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[60]) |
48 | 4315 | - | - | - | - | - | - | - |
49 | 5161 | - | - | - | - | - | - | - |
50 | 4433 | - | - | - | - | - | - | - |
51 | 5199 | - | - | - | - | - | - | - |
52 | 5582 | - | - | - | - | - | - | - |
53 | 5936 | - | - | - | - | - | - | - |
54 | 6391 | - | - | - | - | - | - | - |
55 | 5647 | - | - | - | - | - | - | - |
56 | 5827 | - | - | - | - | - | - | - |
57 | 6101 | - | - | - | - | - | - | - |
58 | 5777 | - | - | - | - | - | - | - |
59 | 5511 | - | - | - | - | - | - | - |
60 | 5036 | - | - | - | - | - | - | - |
61 | 4468 | 5352.7149 | 4622.5738 | 6082.856 | 0.0088 | 0.8024 | 0.6966 | 0.8024 |
62 | 4053 | 4653.7503 | 3845.378 | 5462.1227 | 0.0726 | 0.6738 | 0.7038 | 0.177 |
63 | 4821 | 5340.5047 | 4515.4959 | 6165.5135 | 0.1086 | 0.9989 | 0.6316 | 0.7653 |
64 | 5138 | 5650.21 | 4821.4914 | 6478.9286 | 0.1129 | 0.9751 | 0.5641 | 0.9268 |
65 | 6102 | 6104.9151 | 5275.3612 | 6934.469 | 0.4973 | 0.9888 | 0.6551 | 0.9942 |
66 | 6029 | 6375.5801 | 5545.8377 | 7205.3224 | 0.2065 | 0.7409 | 0.4855 | 0.9992 |
67 | 5365 | 5644.5574 | 4814.7725 | 6474.3423 | 0.2545 | 0.1819 | 0.4977 | 0.9247 |
68 | 5717 | 5876.4282 | 5046.6337 | 6706.2227 | 0.3532 | 0.8865 | 0.5465 | 0.9764 |
69 | 6150 | 6140.6592 | 5310.8625 | 6970.4559 | 0.4912 | 0.8415 | 0.5373 | 0.9955 |
70 | 5737 | 5875.4735 | 5045.6764 | 6705.2707 | 0.3718 | 0.2584 | 0.592 | 0.9763 |
71 | 5268 | 5123.424 | 4293.6267 | 5953.2213 | 0.3664 | 0.0736 | 0.18 | 0.5818 |
72 | 5307 | 4748.1798 | 3918.3825 | 5577.9771 | 0.0934 | 0.1098 | 0.2483 | 0.2483 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0696 | -0.1653 | 0.0138 | 782720.4136 | 65226.7011 | 255.3952 |
62 | 0.0886 | -0.1291 | 0.0108 | 360900.9767 | 30075.0814 | 173.4217 |
63 | 0.0788 | -0.0973 | 0.0081 | 269885.1764 | 22490.4314 | 149.9681 |
64 | 0.0748 | -0.0907 | 0.0076 | 262359.11 | 21863.2592 | 147.8623 |
65 | 0.0693 | -5e-04 | 0 | 8.498 | 0.7082 | 0.8415 |
66 | 0.0664 | -0.0544 | 0.0045 | 120117.7329 | 10009.8111 | 100.049 |
67 | 0.075 | -0.0495 | 0.0041 | 78152.349 | 6512.6957 | 80.7013 |
68 | 0.072 | -0.0271 | 0.0023 | 25417.3622 | 2118.1135 | 46.023 |
69 | 0.0689 | 0.0015 | 1e-04 | 87.2507 | 7.2709 | 2.6965 |
70 | 0.0721 | -0.0236 | 0.002 | 19174.919 | 1597.9099 | 39.9739 |
71 | 0.0826 | 0.0282 | 0.0024 | 20902.2189 | 1741.8516 | 41.7355 |
72 | 0.0892 | 0.1177 | 0.0098 | 312279.972 | 26023.331 | 161.3175 |