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[84]) |
72 | 9963 | - | - | - | - | - | - | - |
73 | 10158 | - | - | - | - | - | - | - |
74 | 9225 | - | - | - | - | - | - | - |
75 | 10474 | - | - | - | - | - | - | - |
76 | 9757 | - | - | - | - | - | - | - |
77 | 10490 | - | - | - | - | - | - | - |
78 | 10281 | - | - | - | - | - | - | - |
79 | 10444 | - | - | - | - | - | - | - |
80 | 10640 | - | - | - | - | - | - | - |
81 | 10695 | - | - | - | - | - | - | - |
82 | 10786 | - | - | - | - | - | - | - |
83 | 9832 | - | - | - | - | - | - | - |
84 | 9747 | - | - | - | - | - | - | - |
85 | 10411 | 10347.4297 | 9790.0277 | 10964.68 | 0.42 | 0.9717 | 0.7262 | 0.9717 |
86 | 9511 | 9428.0765 | 8949.4175 | 9954.8753 | 0.3788 | 1e-04 | 0.775 | 0.1177 |
87 | 10402 | 10554.4644 | 9964.019 | 11211.0199 | 0.3245 | 0.9991 | 0.5949 | 0.992 |
88 | 9701 | 9946.4787 | 9408.9461 | 10541.9324 | 0.2095 | 0.0669 | 0.7336 | 0.7443 |
89 | 10540 | 10500.2355 | 9902.9542 | 11165.6439 | 0.4534 | 0.9907 | 0.512 | 0.9867 |
90 | 10112 | 10279.7071 | 9698.7838 | 10926.4106 | 0.3056 | 0.2151 | 0.4984 | 0.9468 |
91 | 10915 | 10663.0036 | 10037.7813 | 11361.9956 | 0.2399 | 0.9388 | 0.7304 | 0.9949 |
92 | 11183 | 10732.5499 | 10094.6275 | 11446.8952 | 0.1082 | 0.3083 | 0.6002 | 0.9966 |
93 | 10384 | 10579.3645 | 9952.1796 | 11281.4676 | 0.2927 | 0.046 | 0.3734 | 0.9899 |
94 | 10834 | 10711.3137 | 10065.2363 | 11436.0751 | 0.37 | 0.812 | 0.42 | 0.9954 |
95 | 9886 | 9834.5652 | 9274.3206 | 10458.8179 | 0.4359 | 9e-04 | 0.5032 | 0.6083 |
96 | 10216 | 9974.2112 | 9395.745 | 10620.1004 | 0.2316 | 0.6055 | 0.7547 | 0.7547 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0304 | 0.0061 | 0 | 4041.1795 | 0 | 0 |
86 | 0.0285 | 0.0088 | 0.0075 | 6876.3082 | 5458.7439 | 73.8833 |
87 | 0.0317 | -0.0144 | 0.0098 | 23245.4073 | 11387.6317 | 106.7128 |
88 | 0.0305 | -0.0247 | 0.0135 | 60259.7839 | 23605.6697 | 153.6414 |
89 | 0.0323 | 0.0038 | 0.0116 | 1581.2169 | 19200.7792 | 138.5669 |
90 | 0.0321 | -0.0163 | 0.0124 | 28125.6699 | 20688.261 | 143.8341 |
91 | 0.0334 | 0.0236 | 0.014 | 63502.17 | 26804.5337 | 163.7209 |
92 | 0.034 | 0.042 | 0.0175 | 202905.2478 | 48817.1229 | 220.946 |
93 | 0.0339 | -0.0185 | 0.0176 | 38167.3042 | 47633.8097 | 218.2517 |
94 | 0.0345 | 0.0115 | 0.017 | 15051.9219 | 44375.621 | 210.6552 |
95 | 0.0324 | 0.0052 | 0.0159 | 2645.5351 | 40581.9768 | 201.4497 |
96 | 0.033 | 0.0242 | 0.0166 | 58461.8351 | 42071.965 | 205.1145 |