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]) |
62 | 9266 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 9896.2712 | 9044.0266 | 10748.5159 | 0.3222 | 0.5696 | 0.5696 | 0.5696 |
65 | 9115 | 9884.8631 | 9024.1684 | 10745.5578 | 0.0398 | 0.3145 | 0.3145 | 0.5587 |
66 | 10411 | 9872.8887 | 9008.761 | 10737.0164 | 0.1111 | 0.9572 | 0.9572 | 0.5477 |
67 | 9678 | 9867.1841 | 8996.3183 | 10738.0498 | 0.3351 | 0.1105 | 0.1105 | 0.5423 |
68 | 10408 | 9864.9572 | 8984.6685 | 10745.2459 | 0.1133 | 0.6614 | 0.6614 | 0.5399 |
69 | 10153 | 9864.1652 | 8973.2399 | 10755.0906 | 0.2626 | 0.1158 | 0.1158 | 0.5387 |
70 | 10368 | 9863.8984 | 8961.9542 | 10765.8427 | 0.1367 | 0.2649 | 0.2649 | 0.538 |
71 | 10581 | 9863.8117 | 8950.8045 | 10776.8189 | 0.0618 | 0.1395 | 0.1395 | 0.5375 |
72 | 10597 | 9863.7842 | 8939.7881 | 10787.7803 | 0.0599 | 0.0641 | 0.0641 | 0.537 |
73 | 10680 | 9863.7756 | 8928.9011 | 10798.6501 | 0.0435 | 0.0621 | 0.0621 | 0.5366 |
74 | 9738 | 9863.773 | 8918.1395 | 10809.4065 | 0.3972 | 0.0453 | 0.0453 | 0.5361 |
75 | 9556 | 9863.7722 | 8907.499 | 10820.0454 | 0.2641 | 0.6017 | 0.6017 | 0.5357 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0439 | 0.0203 | 0 | 40292.0349 | 0 | 0 |
65 | 0.0444 | -0.0779 | 0.0491 | 592689.2668 | 316490.6508 | 562.575 |
66 | 0.0447 | 0.0545 | 0.0509 | 289563.7688 | 307515.0235 | 554.5404 |
67 | 0.045 | -0.0192 | 0.043 | 35790.6205 | 239583.9227 | 489.4731 |
68 | 0.0455 | 0.055 | 0.0454 | 294895.4737 | 250646.2329 | 500.6458 |
69 | 0.0461 | 0.0293 | 0.0427 | 83425.5279 | 222776.1154 | 471.9916 |
70 | 0.0467 | 0.0511 | 0.0439 | 254118.4023 | 227253.585 | 476.7112 |
71 | 0.0472 | 0.0727 | 0.0475 | 514359.0911 | 263141.7732 | 512.9735 |
72 | 0.0478 | 0.0743 | 0.0505 | 537605.4491 | 293637.7372 | 541.8835 |
73 | 0.0484 | 0.0827 | 0.0537 | 666222.2489 | 330896.1884 | 575.2358 |
74 | 0.0489 | -0.0128 | 0.05 | 15818.8445 | 302252.7935 | 549.7752 |
75 | 0.0495 | -0.0312 | 0.0484 | 94723.7221 | 284958.7042 | 533.8152 |