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[91]) |
79 | 5611 | - | - | - | - | - | - | - |
80 | 5788 | - | - | - | - | - | - | - |
81 | 6204 | - | - | - | - | - | - | - |
82 | 3013 | - | - | - | - | - | - | - |
83 | 1931 | - | - | - | - | - | - | - |
84 | 2549 | - | - | - | - | - | - | - |
85 | 1504 | - | - | - | - | - | - | - |
86 | 2090 | - | - | - | - | - | - | - |
87 | 2702 | - | - | - | - | - | - | - |
88 | 2939 | - | - | - | - | - | - | - |
89 | 4500 | - | - | - | - | - | - | - |
90 | 6208 | - | - | - | - | - | - | - |
91 | 6415 | - | - | - | - | - | - | - |
92 | 5657 | 5660.1215 | 5012.8495 | 6307.3936 | 0.4962 | 0.0111 | 0.3493 | 0.0111 |
93 | 5964 | 6221.9845 | 5558.8355 | 6885.1335 | 0.2229 | 0.9525 | 0.5212 | 0.2842 |
94 | 3163 | 3257.0552 | 2593.9084 | 3920.2021 | 0.3905 | 0 | 0.7646 | 0 |
95 | 1997 | 1988.0094 | 1313.2596 | 2662.7593 | 0.4896 | 3e-04 | 0.5658 | 0 |
96 | 2422 | 2639.6324 | 1963.9265 | 3315.3383 | 0.2639 | 0.9688 | 0.6037 | 0 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
92 | 0.0583 | -6e-04 | 0 | 9.744 | 0 | 0 |
93 | 0.0544 | -0.0415 | 0.021 | 66556.0045 | 33282.8742 | 182.4359 |
94 | 0.1039 | -0.0289 | 0.0236 | 8846.3894 | 25137.3793 | 158.5477 |
95 | 0.1732 | 0.0045 | 0.0189 | 80.83 | 18873.242 | 137.3799 |
96 | 0.1306 | -0.0824 | 0.0316 | 47363.8656 | 24571.3667 | 156.7526 |