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 | 5660.1406 | 5012.8689 | 6307.4124 | 0.4962 | 0.0111 | 0.3493 | 0.0111 |
93 | 5964 | 6221.9858 | 5558.8387 | 6885.1329 | 0.2229 | 0.9525 | 0.5212 | 0.2842 |
94 | 3163 | 3257.0559 | 2593.9109 | 3920.2009 | 0.3905 | 0 | 0.7646 | 0 |
95 | 1997 | 1988.0194 | 1313.2717 | 2662.7671 | 0.4896 | 3e-04 | 0.5658 | 0 |
96 | 2422 | 2639.6394 | 1963.9354 | 3315.3433 | 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 | 9.8636 | 0 | 0 |
93 | 0.0544 | -0.0415 | 0.021 | 66556.6741 | 33283.2688 | 182.437 |
94 | 0.1039 | -0.0289 | 0.0236 | 8846.5126 | 25137.6834 | 158.5487 |
95 | 0.1732 | 0.0045 | 0.0189 | 80.6511 | 18873.4254 | 137.3806 |
96 | 0.1306 | -0.0825 | 0.0316 | 47366.8962 | 24572.1195 | 156.755 |