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[60]) |
48 | 10443 | - | - | - | - | - | - | - |
49 | 10357 | - | - | - | - | - | - | - |
50 | 8586 | - | - | - | - | - | - | - |
51 | 8892 | - | - | - | - | - | - | - |
52 | 8329 | - | - | - | - | - | - | - |
53 | 8101 | - | - | - | - | - | - | - |
54 | 7922 | - | - | - | - | - | - | - |
55 | 8120 | - | - | - | - | - | - | - |
56 | 7838 | - | - | - | - | - | - | - |
57 | 7735 | - | - | - | - | - | - | - |
58 | 8406 | - | - | - | - | - | - | - |
59 | 8209 | - | - | - | - | - | - | - |
60 | 9451 | - | - | - | - | - | - | - |
61 | 10041 | 9727.2855 | 8955.5665 | 10499.0046 | 0.2128 | 0.7586 | 0.0549 | 0.7586 |
62 | 9411 | 8486.7582 | 7623.6495 | 9349.8669 | 0.0179 | 2e-04 | 0.4108 | 0.0143 |
63 | 10405 | 8956.0809 | 8059.6796 | 9852.4823 | 8e-04 | 0.1599 | 0.5557 | 0.1396 |
64 | 8467 | 8535.7871 | 7619.9201 | 9451.6541 | 0.4415 | 0 | 0.6709 | 0.0251 |
65 | 8464 | 8065.2671 | 7134.2119 | 8996.3222 | 0.2006 | 0.1989 | 0.47 | 0.0018 |
66 | 8102 | 7849.9754 | 6905.2967 | 8794.654 | 0.3005 | 0.1013 | 0.4406 | 4e-04 |
67 | 7627 | 8022.1962 | 7064.5611 | 8979.8314 | 0.2093 | 0.4351 | 0.4207 | 0.0017 |
68 | 7513 | 8052.7718 | 7082.5263 | 9023.0173 | 0.1378 | 0.8051 | 0.6678 | 0.0024 |
69 | 7510 | 7770.0555 | 6787.4253 | 8752.6858 | 0.302 | 0.6959 | 0.5279 | 4e-04 |
70 | 8291 | 8295.9384 | 7301.1012 | 9290.7757 | 0.4961 | 0.9392 | 0.4142 | 0.0114 |
71 | 8064 | 8202.281 | 7195.3936 | 9209.1685 | 0.3939 | 0.4314 | 0.4948 | 0.0075 |
72 | 9383 | 9788.3288 | 8769.5369 | 10807.1208 | 0.2178 | 0.9995 | 0.7418 | 0.7418 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0405 | 0.0323 | 0 | 98416.7598 | 0 | 0 |
62 | 0.0519 | 0.1089 | 0.0706 | 854222.8906 | 476319.8252 | 690.1593 |
63 | 0.0511 | 0.1618 | 0.101 | 2099366.441 | 1017335.3638 | 1008.6304 |
64 | 0.0547 | -0.0081 | 0.0777 | 4731.667 | 764184.4396 | 874.1764 |
65 | 0.0589 | 0.0494 | 0.0721 | 158987.948 | 643145.1413 | 801.9633 |
66 | 0.0614 | 0.0321 | 0.0654 | 63516.4054 | 546540.3519 | 739.2837 |
67 | 0.0609 | -0.0493 | 0.0631 | 156180.0606 | 490774.596 | 700.5531 |
68 | 0.0615 | -0.067 | 0.0636 | 291353.5751 | 465846.9684 | 682.5298 |
69 | 0.0645 | -0.0335 | 0.0603 | 67628.8672 | 421600.5127 | 649.3077 |
70 | 0.0612 | -6e-04 | 0.0543 | 24.388 | 379442.9003 | 615.9894 |
71 | 0.0626 | -0.0169 | 0.0509 | 19121.6461 | 346686.4226 | 588.8008 |
72 | 0.0531 | -0.0414 | 0.0501 | 164291.4662 | 331486.8429 | 575.7489 |