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[72]) |
60 | 6981 | - | - | - | - | - | - | - |
61 | 8454 | - | - | - | - | - | - | - |
62 | 4960 | - | - | - | - | - | - | - |
63 | 4670 | - | - | - | - | - | - | - |
64 | 7638 | - | - | - | - | - | - | - |
65 | 4560 | - | - | - | - | - | - | - |
66 | 3980 | - | - | - | - | - | - | - |
67 | 6825.00000000001 | - | - | - | - | - | - | - |
68 | 3939 | - | - | - | - | - | - | - |
69 | 4079 | - | - | - | - | - | - | - |
70 | 8117.00000000001 | - | - | - | - | - | - | - |
71 | 5121 | - | - | - | - | - | - | - |
72 | 5167 | - | - | - | - | - | - | - |
73 | 7960 | 9618.2929 | 7764.285 | 11861.643 | 0.0737 | 0.9999 | 0.8455 | 0.9999 |
74 | 4670 | 5442.6443 | 4336.8451 | 6796.0326 | 0.1316 | 1e-04 | 0.7577 | 0.6551 |
75 | 4397 | 4771.1069 | 3723.0485 | 6077.6024 | 0.2873 | 0.5603 | 0.5603 | 0.2763 |
76 | 7191 | 8050.0166 | 6335.9966 | 10170.6127 | 0.2136 | 0.9996 | 0.6483 | 0.9961 |
77 | 4293 | 5005.9594 | 3835.441 | 6488.7079 | 0.173 | 0.0019 | 0.7222 | 0.4157 |
78 | 3747 | 4274.9677 | 3261.2808 | 5563.905 | 0.211 | 0.4891 | 0.6731 | 0.0875 |
79 | 6425 | 7203.7781 | 5571.8416 | 9253.9622 | 0.2283 | 0.9995 | 0.6414 | 0.9742 |
80 | 3709 | 4301.9998 | 3271.5672 | 5615.8501 | 0.1882 | 8e-04 | 0.7059 | 0.0985 |
81 | 3840 | 4279.0492 | 3243.1033 | 5603.8497 | 0.258 | 0.8005 | 0.6164 | 0.0945 |
82 | 7642 | 8015.448 | 6178.0009 | 10330.8933 | 0.376 | 0.9998 | 0.4657 | 0.992 |
83 | 4821 | 5677.5657 | 4334.1919 | 7384.7115 | 0.1627 | 0.0121 | 0.7386 | 0.7211 |
84 | 4865 | 5694.2486 | 4339.3468 | 7418.6753 | 0.173 | 0.8395 | 0.7255 | 0.7255 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.119 | -0.1724 | 0 | 2749935.356 | 0 | 0 |
74 | 0.1269 | -0.142 | 0.1572 | 596979.2537 | 1673457.3049 | 1293.6218 |
75 | 0.1397 | -0.0784 | 0.1309 | 139955.9433 | 1162290.1843 | 1078.0956 |
76 | 0.1344 | -0.1067 | 0.1249 | 737909.5176 | 1056195.0177 | 1027.7135 |
77 | 0.1511 | -0.1424 | 0.1284 | 508311.0401 | 946618.2221 | 972.9431 |
78 | 0.1538 | -0.1235 | 0.1276 | 278749.8451 | 835306.826 | 913.9512 |
79 | 0.1452 | -0.1081 | 0.1248 | 606495.3125 | 802619.4669 | 895.8903 |
80 | 0.1558 | -0.1378 | 0.1264 | 351648.7615 | 746248.1287 | 863.8565 |
81 | 0.158 | -0.1026 | 0.1238 | 192764.2375 | 684749.9186 | 827.4962 |
82 | 0.1474 | -0.0466 | 0.1161 | 139463.4269 | 630221.2694 | 793.8648 |
83 | 0.1534 | -0.1509 | 0.1192 | 733704.7283 | 639628.8566 | 799.768 |
84 | 0.1545 | -0.1456 | 0.1214 | 687653.2479 | 643630.8892 | 802.2661 |