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 | 9962.9702 | 9437.7119 | 10488.2285 | 0.3085 | 0.7032 | 0.8358 | 0.7032 |
65 | 9115 | 9080.7023 | 8548.1861 | 9613.2184 | 0.4498 | 1e-04 | 0.5464 | 0.0033 |
66 | 10411 | 10178.6977 | 9644.0742 | 10713.3211 | 0.1972 | 1 | 0.4835 | 0.9058 |
67 | 9678 | 9774.0087 | 9221.5237 | 10326.4937 | 0.3667 | 0.0119 | 0.5953 | 0.4352 |
68 | 10408 | 9883.7154 | 9327.6236 | 10439.8071 | 0.0323 | 0.7658 | 0.6622 | 0.5888 |
69 | 10153 | 9846.8447 | 9280.5262 | 10413.1632 | 0.1447 | 0.0261 | 0.4365 | 0.537 |
70 | 10368 | 10223.3056 | 9651.9447 | 10794.6664 | 0.3098 | 0.5953 | 0.7842 | 0.9167 |
71 | 10581 | 10347.0336 | 9768.7294 | 10925.3377 | 0.2139 | 0.4717 | 0.3854 | 0.963 |
72 | 10597 | 9989.727 | 9406.2261 | 10573.2279 | 0.0207 | 0.0235 | 0.3898 | 0.7157 |
73 | 10680 | 10084.6304 | 9499.8118 | 10669.449 | 0.023 | 0.043 | 0.4635 | 0.8124 |
74 | 9738 | 9290.7813 | 8701.0809 | 9880.4816 | 0.0686 | 0 | 0.5328 | 0.0393 |
75 | 9556 | 9749.2002 | 9154.7141 | 10343.6864 | 0.2621 | 0.5147 | 0.4077 | 0.4077 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0269 | 0.0135 | 0 | 17963.9763 | 0 | 0 |
65 | 0.0299 | 0.0038 | 0.0086 | 1176.3354 | 9570.1559 | 97.8272 |
66 | 0.0268 | 0.0228 | 0.0134 | 53964.3664 | 24368.226 | 156.1033 |
67 | 0.0288 | -0.0098 | 0.0125 | 9217.6749 | 20580.5883 | 143.4594 |
68 | 0.0287 | 0.053 | 0.0206 | 274874.3895 | 71439.3485 | 267.2814 |
69 | 0.0293 | 0.0311 | 0.0223 | 93731.0622 | 75154.6341 | 274.1435 |
70 | 0.0285 | 0.0142 | 0.0212 | 20936.4775 | 67409.1832 | 259.6328 |
71 | 0.0285 | 0.0226 | 0.0213 | 54740.2821 | 65825.5705 | 256.5649 |
72 | 0.0298 | 0.0608 | 0.0257 | 368780.5164 | 99487.2312 | 315.416 |
73 | 0.0296 | 0.059 | 0.0291 | 354464.9396 | 124985.002 | 353.5322 |
74 | 0.0324 | 0.0481 | 0.0308 | 200004.6044 | 131804.9659 | 363.0495 |
75 | 0.0311 | -0.0198 | 0.0299 | 37326.3311 | 123931.7463 | 352.0394 |