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 | 26008 | - | - | - | - | - | - | - |
48 | 26632 | - | - | - | - | - | - | - |
49 | 27010 | - | - | - | - | - | - | - |
50 | 27041 | - | - | - | - | - | - | - |
51 | 27244 | - | - | - | - | - | - | - |
52 | 26976 | - | - | - | - | - | - | - |
53 | 26715 | - | - | - | - | - | - | - |
54 | 27017 | - | - | - | - | - | - | - |
55 | 27714 | - | - | - | - | - | - | - |
56 | 27655 | - | - | - | - | - | - | - |
57 | 27103 | - | - | - | - | - | - | - |
58 | 27088 | - | - | - | - | - | - | - |
59 | 26968 | - | - | - | - | - | - | - |
60 | 27770 | 27300.0426 | 26772.9717 | 27827.1134 | 0.0403 | 0.8915 | 0.9935 | 0.8915 |
61 | 27616 | 27349.154 | 26500.0159 | 28198.2921 | 0.269 | 0.1657 | 0.7831 | 0.8105 |
62 | 27481 | 27276.946 | 26117.0777 | 28436.8144 | 0.3651 | 0.2833 | 0.6549 | 0.6992 |
63 | 27279 | 27227.6908 | 25748.3244 | 28707.0572 | 0.4729 | 0.3686 | 0.4914 | 0.6346 |
64 | 26918 | 27152.7595 | 25344.0003 | 28961.5187 | 0.3996 | 0.4456 | 0.5759 | 0.5793 |
65 | 26503 | 26965.9317 | 24818.3136 | 29113.5497 | 0.3363 | 0.5174 | 0.5906 | 0.4992 |
66 | 26547 | 26945.7934 | 24450.755 | 29440.8317 | 0.377 | 0.636 | 0.4777 | 0.493 |
67 | 27467 | 27634.5314 | 24784.5517 | 30484.511 | 0.4541 | 0.7727 | 0.4782 | 0.6767 |
68 | 27305 | 27587.1409 | 24375.7518 | 30798.53 | 0.4316 | 0.5292 | 0.4835 | 0.6472 |
69 | 26259 | 27146.4244 | 23568.1768 | 30724.6719 | 0.3135 | 0.4654 | 0.5095 | 0.5389 |
70 | 26048 | 27131.9879 | 23182.4023 | 31081.5735 | 0.2953 | 0.6676 | 0.5087 | 0.5324 |
71 | 25743 | 27098.6425 | 22774.1558 | 31423.1292 | 0.2695 | 0.683 | 0.5236 | 0.5236 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
60 | 0.0099 | 0.0172 | 0 | 220859.9719 | 0 | 0 |
61 | 0.0158 | 0.0098 | 0.0135 | 71206.7821 | 146033.377 | 382.1431 |
62 | 0.0217 | 0.0075 | 0.0115 | 41638.0281 | 111234.9274 | 333.519 |
63 | 0.0277 | 0.0019 | 0.0091 | 2632.6368 | 84084.3547 | 289.973 |
64 | 0.034 | -0.0086 | 0.009 | 55112.0278 | 78289.8893 | 279.8033 |
65 | 0.0406 | -0.0172 | 0.0104 | 214305.7353 | 100959.197 | 317.7408 |
66 | 0.0472 | -0.0148 | 0.011 | 159036.164 | 109255.9066 | 330.5388 |
67 | 0.0526 | -0.0061 | 0.0104 | 28066.7549 | 99107.2626 | 314.8131 |
68 | 0.0594 | -0.0102 | 0.0104 | 79603.5038 | 96940.1783 | 311.3522 |
69 | 0.0673 | -0.0327 | 0.0126 | 787522.0326 | 165998.3637 | 407.429 |
70 | 0.0743 | -0.04 | 0.0151 | 1175029.7725 | 257728.4918 | 507.6697 |
71 | 0.0814 | -0.05 | 0.018 | 1837766.6574 | 389398.3389 | 624.0179 |