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[90]) |
84 | 8718 | - | - | - | - | - | - | - |
85 | 9486 | - | - | - | - | - | - | - |
86 | 9113 | - | - | - | - | - | - | - |
87 | 9025 | - | - | - | - | - | - | - |
88 | 8476 | - | - | - | - | - | - | - |
89 | 7952 | - | - | - | - | - | - | - |
90 | 7759 | - | - | - | - | - | - | - |
91 | 7835 | 8819.5035 | 7941.4446 | 9697.5624 | 0.014 | 0.991 | 0.0684 | 0.991 |
92 | 7600 | 7716.4948 | 6746.2206 | 8686.769 | 0.407 | 0.4054 | 0.0024 | 0.4658 |
93 | 7651 | 7899.0586 | 6909.5426 | 8888.5747 | 0.3116 | 0.7232 | 0.0129 | 0.6093 |
94 | 8319 | 8145.2398 | 7151.5192 | 9138.9603 | 0.3659 | 0.8352 | 0.2571 | 0.7769 |
95 | 8812 | 8206.1679 | 7211.5307 | 9200.8052 | 0.1163 | 0.412 | 0.6918 | 0.8109 |
96 | 8630 | 8962.225 | 7967.4353 | 9957.0147 | 0.2564 | 0.6164 | 0.9911 | 0.9911 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
91 | 0.0508 | -0.1116 | 0 | 969247.1838 | 0 | 0 |
92 | 0.0642 | -0.0151 | 0.0634 | 13571.0401 | 491409.1119 | 701.0058 |
93 | 0.0639 | -0.0314 | 0.0527 | 61533.0913 | 348117.105 | 590.0145 |
94 | 0.0622 | 0.0213 | 0.0449 | 30192.6174 | 268635.9831 | 518.3011 |
95 | 0.0618 | 0.0738 | 0.0507 | 367032.4783 | 288315.2822 | 536.95 |
96 | 0.0566 | -0.0371 | 0.0484 | 110373.4489 | 258658.31 | 508.5846 |