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 | 9505.6496 | 8694.3511 | 10316.948 | 0.4811 | 0.9715 | 0.3142 | 0.9715 |
86 | 9113 | 8930.5379 | 8032.4082 | 9828.6676 | 0.3452 | 0.1127 | 0.7785 | 0.6786 |
87 | 9025 | 10034.2583 | 9116.5669 | 10951.9497 | 0.0156 | 0.9754 | 0.8843 | 0.9975 |
88 | 8476 | 8355.235 | 7432.4426 | 9278.0275 | 0.3988 | 0.0774 | 0.5315 | 0.2205 |
89 | 7952 | 8322.8955 | 7398.5631 | 9247.2279 | 0.2158 | 0.3727 | 0.5921 | 0.2011 |
90 | 7759 | 8048.7101 | 7123.839 | 8973.5812 | 0.2696 | 0.5812 | 0.4913 | 0.078 |
91 | 7835 | 8283.3806 | 7358.2975 | 9208.4638 | 0.1711 | 0.8667 | 0.0398 | 0.1786 |
92 | 7600 | 7539.7537 | 6614.5804 | 8464.927 | 0.4492 | 0.2658 | 0.3608 | 0.0063 |
93 | 7651 | 7526.6588 | 6601.4454 | 8451.8722 | 0.3961 | 0.4383 | 0.3727 | 0.0058 |
94 | 8319 | 8071.8883 | 7146.6564 | 8997.1203 | 0.3003 | 0.8137 | 0.5488 | 0.0855 |
95 | 8812 | 7968.4251 | 7043.1837 | 8893.6666 | 0.037 | 0.2288 | 0.4674 | 0.0562 |
96 | 8630 | 9005.79 | 8080.5422 | 9931.0378 | 0.213 | 0.6593 | 0.7289 | 0.7289 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0435 | -0.0021 | 0 | 386.1052 | 0 | 0 |
86 | 0.0513 | 0.0204 | 0.0112 | 33292.4189 | 16839.262 | 129.7662 |
87 | 0.0467 | -0.1006 | 0.041 | 1018602.2379 | 350760.254 | 592.2502 |
88 | 0.0563 | 0.0145 | 0.0344 | 14584.1744 | 266716.2341 | 516.4458 |
89 | 0.0567 | -0.0446 | 0.0364 | 137563.4682 | 240885.6809 | 490.8011 |
90 | 0.0586 | -0.036 | 0.0363 | 83931.9575 | 214726.727 | 463.3862 |
91 | 0.057 | -0.0541 | 0.0389 | 201045.1971 | 212772.2227 | 461.2724 |
92 | 0.0626 | 0.008 | 0.035 | 3629.6187 | 186629.3972 | 432.0062 |
93 | 0.0627 | 0.0165 | 0.033 | 15460.7419 | 167610.6577 | 409.4028 |
94 | 0.0585 | 0.0306 | 0.0327 | 61064.1789 | 156956.0099 | 396.1767 |
95 | 0.0592 | 0.1059 | 0.0394 | 711618.532 | 207379.8755 | 455.3898 |
96 | 0.0524 | -0.0417 | 0.0396 | 141218.122 | 201866.3961 | 449.2954 |