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 | 10347.7075 | 9790.2809 | 10964.9861 | 0.4204 | 0.9718 | 0.7265 | 0.9718 |
86 | 9511 | 9428.3496 | 8949.6665 | 9955.176 | 0.3792 | 1e-04 | 0.7753 | 0.1179 |
87 | 10402 | 10554.8318 | 9964.3475 | 11211.4328 | 0.3241 | 0.9991 | 0.5953 | 0.9921 |
88 | 9701 | 9946.8603 | 9409.2846 | 10542.3644 | 0.2092 | 0.0671 | 0.734 | 0.7447 |
89 | 10540 | 10500.6762 | 9903.3372 | 11166.153 | 0.4539 | 0.9907 | 0.5125 | 0.9868 |
90 | 10112 | 10280.1753 | 9699.185 | 10926.9585 | 0.3052 | 0.2155 | 0.499 | 0.9469 |
91 | 10915 | 10663.5651 | 10038.2541 | 11362.6635 | 0.2404 | 0.939 | 0.7309 | 0.9949 |
92 | 11183 | 10733.1458 | 10095.1195 | 11447.6164 | 0.1086 | 0.3089 | 0.6008 | 0.9966 |
93 | 10384 | 10579.9702 | 9952.6703 | 11282.2125 | 0.2922 | 0.0462 | 0.3741 | 0.99 |
94 | 10834 | 10711.9748 | 10065.7617 | 11436.9014 | 0.3707 | 0.8124 | 0.4207 | 0.9955 |
95 | 9886 | 9835.1702 | 9274.7964 | 10459.5787 | 0.4366 | 9e-04 | 0.504 | 0.609 |
96 | 10216 | 9974.8874 | 9396.2691 | 10620.9611 | 0.2322 | 0.6063 | 0.7553 | 0.7553 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0304 | 0.0061 | 0 | 4005.9435 | 0 | 0 |
86 | 0.0285 | 0.0088 | 0.0074 | 6831.0894 | 5418.5164 | 73.6106 |
87 | 0.0317 | -0.0145 | 0.0098 | 23357.5597 | 11398.1975 | 106.7623 |
88 | 0.0305 | -0.0247 | 0.0135 | 60447.2798 | 23660.4681 | 153.8196 |
89 | 0.0323 | 0.0037 | 0.0116 | 1546.3591 | 19237.6463 | 138.6998 |
90 | 0.0321 | -0.0164 | 0.0124 | 28282.9287 | 20745.1934 | 144.0319 |
91 | 0.0334 | 0.0236 | 0.014 | 63219.5061 | 26812.9523 | 163.7466 |
92 | 0.034 | 0.0419 | 0.0175 | 202368.8207 | 48757.4359 | 220.8109 |
93 | 0.0339 | -0.0185 | 0.0176 | 38404.3238 | 47607.0901 | 218.1905 |
94 | 0.0345 | 0.0114 | 0.017 | 14890.1487 | 44335.3959 | 210.5597 |
95 | 0.0324 | 0.0052 | 0.0159 | 2583.6734 | 40539.7848 | 201.3449 |
96 | 0.033 | 0.0242 | 0.0166 | 58135.2886 | 42006.0768 | 204.9538 |