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 | 10010.078 | 9452.5292 | 10567.6268 | 0.38 | 0.748 | 0.8614 | 0.748 |
65 | 9115 | 9249.3232 | 8687.839 | 9810.8074 | 0.3196 | 0.0015 | 0.7578 | 0.0232 |
66 | 10411 | 10178.3719 | 9607.2573 | 10749.4865 | 0.2123 | 0.9999 | 0.4841 | 0.8906 |
67 | 9678 | 9801.3635 | 9213.5751 | 10389.1519 | 0.3404 | 0.021 | 0.6248 | 0.4752 |
68 | 10408 | 9795.3466 | 9193.3813 | 10397.3119 | 0.023 | 0.6488 | 0.5394 | 0.468 |
69 | 10153 | 10004.8074 | 9389.2678 | 10620.3471 | 0.3185 | 0.0996 | 0.6391 | 0.7219 |
70 | 10368 | 10404.4742 | 9775.4479 | 11033.5006 | 0.4548 | 0.7834 | 0.8996 | 0.9657 |
71 | 10581 | 10455.0256 | 9812.8147 | 11097.2366 | 0.3503 | 0.6047 | 0.5268 | 0.9737 |
72 | 10597 | 10188.0808 | 9532.976 | 10843.1857 | 0.1106 | 0.1199 | 0.6347 | 0.8646 |
73 | 10680 | 10167.6279 | 9499.8448 | 10835.411 | 0.0663 | 0.1038 | 0.5648 | 0.8462 |
74 | 9738 | 9464.8511 | 8784.6456 | 10145.0567 | 0.2156 | 2e-04 | 0.7167 | 0.1531 |
75 | 9556 | 10049.0891 | 9356.6843 | 10741.4939 | 0.0814 | 0.8107 | 0.7417 | 0.7417 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0284 | 0.0087 | 0 | 7555.4288 | 0 | 0 |
65 | 0.031 | -0.0145 | 0.0116 | 18042.7265 | 12799.0777 | 113.133 |
66 | 0.0286 | 0.0229 | 0.0154 | 54115.8417 | 26571.3323 | 163.0072 |
67 | 0.0306 | -0.0126 | 0.0147 | 15218.5583 | 23733.1388 | 154.0556 |
68 | 0.0314 | 0.0625 | 0.0242 | 375344.1796 | 94055.347 | 306.6844 |
69 | 0.0314 | 0.0148 | 0.0227 | 21961.0376 | 82039.6288 | 286.4256 |
70 | 0.0308 | -0.0035 | 0.0199 | 1330.3703 | 70509.7347 | 265.5367 |
71 | 0.0313 | 0.012 | 0.0189 | 15869.5384 | 63679.7102 | 252.3484 |
72 | 0.0328 | 0.0401 | 0.0213 | 167214.8724 | 75183.6171 | 274.1963 |
73 | 0.0335 | 0.0504 | 0.0242 | 262525.1699 | 93917.7724 | 306.4601 |
74 | 0.0367 | 0.0289 | 0.0246 | 74610.3093 | 92162.5484 | 303.5829 |
75 | 0.0352 | -0.0491 | 0.0267 | 243136.8371 | 104743.7392 | 323.6414 |