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 | 3129 | - | - | - | - | - | - | - |
48 | 2959 | - | - | - | - | - | - | - |
49 | 3060 | - | - | - | - | - | - | - |
50 | 2898 | - | - | - | - | - | - | - |
51 | 2783 | - | - | - | - | - | - | - |
52 | 2632 | - | - | - | - | - | - | - |
53 | 2465 | - | - | - | - | - | - | - |
54 | 2689 | - | - | - | - | - | - | - |
55 | 3321 | - | - | - | - | - | - | - |
56 | 3359 | - | - | - | - | - | - | - |
57 | 4108 | - | - | - | - | - | - | - |
58 | 3407 | - | - | - | - | - | - | - |
59 | 3241 | - | - | - | - | - | - | - |
60 | 3013 | 3019.1204 | 2734.0017 | 3304.2392 | 0.4832 | 0.0636 | 0.6603 | 0.0636 |
61 | 3067 | 3096.7148 | 2673.8512 | 3519.5784 | 0.4452 | 0.651 | 0.5676 | 0.2518 |
62 | 2965 | 2922.0311 | 2382.7072 | 3461.355 | 0.438 | 0.2992 | 0.5348 | 0.1232 |
63 | 2823 | 2788.706 | 2143.9499 | 3433.4622 | 0.4585 | 0.296 | 0.5069 | 0.0846 |
64 | 2718 | 2642.0196 | 1899.2921 | 3384.7472 | 0.4205 | 0.3165 | 0.5105 | 0.057 |
65 | 2567 | 2469.6599 | 1634.7293 | 3304.5905 | 0.4096 | 0.28 | 0.5044 | 0.0351 |
66 | 2658 | 2683.2095 | 1760.8754 | 3605.5435 | 0.4786 | 0.5975 | 0.4951 | 0.1179 |
67 | 3436 | 3329.4411 | 2323.8675 | 4335.0147 | 0.4177 | 0.9047 | 0.5066 | 0.5684 |
68 | 3375 | 3342.4106 | 2257.2994 | 4427.5219 | 0.4765 | 0.4329 | 0.488 | 0.5727 |
69 | 3931 | 4050.0287 | 2888.7203 | 5211.3371 | 0.4204 | 0.8727 | 0.461 | 0.9139 |
70 | 3371 | 3479.155 | 2244.6918 | 4713.6182 | 0.4318 | 0.2366 | 0.5456 | 0.6473 |
71 | 3038 | 3313.9182 | 2009.088 | 4618.7484 | 0.3393 | 0.4658 | 0.5436 | 0.5436 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
60 | 0.0482 | -0.002 | 0 | 37.4598 | 0 | 0 |
61 | 0.0697 | -0.0096 | 0.0058 | 882.9695 | 460.2147 | 21.4526 |
62 | 0.0942 | 0.0147 | 0.0088 | 1846.3256 | 922.2516 | 30.3686 |
63 | 0.118 | 0.0123 | 0.0097 | 1176.0754 | 985.7076 | 31.396 |
64 | 0.1434 | 0.0288 | 0.0135 | 5773.0156 | 1943.1692 | 44.0814 |
65 | 0.1725 | 0.0394 | 0.0178 | 9475.0974 | 3198.4905 | 56.5552 |
66 | 0.1754 | -0.0094 | 0.0166 | 635.5182 | 2832.3516 | 53.2198 |
67 | 0.1541 | 0.032 | 0.0185 | 11354.7991 | 3897.6576 | 62.4312 |
68 | 0.1656 | 0.0098 | 0.0175 | 1062.0663 | 3582.5919 | 59.8548 |
69 | 0.1463 | -0.0294 | 0.0187 | 14167.8273 | 4641.1154 | 68.1257 |
70 | 0.181 | -0.0311 | 0.0199 | 11697.5087 | 5282.6057 | 72.6815 |
71 | 0.2009 | -0.0833 | 0.0251 | 76130.8545 | 11186.6264 | 105.7668 |