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 | 8647 | - | - | - | - | - | - | - |
49 | 7792 | - | - | - | - | - | - | - |
50 | 6957 | - | - | - | - | - | - | - |
51 | 7726 | - | - | - | - | - | - | - |
52 | 8106 | - | - | - | - | - | - | - |
53 | 8890 | - | - | - | - | - | - | - |
54 | 9299 | - | - | - | - | - | - | - |
55 | 10625 | - | - | - | - | - | - | - |
56 | 9302 | - | - | - | - | - | - | - |
57 | 8314 | - | - | - | - | - | - | - |
58 | 8850 | - | - | - | - | - | - | - |
59 | 8265 | - | - | - | - | - | - | - |
60 | 8796 | - | - | - | - | - | - | - |
61 | 7836 | 8099.284 | 7426.6637 | 8771.9043 | 0.2215 | 0.0212 | 0.8147 | 0.0212 |
62 | 6892 | 7483.3376 | 6717.1849 | 8249.4903 | 0.0652 | 0.1835 | 0.9109 | 4e-04 |
63 | 7791 | 8080.5754 | 7231.1274 | 8930.0234 | 0.252 | 0.997 | 0.7934 | 0.0494 |
64 | 8129 | 8373.181 | 7447.9059 | 9298.456 | 0.3025 | 0.8913 | 0.7143 | 0.1852 |
65 | 9115 | 9128.8062 | 8133.4641 | 10124.1482 | 0.4892 | 0.9755 | 0.6809 | 0.7439 |
66 | 9434 | 9500.7297 | 8439.9387 | 10561.5208 | 0.4509 | 0.762 | 0.6453 | 0.9036 |
67 | 10484 | 10753.7119 | 9631.2816 | 11876.1421 | 0.3188 | 0.9894 | 0.5889 | 0.9997 |
68 | 9827 | 9591.1242 | 8410.2679 | 10771.9805 | 0.3477 | 0.0692 | 0.6843 | 0.9065 |
69 | 9110 | 8544.8612 | 7308.3364 | 9781.386 | 0.1852 | 0.0211 | 0.6428 | 0.3453 |
70 | 9070 | 9048.7031 | 7758.9103 | 10338.4959 | 0.4871 | 0.4629 | 0.6187 | 0.6495 |
71 | 8633 | 8452.7315 | 7111.785 | 9793.678 | 0.3961 | 0.1835 | 0.6081 | 0.3079 |
72 | 9240 | 9075.2876 | 7685.0684 | 10465.5067 | 0.4082 | 0.7335 | 0.6531 | 0.6531 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0424 | -0.0325 | 0 | 69318.4845 | 0 | 0 |
62 | 0.0522 | -0.079 | 0.0558 | 349680.1362 | 209499.3104 | 457.7109 |
63 | 0.0536 | -0.0358 | 0.0491 | 83853.9066 | 167617.5091 | 409.4112 |
64 | 0.0564 | -0.0292 | 0.0441 | 59624.3465 | 140619.2185 | 374.9923 |
65 | 0.0556 | -0.0015 | 0.0356 | 190.61 | 112533.4968 | 335.4601 |
66 | 0.057 | -0.007 | 0.0308 | 4452.8581 | 94520.057 | 307.4411 |
67 | 0.0533 | -0.0251 | 0.03 | 72744.5041 | 91409.2637 | 302.3396 |
68 | 0.0628 | 0.0246 | 0.0293 | 55637.4127 | 86937.7823 | 294.8521 |
69 | 0.0738 | 0.0661 | 0.0334 | 319381.8495 | 112764.9009 | 335.8049 |
70 | 0.0727 | 0.0024 | 0.0303 | 453.5583 | 101533.7666 | 318.6436 |
71 | 0.0809 | 0.0213 | 0.0295 | 32496.7326 | 95257.6726 | 308.6384 |
72 | 0.0782 | 0.0181 | 0.0286 | 27130.1889 | 89580.3823 | 299.2998 |