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[63]) |
51 | 9946 | - | - | - | - | - | - | - |
52 | 9701 | - | - | - | - | - | - | - |
53 | 9049 | - | - | - | - | - | - | - |
54 | 10190 | - | - | - | - | - | - | - |
55 | 9706 | - | - | - | - | - | - | - |
56 | 9765 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9994 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 9841.9833 | 9278.6101 | 10405.3565 | 0.1875 | 0.5305 | 0.6881 | 0.5305 |
65 | 9115 | 9365.1197 | 8793.8889 | 9936.3505 | 0.1954 | 0.006 | 0.861 | 0.0593 |
66 | 10411 | 10220.0289 | 9641.0472 | 10799.0106 | 0.259 | 0.9999 | 0.5405 | 0.9122 |
67 | 9678 | 9867.4797 | 9280.8497 | 10454.1097 | 0.2633 | 0.0347 | 0.7052 | 0.563 |
68 | 10408 | 9918.372 | 9324.1922 | 10512.5517 | 0.0531 | 0.7861 | 0.6935 | 0.6272 |
69 | 10153 | 9985.1885 | 9383.5539 | 10586.8231 | 0.2923 | 0.0842 | 0.618 | 0.7048 |
70 | 10368 | 10041.7116 | 9432.7134 | 10650.7097 | 0.1468 | 0.3601 | 0.561 | 0.7622 |
71 | 10581 | 10388.9432 | 9772.6696 | 11005.2167 | 0.2707 | 0.5266 | 0.4443 | 0.9648 |
72 | 10597 | 10121.9404 | 9498.4765 | 10745.4043 | 0.0677 | 0.0745 | 0.5611 | 0.8287 |
73 | 10680 | 10160.8694 | 9530.2973 | 10791.4415 | 0.0533 | 0.0876 | 0.5604 | 0.8553 |
74 | 9738 | 9520.8118 | 8883.2108 | 10158.4128 | 0.2522 | 2e-04 | 0.7833 | 0.1789 |
75 | 9556 | 9922.0231 | 9277.47 | 10566.5762 | 0.1328 | 0.7121 | 0.6218 | 0.6218 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0292 | 0.0259 | 0 | 65033.5255 | 0 | 0 |
65 | 0.0311 | -0.0267 | 0.0263 | 62559.8509 | 63796.6882 | 252.5801 |
66 | 0.0289 | 0.0187 | 0.0238 | 36469.9637 | 54687.78 | 233.8542 |
67 | 0.0303 | -0.0192 | 0.0226 | 35902.5615 | 49991.4754 | 223.5877 |
68 | 0.0306 | 0.0494 | 0.028 | 239735.6161 | 87940.3035 | 296.5473 |
69 | 0.0307 | 0.0168 | 0.0261 | 28160.7039 | 77977.0369 | 279.2437 |
70 | 0.0309 | 0.0325 | 0.027 | 106464.1476 | 82046.6242 | 286.4378 |
71 | 0.0303 | 0.0185 | 0.026 | 36885.8327 | 76401.5252 | 276.4083 |
72 | 0.0314 | 0.0469 | 0.0283 | 225681.6071 | 92988.201 | 304.9397 |
73 | 0.0317 | 0.0511 | 0.0306 | 269496.5863 | 110639.0395 | 332.6245 |
74 | 0.0342 | 0.0228 | 0.0299 | 47170.7252 | 104869.1928 | 323.8351 |
75 | 0.0331 | -0.0369 | 0.0304 | 133972.8989 | 107294.5016 | 327.5584 |