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 | 9963 | - | - | - | - | - | - | - |
73 | 10158 | - | - | - | - | - | - | - |
74 | 9225 | - | - | - | - | - | - | - |
75 | 10474 | - | - | - | - | - | - | - |
76 | 9757 | - | - | - | - | - | - | - |
77 | 10490 | - | - | - | - | - | - | - |
78 | 10281 | - | - | - | - | - | - | - |
79 | 10444 | - | - | - | - | - | - | - |
80 | 10640 | - | - | - | - | - | - | - |
81 | 10695 | - | - | - | - | - | - | - |
82 | 10786 | - | - | - | - | - | - | - |
83 | 9832 | - | - | - | - | - | - | - |
84 | 9747 | - | - | - | - | - | - | - |
85 | 10411 | 10412.5367 | 9905.4318 | 10919.6416 | 0.4976 | 0.9949 | 0.8374 | 0.9949 |
86 | 9511 | 9599.8364 | 9088.0131 | 10111.6597 | 0.3669 | 9e-04 | 0.9244 | 0.2865 |
87 | 10402 | 10530.1771 | 10017.449 | 11042.9053 | 0.3121 | 1 | 0.585 | 0.9986 |
88 | 9701 | 10053.2727 | 9519.1808 | 10587.3646 | 0.098 | 0.1003 | 0.8615 | 0.8695 |
89 | 10540 | 10548.9471 | 10011.33 | 11086.5641 | 0.487 | 0.999 | 0.5851 | 0.9983 |
90 | 10112 | 10357.3349 | 9808.7214 | 10905.9484 | 0.1904 | 0.257 | 0.6075 | 0.9854 |
91 | 10915 | 10723.6205 | 10167.9546 | 11279.2865 | 0.2498 | 0.9845 | 0.838 | 0.9997 |
92 | 11183 | 10778.0745 | 10214.1872 | 11341.9618 | 0.0796 | 0.3171 | 0.6844 | 0.9998 |
93 | 10384 | 10661.6145 | 10090.0389 | 11233.19 | 0.1706 | 0.0369 | 0.4544 | 0.9991 |
94 | 10834 | 10781.3118 | 10201.9752 | 11360.6484 | 0.4293 | 0.9106 | 0.4937 | 0.9998 |
95 | 9886 | 9958.6782 | 9371.8987 | 10545.4578 | 0.4041 | 0.0017 | 0.6639 | 0.7602 |
96 | 10216 | 10075.5026 | 9481.2845 | 10669.7207 | 0.3215 | 0.734 | 0.8607 | 0.8607 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0248 | -1e-04 | 0 | 2.3614 | 0 | 0 |
86 | 0.0272 | -0.0093 | 0.0047 | 7891.9064 | 3947.1339 | 62.8262 |
87 | 0.0248 | -0.0122 | 0.0072 | 16429.3724 | 8107.8801 | 90.0438 |
88 | 0.0271 | -0.035 | 0.0142 | 124096.085 | 37104.9313 | 192.6264 |
89 | 0.026 | -8e-04 | 0.0115 | 80.0501 | 29699.9551 | 172.3367 |
90 | 0.027 | -0.0237 | 0.0135 | 60189.2265 | 34781.5003 | 186.498 |
91 | 0.0264 | 0.0178 | 0.0141 | 36626.103 | 35045.015 | 187.2031 |
92 | 0.0267 | 0.0376 | 0.0171 | 163964.6454 | 51159.9688 | 226.1857 |
93 | 0.0274 | -0.026 | 0.0181 | 77069.787 | 54038.8375 | 232.4626 |
94 | 0.0274 | 0.0049 | 0.0167 | 2776.047 | 48912.5584 | 221.1618 |
95 | 0.0301 | -0.0073 | 0.0159 | 5282.1271 | 44946.1556 | 212.0051 |
96 | 0.0301 | 0.0139 | 0.0157 | 19739.5222 | 42845.6028 | 206.9918 |