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 | 3127 | - | - | - | - | - | - | - |
49 | 3777 | - | - | - | - | - | - | - |
50 | 3322 | - | - | - | - | - | - | - |
51 | 3899 | - | - | - | - | - | - | - |
52 | 4033 | - | - | - | - | - | - | - |
53 | 4463 | - | - | - | - | - | - | - |
54 | 4819 | - | - | - | - | - | - | - |
55 | 4246 | - | - | - | - | - | - | - |
56 | 4255 | - | - | - | - | - | - | - |
57 | 4760 | - | - | - | - | - | - | - |
58 | 4581 | - | - | - | - | - | - | - |
59 | 4309 | - | - | - | - | - | - | - |
60 | 4016 | - | - | - | - | - | - | - |
61 | 3601 | 4133.3428 | 3573.4399 | 4693.2457 | 0.0312 | 0.6594 | 0.8939 | 0.6594 |
62 | 3257 | 3563.1804 | 2928.485 | 4197.8758 | 0.1722 | 0.4535 | 0.7718 | 0.081 |
63 | 3823 | 4046.5318 | 3392.0834 | 4700.9801 | 0.2516 | 0.991 | 0.6707 | 0.5364 |
64 | 3940 | 4100.5249 | 3440.5551 | 4760.4948 | 0.3168 | 0.7951 | 0.5795 | 0.5991 |
65 | 4534 | 4528.2679 | 3866.7329 | 5189.803 | 0.4932 | 0.9593 | 0.5767 | 0.9355 |
66 | 4575 | 4733.7883 | 4071.8078 | 5395.7687 | 0.3191 | 0.7229 | 0.4004 | 0.9832 |
67 | 3953 | 4127.7011 | 3465.5938 | 4789.8085 | 0.3025 | 0.0927 | 0.3631 | 0.6296 |
68 | 4206 | 4241.7619 | 3579.6184 | 4903.9055 | 0.4578 | 0.8037 | 0.4844 | 0.748 |
69 | 4649 | 4667.0547 | 4004.9009 | 5329.2086 | 0.4787 | 0.9138 | 0.3916 | 0.973 |
70 | 4353 | 4505.7193 | 3843.5625 | 5167.8761 | 0.3256 | 0.3357 | 0.4118 | 0.9264 |
71 | 3835 | 3882.0034 | 3219.8458 | 4544.161 | 0.4447 | 0.0816 | 0.1031 | 0.3458 |
72 | 3944 | 3666.8941 | 3004.7362 | 4329.052 | 0.206 | 0.3094 | 0.1507 | 0.1507 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0691 | -0.1288 | 0.0107 | 283388.871 | 23615.7393 | 153.6741 |
62 | 0.0909 | -0.0859 | 0.0072 | 93746.4438 | 7812.2037 | 88.3867 |
63 | 0.0825 | -0.0552 | 0.0046 | 49966.4472 | 4163.8706 | 64.5281 |
64 | 0.0821 | -0.0391 | 0.0033 | 25768.2473 | 2147.3539 | 46.3396 |
65 | 0.0745 | 0.0013 | 1e-04 | 32.8564 | 2.738 | 1.6547 |
66 | 0.0713 | -0.0335 | 0.0028 | 25213.7084 | 2101.1424 | 45.8382 |
67 | 0.0818 | -0.0423 | 0.0035 | 30520.4875 | 2543.374 | 50.4319 |
68 | 0.0796 | -0.0084 | 7e-04 | 1278.9158 | 106.5763 | 10.3236 |
69 | 0.0724 | -0.0039 | 3e-04 | 325.9734 | 27.1644 | 5.212 |
70 | 0.075 | -0.0339 | 0.0028 | 23323.196 | 1943.5997 | 44.0863 |
71 | 0.087 | -0.0121 | 0.001 | 2209.319 | 184.1099 | 13.5687 |
72 | 0.0921 | 0.0756 | 0.0063 | 76787.6769 | 6398.9731 | 79.9936 |