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 | 10020.9529 | 9458.4238 | 10635.1998 | 0.4041 | 0.7393 | 0.8464 | 0.7393 |
65 | 9115 | 9122.7997 | 8626.0704 | 9663.7037 | 0.4887 | 2e-04 | 0.6054 | 0.0058 |
66 | 10411 | 10232.582 | 9638.8356 | 10882.9288 | 0.2954 | 0.9996 | 0.5511 | 0.8931 |
67 | 9678 | 9816.6151 | 9234.5551 | 10455.4922 | 0.3353 | 0.0341 | 0.6328 | 0.4959 |
68 | 10408 | 9916.8489 | 9318.9515 | 10574.1889 | 0.0715 | 0.7618 | 0.6746 | 0.6136 |
69 | 10153 | 9934.7167 | 9319.1303 | 10613.3753 | 0.2642 | 0.0858 | 0.5479 | 0.6298 |
70 | 10368 | 10354.726 | 9689.6208 | 11090.7378 | 0.4859 | 0.7044 | 0.8316 | 0.9228 |
71 | 10581 | 10461.2994 | 9772.4821 | 11225.596 | 0.3794 | 0.5945 | 0.5289 | 0.95 |
72 | 10597 | 10097.2372 | 9432.4802 | 10834.8263 | 0.0921 | 0.0993 | 0.5257 | 0.7693 |
73 | 10680 | 10192.7099 | 9507.4588 | 10954.8061 | 0.1051 | 0.1492 | 0.5822 | 0.8311 |
74 | 9738 | 9399.3957 | 8781.544 | 10084.8236 | 0.1665 | 1e-04 | 0.6486 | 0.1145 |
75 | 9556 | 9888.5081 | 9212.0225 | 10642.3414 | 0.1936 | 0.6522 | 0.5707 | 0.5707 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0313 | 0.0076 | 0 | 5783.1561 | 0 | 0 |
65 | 0.0303 | -9e-04 | 0.0042 | 60.8346 | 2921.9954 | 54.0555 |
66 | 0.0324 | 0.0174 | 0.0086 | 31832.971 | 12558.9872 | 112.0669 |
67 | 0.0332 | -0.0141 | 0.01 | 19214.1346 | 14222.7741 | 119.2593 |
68 | 0.0338 | 0.0495 | 0.0179 | 241229.4058 | 59624.1004 | 244.1805 |
69 | 0.0349 | 0.022 | 0.0186 | 47647.58 | 57628.0137 | 240.0584 |
70 | 0.0363 | 0.0013 | 0.0161 | 176.1992 | 49420.6116 | 222.3075 |
71 | 0.0373 | 0.0114 | 0.0155 | 14328.2348 | 45034.0645 | 212.2123 |
72 | 0.0373 | 0.0495 | 0.0193 | 249762.8306 | 67781.7052 | 260.3492 |
73 | 0.0381 | 0.0478 | 0.0222 | 237451.5955 | 84748.6942 | 291.1163 |
74 | 0.0372 | 0.036 | 0.0234 | 114652.8788 | 87467.2564 | 295.7486 |
75 | 0.0389 | -0.0336 | 0.0243 | 110561.6286 | 89391.7875 | 298.9846 |