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[51]) |
44 | 9069 | - | - | - | - | - | - | - |
45 | 9788 | - | - | - | - | - | - | - |
46 | 10312 | - | - | - | - | - | - | - |
47 | 10105 | - | - | - | - | - | - | - |
48 | 9863 | - | - | - | - | - | - | - |
49 | 9656 | - | - | - | - | - | - | - |
50 | 9295 | - | - | - | - | - | - | - |
51 | 9946 | - | - | - | - | - | - | - |
52 | 9701 | 8888.7374 | 8132.0503 | 9645.4245 | 0.0177 | 0.0031 | 0.0099 | 0.0031 |
53 | 9049 | 9828.3305 | 9069.8321 | 10586.829 | 0.022 | 0.6289 | 0.1057 | 0.3805 |
54 | 10190 | 9674.4212 | 8915.8475 | 10432.995 | 0.0914 | 0.9469 | 0.133 | 0.2414 |
55 | 9706 | 9093.2243 | 8291.1526 | 9895.296 | 0.0671 | 0.0037 | 0.03 | 0.0186 |
56 | 9765 | 9411.9711 | 8603.4903 | 10220.4519 | 0.196 | 0.238 | 0.2771 | 0.0977 |
57 | 9893 | 9541.6153 | 8733.6836 | 10349.547 | 0.197 | 0.2939 | 0.7252 | 0.1633 |
58 | 9994 | 9595.0483 | 8783.7544 | 10406.3423 | 0.1676 | 0.2358 | 0.1983 | 0.1983 |
59 | 10433 | 9741.4097 | 8874.9377 | 10607.8816 | 0.0589 | 0.2839 | 0.5364 | 0.3218 |
60 | 10073 | 9983.8416 | 9117.5702 | 10850.1129 | 0.4201 | 0.1548 | 0.9828 | 0.5341 |
61 | 10112 | 9578.8597 | 8712.0278 | 10445.6916 | 0.114 | 0.1319 | 0.0835 | 0.2032 |
62 | 9266 | 9596.4773 | 8723.8784 | 10469.0763 | 0.229 | 0.1234 | 0.4028 | 0.2162 |
63 | 9820 | 9596.1454 | 8721.6534 | 10470.6374 | 0.3079 | 0.7703 | 0.3525 | 0.2165 |
64 | 10097 | 8910.8372 | 8036.6502 | 9785.0242 | 0.0039 | 0.0208 | 0.0138 | 0.0101 |
65 | 9115 | 9579.9214 | 8705.4504 | 10454.3924 | 0.1487 | 0.1232 | 0.1767 | 0.206 |
66 | 10411 | 9027.7465 | 8066.564 | 9988.9291 | 0.0024 | 0.4294 | 0.0021 | 0.0306 |
67 | 9678 | 9487.8544 | 8526.222 | 10449.4868 | 0.3492 | 0.0299 | 0.1165 | 0.1752 |
68 | 10408 | 9482.656 | 8521.0517 | 10444.2603 | 0.0296 | 0.3453 | 0.0998 | 0.1725 |
69 | 10153 | 9559.1158 | 8588.167 | 10530.0647 | 0.1153 | 0.0433 | 0.723 | 0.2174 |
70 | 10368 | 9406.2833 | 8433.8477 | 10378.7188 | 0.0263 | 0.0662 | 0.2022 | 0.1383 |
71 | 10581 | 9704.3221 | 8733.1045 | 10675.5397 | 0.0384 | 0.0902 | 0.214 | 0.3129 |
72 | 10597 | 9530.383 | 8558.5126 | 10502.2533 | 0.0157 | 0.0171 | 0.7989 | 0.201 |
73 | 10680 | 9353.2809 | 8369.5091 | 10337.0527 | 0.0041 | 0.0066 | 0.0175 | 0.1188 |
74 | 9738 | 9839.297 | 8855.5877 | 10823.0062 | 0.42 | 0.047 | 0.626 | 0.4158 |
75 | 9556 | 9642.0824 | 8658.3185 | 10625.8463 | 0.4319 | 0.4242 | 0.0635 | 0.2724 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
52 | 0.0434 | 0.0914 | 0 | 659770.4852 | 0 | 0 |
53 | 0.0394 | -0.0793 | 0.0853 | 607356.0949 | 633563.29 | 795.9669 |
54 | 0.04 | 0.0533 | 0.0747 | 265821.4727 | 510982.6843 | 714.8305 |
55 | 0.045 | 0.0674 | 0.0728 | 375494.036 | 477110.5222 | 690.7319 |
56 | 0.0438 | 0.0375 | 0.0658 | 124629.3868 | 406614.2951 | 637.6632 |
57 | 0.0432 | 0.0368 | 0.0609 | 123471.2215 | 359423.7828 | 599.5196 |
58 | 0.0431 | 0.0416 | 0.0582 | 159162.4207 | 330815.0168 | 575.1652 |
59 | 0.0454 | 0.071 | 0.0598 | 478297.1774 | 349250.2869 | 590.974 |
60 | 0.0443 | 0.0089 | 0.0541 | 7949.2275 | 311327.947 | 557.9677 |
61 | 0.0462 | 0.0557 | 0.0543 | 284238.6084 | 308619.0131 | 555.5349 |
62 | 0.0464 | -0.0344 | 0.0525 | 109215.2578 | 290491.399 | 538.9725 |
63 | 0.0465 | 0.0233 | 0.0501 | 50110.8938 | 270459.6902 | 520.0574 |
64 | 0.0501 | 0.1331 | 0.0564 | 1406982.2277 | 357884.5008 | 598.2345 |
65 | 0.0466 | -0.0485 | 0.0559 | 216151.9286 | 347760.7456 | 589.7124 |
66 | 0.0543 | 0.1532 | 0.0624 | 1913390.1344 | 452136.0382 | 672.4106 |
67 | 0.0517 | 0.02 | 0.0597 | 36155.3371 | 426137.2444 | 652.7919 |
68 | 0.0517 | 0.0976 | 0.0619 | 856261.5289 | 451438.6729 | 671.8919 |
69 | 0.0518 | 0.0621 | 0.062 | 352698.4114 | 445953.1028 | 667.7972 |
70 | 0.0527 | 0.1022 | 0.0641 | 924899.0832 | 471160.786 | 686.4115 |
71 | 0.0511 | 0.0903 | 0.0654 | 768564.1429 | 486030.9538 | 697.1592 |
72 | 0.052 | 0.1119 | 0.0676 | 1137671.9239 | 517061.4762 | 719.0699 |
73 | 0.0537 | 0.1418 | 0.071 | 1760183.5105 | 573567.0232 | 757.3421 |
74 | 0.051 | -0.0103 | 0.0683 | 10261.0741 | 549075.4602 | 740.9963 |
75 | 0.0521 | -0.0089 | 0.0659 | 7410.1772 | 526506.0734 | 725.6074 |