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 | 10373.8349 | 9851.3545 | 10896.3153 | 0.4446 | 0.9907 | 0.7909 | 0.9907 |
86 | 9511 | 9506.7215 | 8976.6211 | 10036.8219 | 0.4937 | 4e-04 | 0.8512 | 0.1872 |
87 | 10402 | 10599.9593 | 10062.347 | 11137.5717 | 0.2352 | 1 | 0.677 | 0.9991 |
88 | 9701 | 10002.6151 | 9457.5943 | 10547.6359 | 0.139 | 0.0755 | 0.8115 | 0.821 |
89 | 10540 | 10576.9462 | 10024.6163 | 11129.2761 | 0.4478 | 0.9991 | 0.6212 | 0.9984 |
90 | 10112 | 10363.5709 | 9804.0274 | 10923.1144 | 0.1891 | 0.2683 | 0.6138 | 0.9846 |
91 | 10915 | 10688.9798 | 10122.3145 | 11255.6451 | 0.2172 | 0.977 | 0.8016 | 0.9994 |
92 | 11183 | 10786.3221 | 10212.6234 | 11360.0208 | 0.0877 | 0.3301 | 0.6914 | 0.9998 |
93 | 10384 | 10681.3503 | 10100.7033 | 11261.9972 | 0.1578 | 0.0452 | 0.4816 | 0.9992 |
94 | 10834 | 10802.1739 | 10214.6609 | 11389.6869 | 0.4577 | 0.9185 | 0.5215 | 0.9998 |
95 | 9886 | 9953.5388 | 9359.2391 | 10547.8385 | 0.4119 | 0.0018 | 0.6557 | 0.7521 |
96 | 10216 | 10049.3963 | 9448.3865 | 10650.4061 | 0.2935 | 0.7029 | 0.838 | 0.838 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0257 | 0.0036 | 0 | 1381.2457 | 0 | 0 |
86 | 0.0284 | 5e-04 | 0.002 | 18.3055 | 699.7756 | 26.4533 |
87 | 0.0259 | -0.0187 | 0.0076 | 39187.8949 | 13529.1487 | 116.3149 |
88 | 0.0278 | -0.0302 | 0.0132 | 90971.6549 | 32889.7753 | 181.3554 |
89 | 0.0266 | -0.0035 | 0.0113 | 1365.0232 | 26584.8248 | 163.0485 |
90 | 0.0275 | -0.0243 | 0.0134 | 63287.9136 | 32702.0063 | 180.837 |
91 | 0.027 | 0.0211 | 0.0145 | 51085.1488 | 35328.1695 | 187.9579 |
92 | 0.0271 | 0.0368 | 0.0173 | 157353.3467 | 50581.3167 | 224.9029 |
93 | 0.0277 | -0.0278 | 0.0185 | 88417.1767 | 54785.3011 | 234.0626 |
94 | 0.0277 | 0.0029 | 0.0169 | 1012.9014 | 49408.0611 | 222.2792 |
95 | 0.0305 | -0.0068 | 0.016 | 4561.4919 | 45331.1003 | 212.911 |
96 | 0.0305 | 0.0166 | 0.0161 | 27756.7931 | 43866.5747 | 209.4435 |