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 | 7985.7407 | 6570.8925 | 9400.5889 | 0.1802 | 0.0107 | 0.5859 | 0.0107 |
61 | 7503 | 8376.1608 | 6793.2411 | 9959.0804 | 0.1398 | 0.3691 | 0.9803 | 0.0578 |
62 | 10000 | 8764.9328 | 7030.1493 | 10499.7163 | 0.0814 | 0.923 | 0.9445 | 0.1595 |
63 | 10441 | 11035.0916 | 9160.7083 | 12909.475 | 0.2672 | 0.8605 | 0.9971 | 0.9267 |
64 | 6435 | 9560.4905 | 7556.207 | 11564.7739 | 0.0011 | 0.1946 | 0.9065 | 0.4663 |
65 | 8102 | 10404.1672 | 8277.905 | 12530.4295 | 0.0169 | 0.9999 | 0.9692 | 0.7574 |
66 | 9983 | 10638.9973 | 8397.3839 | 12880.6106 | 0.2831 | 0.9867 | 0.906 | 0.8071 |
67 | 8662 | 9475.1821 | 7123.8698 | 11826.4944 | 0.2489 | 0.336 | 0.8362 | 0.4431 |
68 | 6575 | 7745.8234 | 5289.7069 | 10201.94 | 0.1751 | 0.2324 | 0.9261 | 0.0646 |
69 | 9088 | 9993.489 | 7436.8608 | 12550.1172 | 0.2438 | 0.9956 | 0.7581 | 0.6047 |
70 | 9336 | 11048.0052 | 8394.6701 | 13701.3403 | 0.103 | 0.9262 | 0.8798 | 0.8496 |
71 | 9089 | 11218.9302 | 8472.2911 | 13965.5692 | 0.0643 | 0.9105 | 0.869 | 0.869 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
60 | 0.0904 | 0.0827 | 0 | 435942.3753 | 0 | 0 |
61 | 0.0964 | -0.1042 | 0.0935 | 762409.7384 | 599176.0569 | 774.0646 |
62 | 0.101 | 0.1409 | 0.1093 | 1525391.0958 | 907914.4032 | 952.8454 |
63 | 0.0867 | -0.0538 | 0.0954 | 352944.8771 | 769172.0216 | 877.0245 |
64 | 0.107 | -0.3269 | 0.1417 | 9768690.6462 | 2569075.7466 | 1602.8337 |
65 | 0.1043 | -0.2213 | 0.155 | 5299973.9975 | 3024225.4551 | 1739.03 |
66 | 0.1075 | -0.0617 | 0.1416 | 430332.4261 | 2653669.3081 | 1629.0087 |
67 | 0.1266 | -0.0858 | 0.1347 | 661265.1918 | 2404618.7935 | 1550.6833 |
68 | 0.1618 | -0.1512 | 0.1365 | 1370827.5064 | 2289753.095 | 1513.193 |
69 | 0.1305 | -0.0906 | 0.1319 | 819910.3147 | 2142768.8169 | 1463.8199 |
70 | 0.1225 | -0.155 | 0.134 | 2930961.7886 | 2214422.7234 | 1488.0937 |
71 | 0.1249 | -0.1899 | 0.1387 | 4536602.4757 | 2407937.7028 | 1551.7531 |