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 | 9705.99999999999 | - | - | - | - | - | - | - |
56 | 9764.99999999999 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9993.99999999999 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 9969.4531 | 9429.2032 | 10540.6568 | 0.3308 | 0.696 | 0.8215 | 0.696 |
65 | 9115 | 9075.2585 | 8577.621 | 9601.7667 | 0.4412 | 1e-04 | 0.5389 | 0.0028 |
66 | 10411 | 10176.4416 | 9615.845 | 10769.7206 | 0.2192 | 0.9998 | 0.4821 | 0.8805 |
67 | 9678 | 9765.5906 | 9210.2494 | 10354.4166 | 0.3853 | 0.0158 | 0.5786 | 0.4281 |
68 | 10408 | 9868.8604 | 9303.8997 | 10468.1271 | 0.0389 | 0.7338 | 0.633 | 0.5635 |
69 | 10153 | 9846.6868 | 9272.8254 | 10456.0624 | 0.1623 | 0.0355 | 0.4408 | 0.5342 |
70 | 10368 | 10247.3366 | 9644.8088 | 10887.5054 | 0.3559 | 0.6136 | 0.781 | 0.9046 |
71 | 10581 | 10352.0233 | 9736.0553 | 11006.9615 | 0.2466 | 0.4809 | 0.4043 | 0.9443 |
72 | 10597 | 9990.1888 | 9390.4498 | 10628.2313 | 0.0312 | 0.0348 | 0.3996 | 0.6994 |
73 | 10680 | 10083.5437 | 9476.6928 | 10729.2551 | 0.0351 | 0.0596 | 0.4656 | 0.7881 |
74 | 9738 | 9287.4555 | 8723.9078 | 9887.4073 | 0.0705 | 0 | 0.5279 | 0.0409 |
75 | 9556 | 9754.0222 | 9157.4411 | 10389.4688 | 0.2707 | 0.5197 | 0.4194 | 0.4194 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0292 | 0.0128 | 0 | 16268.2185 | 0 | 0 |
65 | 0.0296 | 0.0044 | 0.0086 | 1579.3903 | 8923.8044 | 94.4659 |
66 | 0.0297 | 0.023 | 0.0134 | 55017.6221 | 24288.4103 | 155.8474 |
67 | 0.0308 | -0.009 | 0.0123 | 7672.1047 | 20134.3339 | 141.8955 |
68 | 0.031 | 0.0546 | 0.0208 | 290671.5553 | 74241.7782 | 272.4734 |
69 | 0.0316 | 0.0311 | 0.0225 | 93827.7694 | 77506.11 | 278.3992 |
70 | 0.0319 | 0.0118 | 0.021 | 14559.6479 | 68513.7583 | 261.7513 |
71 | 0.0323 | 0.0221 | 0.0211 | 52430.3374 | 66503.3307 | 257.8824 |
72 | 0.0326 | 0.0607 | 0.0255 | 368219.8409 | 100027.3874 | 316.2711 |
73 | 0.0327 | 0.0592 | 0.0289 | 355760.0715 | 125600.6558 | 354.4018 |
74 | 0.033 | 0.0485 | 0.0307 | 202990.3621 | 132636.0837 | 364.1924 |
75 | 0.0332 | -0.0203 | 0.0298 | 39212.797 | 124850.8098 | 353.3423 |