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 | 9383 | - | - | - | - | - | - | - |
49 | 9706 | - | - | - | - | - | - | - |
50 | 8579 | - | - | - | - | - | - | - |
51 | 9474 | - | - | - | - | - | - | - |
52 | 8318 | - | - | - | - | - | - | - |
53 | 8213 | - | - | - | - | - | - | - |
54 | 8059 | - | - | - | - | - | - | - |
55 | 9111 | - | - | - | - | - | - | - |
56 | 7708 | - | - | - | - | - | - | - |
57 | 7680 | - | - | - | - | - | - | - |
58 | 8014 | - | - | - | - | - | - | - |
59 | 8007 | - | - | - | - | - | - | - |
60 | 8718 | - | - | - | - | - | - | - |
61 | 9486 | 9544.1886 | 8768.7832 | 10319.594 | 0.4415 | 0.9816 | 0.3413 | 0.9816 |
62 | 9113 | 8883.8434 | 8014.314 | 9753.3727 | 0.3027 | 0.0873 | 0.754 | 0.6457 |
63 | 9025 | 9926.0976 | 9033.9369 | 10818.2583 | 0.0239 | 0.963 | 0.8397 | 0.996 |
64 | 8476 | 8358.3615 | 7460.4654 | 9256.2576 | 0.3987 | 0.0728 | 0.5351 | 0.2162 |
65 | 7952 | 8336.0005 | 7436.6334 | 9235.3675 | 0.2013 | 0.3801 | 0.6057 | 0.2026 |
66 | 7759 | 8072.1005 | 7172.355 | 8971.846 | 0.2476 | 0.6032 | 0.5114 | 0.0797 |
67 | 7835 | 8237.4639 | 7337.621 | 9137.3068 | 0.1903 | 0.8513 | 0.0285 | 0.1476 |
68 | 7600 | 7590.9195 | 6691.0516 | 8490.7875 | 0.4921 | 0.2975 | 0.3994 | 0.007 |
69 | 7651 | 7579.0589 | 6679.1844 | 8478.9333 | 0.4377 | 0.4818 | 0.413 | 0.0066 |
70 | 8319 | 8175.1144 | 7275.2383 | 9074.9905 | 0.377 | 0.8732 | 0.6372 | 0.1185 |
71 | 8812 | 8039.9128 | 7140.0362 | 8939.7893 | 0.0463 | 0.2716 | 0.5286 | 0.0698 |
72 | 8630 | 9106.5011 | 8206.6245 | 10006.3778 | 0.1497 | 0.7394 | 0.8013 | 0.8013 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0415 | -0.0061 | 0 | 3385.9149 | 0 | 0 |
62 | 0.0499 | 0.0258 | 0.0159 | 52512.759 | 27949.3369 | 167.1806 |
63 | 0.0459 | -0.0908 | 0.0409 | 811976.901 | 289291.8583 | 537.8586 |
64 | 0.0548 | 0.0141 | 0.0342 | 13838.8145 | 220428.5973 | 469.4982 |
65 | 0.055 | -0.0461 | 0.0366 | 147456.3595 | 205834.1498 | 453.6895 |
66 | 0.0569 | -0.0388 | 0.0369 | 98031.9219 | 187867.1118 | 433.4364 |
67 | 0.0557 | -0.0489 | 0.0386 | 161977.1728 | 184168.5491 | 429.1486 |
68 | 0.0605 | 0.0012 | 0.034 | 82.4549 | 161157.7873 | 401.4446 |
69 | 0.0606 | 0.0095 | 0.0312 | 5175.5243 | 143826.4247 | 379.2445 |
70 | 0.0562 | 0.0176 | 0.0299 | 20703.0655 | 131514.0888 | 362.6487 |
71 | 0.0571 | 0.096 | 0.0359 | 596118.6835 | 173750.8702 | 416.8343 |
72 | 0.0504 | -0.0523 | 0.0373 | 227053.3189 | 178192.7409 | 422.1288 |