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[63]) |
51 | 9946 | - | - | - | - | - | - | - |
52 | 9701 | - | - | - | - | - | - | - |
53 | 9049 | - | - | - | - | - | - | - |
54 | 10190 | - | - | - | - | - | - | - |
55 | 9706 | - | - | - | - | - | - | - |
56 | 9765 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9994 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 9916.3624 | 9356.9793 | 10475.7455 | 0.2634 | 0.6322 | 0.7748 | 0.6322 |
65 | 9115 | 9189.2753 | 8619.2992 | 9759.2515 | 0.3992 | 9e-04 | 0.6852 | 0.015 |
66 | 10411 | 10135.1752 | 9555.5359 | 10714.8146 | 0.1755 | 0.9997 | 0.4265 | 0.8567 |
67 | 9678 | 9731.2269 | 9142.7566 | 10319.6971 | 0.4296 | 0.0118 | 0.5335 | 0.3837 |
68 | 10408 | 9714.8543 | 9118.3009 | 10311.4077 | 0.0114 | 0.5482 | 0.4346 | 0.3649 |
69 | 10153 | 9933.8134 | 9329.8512 | 10537.7756 | 0.2384 | 0.0619 | 0.5527 | 0.6441 |
70 | 10368 | 10285.9522 | 9675.191 | 10896.7135 | 0.3962 | 0.6652 | 0.8256 | 0.9326 |
71 | 10581 | 10373.8244 | 9756.817 | 10990.8318 | 0.2552 | 0.5074 | 0.4254 | 0.9607 |
72 | 10597 | 10093.3993 | 9470.6482 | 10716.1504 | 0.0565 | 0.0624 | 0.5256 | 0.8052 |
73 | 10680 | 10061.4591 | 9433.4386 | 10689.4796 | 0.0268 | 0.0473 | 0.4373 | 0.7744 |
74 | 9738 | 9346.0289 | 8713.1385 | 9978.9193 | 0.1124 | 0 | 0.5979 | 0.0711 |
75 | 9556 | 9929.3947 | 9292.0155 | 10566.774 | 0.1254 | 0.7219 | 0.6317 | 0.6317 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0288 | 0.0182 | 0 | 32629.9344 | 0 | 0 |
65 | 0.0316 | -0.0081 | 0.0131 | 5516.8259 | 19073.3802 | 138.1064 |
66 | 0.0292 | 0.0272 | 0.0178 | 76079.3002 | 38075.3535 | 195.1291 |
67 | 0.0309 | -0.0055 | 0.0147 | 2833.0982 | 29264.7897 | 171.0695 |
68 | 0.0313 | 0.0713 | 0.0261 | 480450.952 | 119502.0222 | 345.6906 |
69 | 0.031 | 0.0221 | 0.0254 | 48042.7849 | 107592.1493 | 328.0124 |
70 | 0.0303 | 0.008 | 0.0229 | 6731.8393 | 93183.5336 | 305.2598 |
71 | 0.0303 | 0.02 | 0.0225 | 42921.7283 | 86900.8079 | 294.7894 |
72 | 0.0315 | 0.0499 | 0.0256 | 253613.6486 | 105424.4569 | 324.6913 |
73 | 0.0318 | 0.0615 | 0.0292 | 382592.819 | 133141.2931 | 364.8853 |
74 | 0.0345 | 0.0419 | 0.0303 | 153641.3107 | 135004.9311 | 367.4302 |
75 | 0.0328 | -0.0376 | 0.0309 | 139423.631 | 135373.1561 | 367.9309 |