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 | 9912.8067 | 9376.3581 | 10449.2554 | 0.2505 | 0.6327 | 0.7805 | 0.6327 |
65 | 9115 | 9130.0378 | 8584.6792 | 9675.3964 | 0.4784 | 3e-04 | 0.6146 | 0.0066 |
66 | 10411 | 10157.5307 | 9603.8933 | 10711.1682 | 0.1848 | 0.9999 | 0.4542 | 0.8839 |
67 | 9678 | 9769.0794 | 9207.7494 | 10330.4094 | 0.3752 | 0.0125 | 0.5872 | 0.4294 |
68 | 10408 | 9851.1633 | 9282.6875 | 10419.639 | 0.0274 | 0.7248 | 0.6168 | 0.5428 |
69 | 10153 | 9869.8299 | 9294.7204 | 10444.9395 | 0.1673 | 0.0333 | 0.4685 | 0.5674 |
70 | 10368 | 10241.7467 | 9660.484 | 10823.0094 | 0.3352 | 0.6176 | 0.7983 | 0.9225 |
71 | 10581 | 10358.0396 | 9771.0769 | 10945.0022 | 0.2283 | 0.4867 | 0.4012 | 0.9638 |
72 | 10597 | 10012.0025 | 9419.7682 | 10604.2369 | 0.0264 | 0.0298 | 0.42 | 0.7374 |
73 | 10680 | 10082.9333 | 9489.4282 | 10676.4384 | 0.0243 | 0.0448 | 0.4618 | 0.8074 |
74 | 9738 | 9313.9358 | 8715.6738 | 9912.1977 | 0.0824 | 0 | 0.5624 | 0.0487 |
75 | 9556 | 9783.0436 | 9180.332 | 10385.7552 | 0.2302 | 0.5582 | 0.4522 | 0.4522 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0276 | 0.0186 | 0 | 33927.1554 | 0 | 0 |
65 | 0.0305 | -0.0016 | 0.0101 | 226.1353 | 17076.6453 | 130.6776 |
66 | 0.0278 | 0.025 | 0.0151 | 64246.6649 | 32799.9852 | 181.1077 |
67 | 0.0293 | -0.0093 | 0.0136 | 8295.4549 | 26673.8526 | 163.3213 |
68 | 0.0294 | 0.0565 | 0.0222 | 310067.146 | 83352.5113 | 288.7083 |
69 | 0.0297 | 0.0287 | 0.0233 | 80185.2845 | 82824.6402 | 287.7927 |
70 | 0.029 | 0.0123 | 0.0217 | 15939.8985 | 73269.6771 | 270.6837 |
71 | 0.0289 | 0.0215 | 0.0217 | 49711.3533 | 70324.8866 | 265.1884 |
72 | 0.0302 | 0.0584 | 0.0258 | 342222.0556 | 100535.6831 | 317.0736 |
73 | 0.03 | 0.0592 | 0.0291 | 356488.6306 | 126130.9779 | 355.1492 |
74 | 0.0328 | 0.0455 | 0.0306 | 179830.4573 | 131012.7487 | 361.9568 |
75 | 0.0314 | -0.0232 | 0.03 | 51548.7974 | 124390.7528 | 352.6907 |