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[59]) |
47 | 8683 | - | - | - | - | - | - | - |
48 | 7829 | - | - | - | - | - | - | - |
49 | 6712 | - | - | - | - | - | - | - |
50 | 7354 | - | - | - | - | - | - | - |
51 | 8402 | - | - | - | - | - | - | - |
52 | 8211 | - | - | - | - | - | - | - |
53 | 8377 | - | - | - | - | - | - | - |
54 | 9133 | - | - | - | - | - | - | - |
55 | 8301 | - | - | - | - | - | - | - |
56 | 5932 | - | - | - | - | - | - | - |
57 | 9080 | - | - | - | - | - | - | - |
58 | 9459 | - | - | - | - | - | - | - |
59 | 9647 | - | - | - | - | - | - | - |
60 | 8646 | 8620.9681 | 7321.5007 | 9920.4355 | 0.4849 | 0.0609 | 0.8839 | 0.0609 |
61 | 7503 | 8277.7892 | 6854.6351 | 9700.9434 | 0.143 | 0.306 | 0.9845 | 0.0297 |
62 | 10000 | 8917.4894 | 7344.8539 | 10490.1249 | 0.0886 | 0.961 | 0.9743 | 0.1816 |
63 | 10441 | 10331.4255 | 8576.3889 | 12086.462 | 0.4513 | 0.6444 | 0.9844 | 0.7777 |
64 | 6435 | 8984.6656 | 7112.3699 | 10856.9612 | 0.0038 | 0.0637 | 0.791 | 0.244 |
65 | 8102 | 9939.6014 | 7928.008 | 11951.1948 | 0.0367 | 0.9997 | 0.9361 | 0.6122 |
66 | 9983 | 10230.1235 | 8101.1619 | 12359.0851 | 0.41 | 0.975 | 0.8438 | 0.7043 |
67 | 8662 | 8775.4179 | 6532.0903 | 11018.7456 | 0.4605 | 0.1457 | 0.6607 | 0.2232 |
68 | 6575 | 7638.8389 | 5285.5502 | 9992.1275 | 0.1878 | 0.1971 | 0.9224 | 0.0472 |
69 | 9088 | 9451.4549 | 6995.8758 | 11907.0341 | 0.3859 | 0.9892 | 0.6166 | 0.438 |
70 | 9336 | 10631.9239 | 8075.076 | 13188.7718 | 0.1603 | 0.8817 | 0.8157 | 0.7749 |
71 | 9089 | 11313.5871 | 8661.4612 | 13965.713 | 0.0501 | 0.9281 | 0.891 | 0.891 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
60 | 0.0769 | 0.0029 | 0 | 626.5973 | 0 | 0 |
61 | 0.0877 | -0.0936 | 0.0483 | 600298.3291 | 300462.4632 | 548.1446 |
62 | 0.09 | 0.1214 | 0.0726 | 1171829.2703 | 590918.0655 | 768.712 |
63 | 0.0867 | 0.0106 | 0.0571 | 12006.5771 | 446190.1934 | 667.9747 |
64 | 0.1063 | -0.2838 | 0.1025 | 6500794.5635 | 1657111.0674 | 1287.2883 |
65 | 0.1033 | -0.1849 | 0.1162 | 3376778.9312 | 1943722.3781 | 1394.1744 |
66 | 0.1062 | -0.0242 | 0.103 | 61070.039 | 1674772.0439 | 1294.1298 |
67 | 0.1304 | -0.0129 | 0.0918 | 12863.6253 | 1467033.4916 | 1211.2116 |
68 | 0.1572 | -0.1393 | 0.0971 | 1131753.1399 | 1429780.1192 | 1195.7341 |
69 | 0.1326 | -0.0385 | 0.0912 | 132099.4958 | 1300012.0568 | 1140.1807 |
70 | 0.1227 | -0.1219 | 0.094 | 1679418.8396 | 1334503.5825 | 1155.2072 |
71 | 0.1196 | -0.1966 | 0.1025 | 4948787.7595 | 1635693.9306 | 1278.9425 |