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[63]) |
51 | 9946 | - | - | - | - | - | - | - |
52 | 9701 | - | - | - | - | - | - | - |
53 | 9049 | - | - | - | - | - | - | - |
54 | 10190 | - | - | - | - | - | - | - |
55 | 9706 | - | - | - | - | - | - | - |
56 | 9765 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9994 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 10014.5044 | 9449.7223 | 10595.6778 | 0.3904 | 0.7441 | 0.8548 | 0.7441 |
65 | 9115 | 9238.7178 | 8692.845 | 9801.2118 | 0.3332 | 0.0014 | 0.7457 | 0.0214 |
66 | 10411 | 10179.7313 | 9596.4978 | 10780.169 | 0.2251 | 0.9997 | 0.4866 | 0.8799 |
67 | 9678 | 9799.9722 | 9211.4209 | 10406.7482 | 0.3468 | 0.0242 | 0.6193 | 0.4742 |
68 | 10408 | 9793.0544 | 9190.729 | 10414.4955 | 0.0262 | 0.6417 | 0.5353 | 0.4661 |
69 | 10153 | 10003.6224 | 9381.2076 | 10646.027 | 0.3243 | 0.1086 | 0.6321 | 0.7123 |
70 | 10368 | 10417.2847 | 9768.1993 | 11087.2476 | 0.4427 | 0.7803 | 0.8922 | 0.9597 |
71 | 10581 | 10460.0437 | 9796.1693 | 11145.6817 | 0.3648 | 0.6038 | 0.5308 | 0.9663 |
72 | 10597 | 10191.1076 | 9523.0091 | 10881.8541 | 0.1247 | 0.1343 | 0.6312 | 0.8538 |
73 | 10680 | 10171.1506 | 9490.9991 | 10874.837 | 0.0782 | 0.1178 | 0.5654 | 0.836 |
74 | 9738 | 9458.0538 | 8790.6065 | 10149.9213 | 0.2139 | 3e-04 | 0.7068 | 0.1526 |
75 | 9556 | 10050.6624 | 9350.1015 | 10776.5288 | 0.0908 | 0.8007 | 0.7333 | 0.7333 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0296 | 0.0082 | 0 | 6805.5289 | 0 | 0 |
65 | 0.0311 | -0.0134 | 0.0108 | 15306.0822 | 11055.8056 | 105.1466 |
66 | 0.0301 | 0.0227 | 0.0148 | 53485.2125 | 25198.9412 | 158.7417 |
67 | 0.0316 | -0.0124 | 0.0142 | 14877.226 | 22618.5124 | 150.3945 |
68 | 0.0324 | 0.0628 | 0.0239 | 378158.0341 | 93726.4167 | 306.1477 |
69 | 0.0328 | 0.0149 | 0.0224 | 22313.6821 | 81824.2943 | 286.0495 |
70 | 0.0328 | -0.0047 | 0.0199 | 2428.9848 | 70482.1072 | 265.4847 |
71 | 0.0334 | 0.0116 | 0.0189 | 14630.427 | 63500.6472 | 251.9933 |
72 | 0.0346 | 0.0398 | 0.0212 | 164748.6087 | 74750.4207 | 273.4052 |
73 | 0.0353 | 0.05 | 0.0241 | 258927.6637 | 93168.145 | 305.2346 |
74 | 0.0373 | 0.0296 | 0.0246 | 78369.857 | 91822.8461 | 303.0228 |
75 | 0.0368 | -0.0492 | 0.0266 | 244690.9211 | 104561.8523 | 323.3603 |