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[84]) |
72 | 9383 | - | - | - | - | - | - | - |
73 | 9706 | - | - | - | - | - | - | - |
74 | 8579 | - | - | - | - | - | - | - |
75 | 9474 | - | - | - | - | - | - | - |
76 | 8318 | - | - | - | - | - | - | - |
77 | 8213 | - | - | - | - | - | - | - |
78 | 8059 | - | - | - | - | - | - | - |
79 | 9111 | - | - | - | - | - | - | - |
80 | 7708 | - | - | - | - | - | - | - |
81 | 7680 | - | - | - | - | - | - | - |
82 | 8014 | - | - | - | - | - | - | - |
83 | 8007 | - | - | - | - | - | - | - |
84 | 8718 | - | - | - | - | - | - | - |
85 | 9486 | 9469.7534 | 8627.687 | 10311.8199 | 0.4849 | 0.9599 | 0.2912 | 0.9599 |
86 | 9113 | 8627.3512 | 7697.7219 | 9556.9805 | 0.1529 | 0.0351 | 0.5406 | 0.4242 |
87 | 9025 | 9417.3041 | 8468.9953 | 10365.6128 | 0.2087 | 0.7353 | 0.4534 | 0.9258 |
88 | 8476 | 8385.6779 | 7432.9116 | 9338.4443 | 0.4263 | 0.0942 | 0.5554 | 0.2471 |
89 | 7952 | 8288.7104 | 7334.7294 | 9242.6915 | 0.2445 | 0.3502 | 0.5618 | 0.1889 |
90 | 7759 | 8091.8009 | 7137.4141 | 9046.1878 | 0.2472 | 0.613 | 0.5269 | 0.0992 |
91 | 7835 | 8507.9602 | 7553.3955 | 9462.5249 | 0.0835 | 0.938 | 0.1078 | 0.3331 |
92 | 7600 | 7823.3854 | 6868.7171 | 8778.0537 | 0.3233 | 0.4905 | 0.5936 | 0.0331 |
93 | 7651 | 7750.3966 | 6795.6522 | 8705.1411 | 0.4192 | 0.6212 | 0.5575 | 0.0235 |
94 | 8319 | 8210.5107 | 7255.7009 | 9165.3204 | 0.4119 | 0.8746 | 0.6567 | 0.1488 |
95 | 8812 | 8132.2868 | 7177.4155 | 9087.1581 | 0.0815 | 0.3508 | 0.6015 | 0.1146 |
96 | 8630 | 9054.8191 | 8099.8868 | 10009.7513 | 0.1916 | 0.6909 | 0.7553 | 0.7553 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0454 | 0.0017 | 0 | 263.9504 | 0 | 0 |
86 | 0.055 | 0.0563 | 0.029 | 235854.7516 | 118059.351 | 343.5977 |
87 | 0.0514 | -0.0417 | 0.0332 | 153902.4692 | 130007.0571 | 360.5649 |
88 | 0.058 | 0.0108 | 0.0276 | 8158.0785 | 99544.8124 | 315.5072 |
89 | 0.0587 | -0.0406 | 0.0302 | 113373.9256 | 102310.6351 | 319.8603 |
90 | 0.0602 | -0.0411 | 0.032 | 110756.4666 | 103718.2737 | 322.0532 |
91 | 0.0572 | -0.0791 | 0.0388 | 452875.4018 | 153597.8634 | 391.9156 |
92 | 0.0623 | -0.0286 | 0.0375 | 49901.0363 | 140635.76 | 375.0143 |
93 | 0.0629 | -0.0128 | 0.0347 | 9879.6869 | 126107.3074 | 355.1159 |
94 | 0.0593 | 0.0132 | 0.0326 | 11769.9383 | 114673.5705 | 338.6349 |
95 | 0.0599 | 0.0836 | 0.0372 | 462010.0438 | 146249.6136 | 382.426 |
96 | 0.0538 | -0.0469 | 0.038 | 180471.2395 | 149101.4157 | 386.1365 |