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 | 9383 | - | - | - | - | - | - | - |
73 | 9706 | - | - | - | - | - | - | - |
74 | 8579 | - | - | - | - | - | - | - |
75 | 9474 | - | - | - | - | - | - | - |
76 | 8318 | - | - | - | - | - | - | - |
77 | 8213 | - | - | - | - | - | - | - |
78 | 8059 | - | - | - | - | - | - | - |
79 | 9111 | - | - | - | - | - | - | - |
80 | 7708 | - | - | - | - | - | - | - |
81 | 7680 | - | - | - | - | - | - | - |
82 | 8014 | - | - | - | - | - | - | - |
83 | 8007 | - | - | - | - | - | - | - |
84 | 8718 | - | - | - | - | - | - | - |
85 | 9486 | 9605.9023 | 8752.0819 | 10459.7227 | 0.3916 | 0.9792 | 0.4091 | 0.9792 |
86 | 9113 | 8676.4672 | 7749.6882 | 9603.2462 | 0.178 | 0.0434 | 0.5817 | 0.465 |
87 | 9025 | 9548.323 | 8609.136 | 10487.5099 | 0.1374 | 0.8182 | 0.5616 | 0.9584 |
88 | 8476 | 8396.8443 | 7455.4631 | 9338.2255 | 0.4345 | 0.0955 | 0.5652 | 0.2519 |
89 | 7952 | 8285.4883 | 7343.7166 | 9227.26 | 0.2438 | 0.3459 | 0.56 | 0.184 |
90 | 7759 | 8064.7015 | 7122.8602 | 9006.5428 | 0.2623 | 0.5927 | 0.5047 | 0.087 |
91 | 7835 | 8526.6613 | 7584.8076 | 9468.515 | 0.075 | 0.9449 | 0.112 | 0.3453 |
92 | 7600 | 7763.9932 | 6822.1373 | 8705.8491 | 0.3665 | 0.4413 | 0.5464 | 0.0236 |
93 | 7651 | 7682.8197 | 6740.9634 | 8624.6759 | 0.4736 | 0.5684 | 0.5023 | 0.0156 |
94 | 8319 | 8192.744 | 7250.8878 | 9134.6003 | 0.3964 | 0.8702 | 0.645 | 0.1372 |
95 | 8812 | 8105.9878 | 7164.1319 | 9047.8437 | 0.0709 | 0.3288 | 0.5816 | 0.1014 |
96 | 8630 | 9128.23 | 8186.3761 | 10070.084 | 0.1499 | 0.7448 | 0.8034 | 0.8034 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0453 | -0.0125 | 0 | 14376.565 | 0 | 0 |
86 | 0.0545 | 0.0503 | 0.0314 | 190560.9052 | 102468.7351 | 320.1074 |
87 | 0.0502 | -0.0548 | 0.0392 | 273866.9253 | 159601.4651 | 399.5015 |
88 | 0.0572 | 0.0094 | 0.0318 | 6265.6243 | 121267.5049 | 348.2348 |
89 | 0.058 | -0.0402 | 0.0335 | 111214.4202 | 119256.888 | 345.3359 |
90 | 0.0596 | -0.0379 | 0.0342 | 93453.3936 | 114956.3056 | 339.0521 |
91 | 0.0564 | -0.0811 | 0.0409 | 478395.3298 | 166876.1662 | 408.5048 |
92 | 0.0619 | -0.0211 | 0.0384 | 26893.7656 | 149378.3661 | 386.495 |
93 | 0.0625 | -0.0041 | 0.0346 | 1012.4914 | 132893.2689 | 364.5453 |
94 | 0.0587 | 0.0154 | 0.0327 | 15940.5691 | 121197.9989 | 348.135 |
95 | 0.0593 | 0.0871 | 0.0376 | 498453.2165 | 155493.9278 | 394.3272 |
96 | 0.0526 | -0.0546 | 0.0391 | 248233.173 | 163222.1982 | 404.0077 |