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 | 9656.2208 | 9027.2409 | 10285.2008 | 0.0848 | 0.3049 | 0.4445 | 0.3049 |
65 | 9115 | 9033.0859 | 8365.566 | 9700.6059 | 0.405 | 9e-04 | 0.4814 | 0.0104 |
66 | 10411 | 10184.3443 | 9512.1138 | 10856.5748 | 0.2544 | 0.9991 | 0.4934 | 0.856 |
67 | 9678 | 9703.99 | 9031.1669 | 10376.8131 | 0.4698 | 0.0197 | 0.4977 | 0.3677 |
68 | 10408 | 9764.2857 | 9091.3878 | 10437.1836 | 0.0304 | 0.5992 | 0.4992 | 0.4355 |
69 | 10153 | 9892.7461 | 9219.8388 | 10565.6535 | 0.2242 | 0.0667 | 0.4997 | 0.5839 |
70 | 10368 | 9993.9098 | 9321.0012 | 10666.8183 | 0.1379 | 0.3215 | 0.4999 | 0.6938 |
71 | 10581 | 10432.9679 | 9760.0592 | 11105.8766 | 0.3332 | 0.575 | 0.5 | 0.9629 |
72 | 10597 | 10072.9886 | 9400.0799 | 10745.8973 | 0.0635 | 0.0695 | 0.5 | 0.7694 |
73 | 10680 | 10111.996 | 9439.0872 | 10784.9047 | 0.049 | 0.0789 | 0.5 | 0.8025 |
74 | 9738 | 9265.9986 | 8593.0898 | 9938.9073 | 0.0846 | 0 | 0.5 | 0.0533 |
75 | 9556 | 9819.9995 | 9147.0908 | 10492.9082 | 0.221 | 0.5944 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0332 | 0.0456 | 0 | 194286.2634 | 0 | 0 |
65 | 0.0377 | 0.0091 | 0.0274 | 6709.9147 | 100498.0891 | 317.0143 |
66 | 0.0337 | 0.0223 | 0.0257 | 51372.8077 | 84122.9953 | 290.0396 |
67 | 0.0354 | -0.0027 | 0.0199 | 675.4811 | 63261.1167 | 251.5176 |
68 | 0.0352 | 0.0659 | 0.0291 | 414368.1352 | 133482.5204 | 365.3526 |
69 | 0.0347 | 0.0263 | 0.0286 | 67732.0742 | 122524.1127 | 350.0344 |
70 | 0.0344 | 0.0374 | 0.0299 | 139943.4935 | 125012.5957 | 353.5712 |
71 | 0.0329 | 0.0142 | 0.0279 | 21913.4919 | 112125.2077 | 334.851 |
72 | 0.0341 | 0.052 | 0.0306 | 274587.9422 | 130176.6227 | 360.8 |
73 | 0.034 | 0.0562 | 0.0332 | 322628.6005 | 149421.8204 | 386.5512 |
74 | 0.0371 | 0.0509 | 0.0348 | 222785.3586 | 156091.233 | 395.0838 |
75 | 0.035 | -0.0269 | 0.0341 | 69695.7299 | 148891.6077 | 385.8648 |