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 | 9946.00000000001 | - | - | - | - | - | - | - |
52 | 9701.00000000001 | - | - | - | - | - | - | - |
53 | 9049 | - | - | - | - | - | - | - |
54 | 10190 | - | - | - | - | - | - | - |
55 | 9706 | - | - | - | - | - | - | - |
56 | 9765.00000000001 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9994 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266.00000000001 | - | - | - | - | - | - | - |
63 | 9820.00000000001 | - | - | - | - | - | - | - |
64 | 10097 | 9921.2844 | 9373.2189 | 10504.8071 | 0.2775 | 0.6331 | 0.7703 | 0.6331 |
65 | 9115 | 9110.5889 | 8603.4016 | 9650.86 | 0.4936 | 2e-04 | 0.5884 | 0.005 |
66 | 10411 | 10156.6769 | 9576.8532 | 10775.3502 | 0.2102 | 0.9995 | 0.458 | 0.8569 |
67 | 9678 | 9764.2558 | 9201.4712 | 10365.1358 | 0.3892 | 0.0174 | 0.5754 | 0.4279 |
68 | 10408 | 9845.7189 | 9270.769 | 10460.1351 | 0.0364 | 0.7037 | 0.6016 | 0.5327 |
69 | 10153 | 9861.6011 | 9279.1145 | 10484.562 | 0.1796 | 0.0428 | 0.4607 | 0.5521 |
70 | 10368 | 10260.5593 | 9645.8676 | 10918.6151 | 0.3745 | 0.6257 | 0.7864 | 0.9053 |
71 | 10581 | 10358.9808 | 9731.9141 | 11030.7792 | 0.2586 | 0.4895 | 0.4145 | 0.9421 |
72 | 10597 | 10007.8935 | 9398.8364 | 10660.6468 | 0.0385 | 0.0426 | 0.4225 | 0.7137 |
73 | 10680 | 10083.4024 | 9468.1054 | 10742.9703 | 0.0381 | 0.0635 | 0.4661 | 0.7831 |
74 | 9738 | 9301.6858 | 8734.1139 | 9910.0928 | 0.0799 | 0 | 0.5458 | 0.0475 |
75 | 9556 | 9775.8901 | 9172.1836 | 10423.5938 | 0.2529 | 0.5456 | 0.4469 | 0.4469 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
64 | 0.03 | 0.0174 | 0.0174 | 0.0176 | 30875.9681 | 0 | 0 | 0.3423 | 0.3423 |
65 | 0.0303 | 5e-04 | 0.0089 | 0.009 | 19.4579 | 15447.713 | 124.2888 | 0.0086 | 0.1754 |
66 | 0.0311 | 0.0244 | 0.0141 | 0.0143 | 64680.256 | 31858.5607 | 178.4897 | 0.4954 | 0.2821 |
67 | 0.0314 | -0.0089 | 0.0128 | 0.0129 | 7440.0653 | 25753.9368 | 160.4803 | -0.168 | 0.2536 |
68 | 0.0318 | 0.054 | 0.0211 | 0.0214 | 316160.0516 | 83835.1598 | 289.543 | 1.0953 | 0.4219 |
69 | 0.0322 | 0.0287 | 0.0223 | 0.0227 | 84913.3352 | 84014.8557 | 289.8532 | 0.5676 | 0.4462 |
70 | 0.0327 | 0.0104 | 0.0206 | 0.021 | 11543.496 | 73661.8043 | 271.4071 | 0.2093 | 0.4124 |
71 | 0.0331 | 0.021 | 0.0207 | 0.021 | 49292.5257 | 70615.6445 | 265.736 | 0.4325 | 0.4149 |
72 | 0.0333 | 0.0556 | 0.0245 | 0.025 | 347046.4678 | 101330.1804 | 318.324 | 1.1475 | 0.4963 |
73 | 0.0334 | 0.0559 | 0.0277 | 0.0283 | 355928.6372 | 126790.0261 | 356.0759 | 1.1621 | 0.5629 |
74 | 0.0334 | 0.0448 | 0.0292 | 0.0299 | 190370.0589 | 132570.029 | 364.1017 | 0.8499 | 0.589 |
75 | 0.0338 | -0.023 | 0.0287 | 0.0293 | 48351.6487 | 125551.8307 | 354.3329 | -0.4283 | 0.5756 |