524 | 70857.0022 | 266.1898 |
87 | 0.0355 | -0.0063 | 0.0193 | 4303.7768 | 66420.1205 | 257.721 |
88 | 0.0384 | -0.0334 | 0.0202 | 112509.1805 | 69300.6868 | 263.2502 |
89 | 0.0383 | 0.0336 | 0.021 | 117247.4844 | 72121.0866 | 268.5537 |
90 | 0.0391 | -0.0115 | 0.0204 | 13756.4905 | 68878.6091 | 262.4473 |
91 | 0.0386 | 0.0347 | 0.0212 | 133920.1356 | 72301.8473 | 268.89 |
92 | 0.0387 | 0.0439 | 0.0223 | 220932.8661 | 79733.3982 | 282.371 |
93 | 0.0408 | 0.002 | 0.0214 | 416.9634 | 75956.4251 | 275.6019 |
94 | 0.0412 | 0.0385 | 0.0221 | 161318.0355 | 79836.4983 | 282.5535 |
95 | 0.0448 | 0.0139 | 0.0218 | 18291.1541 | 77160.6138 | 277.778 |
96 | 0.0434 | -0.001 | 0.0209 | 103.4727 | 73949.8996 | 271.9373 |