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 | 9833.3718 | 9280.4587 | 10386.2849 | 0.175 | 0.5189 | 0.6806 | 0.5189 |
65 | 9115 | 8921.9658 | 8345.642 | 9498.2896 | 0.2558 | 0 | 0.3329 | 0.0011 |
66 | 10411 | 10085.4836 | 9493.8872 | 10677.0801 | 0.1404 | 0.9993 | 0.3646 | 0.8105 |
67 | 9678 | 9614.3294 | 8995.2439 | 10233.4149 | 0.4201 | 0.0058 | 0.3858 | 0.2575 |
68 | 10408 | 9731.9765 | 9112.5332 | 10351.4198 | 0.0162 | 0.5678 | 0.4584 | 0.3903 |
69 | 10153 | 9720.7248 | 9093.2795 | 10348.1701 | 0.0885 | 0.0159 | 0.2952 | 0.3782 |
70 | 10368 | 10014.0254 | 9386.5424 | 10641.5085 | 0.1344 | 0.3321 | 0.5249 | 0.7278 |
71 | 10581 | 10232.718 | 9604.6007 | 10860.8353 | 0.1386 | 0.3365 | 0.266 | 0.9011 |
72 | 10597 | 9847.5608 | 9219.197 | 10475.9246 | 0.0097 | 0.0111 | 0.241 | 0.5343 |
73 | 10680 | 9955.7323 | 9331.5781 | 10579.8866 | 0.0115 | 0.022 | 0.3118 | 0.665 |
74 | 9738 | 9151.711 | 8527.3271 | 9776.0949 | 0.0329 | 0 | 0.3599 | 0.018 |
75 | 9556 | 9623.7131 | 8999.3141 | 10248.112 | 0.4158 | 0.3599 | 0.2689 | 0.2689 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0287 | 0.0268 | 0 | 69499.8244 | 0 | 0 |
65 | 0.033 | 0.0216 | 0.0242 | 37262.1962 | 53381.0103 | 231.0433 |
66 | 0.0299 | 0.0323 | 0.0269 | 105960.9029 | 70907.6412 | 266.2849 |
67 | 0.0329 | 0.0066 | 0.0218 | 4053.9496 | 54194.2183 | 232.7965 |
68 | 0.0325 | 0.0695 | 0.0314 | 457007.7825 | 134756.9311 | 367.0925 |
69 | 0.0329 | 0.0445 | 0.0335 | 186861.8728 | 143441.0881 | 378.7362 |
70 | 0.032 | 0.0353 | 0.0338 | 125297.9955 | 140849.2177 | 375.2988 |
71 | 0.0313 | 0.034 | 0.0338 | 121300.3578 | 138405.6102 | 372.029 |
72 | 0.0326 | 0.0761 | 0.0385 | 561659.1757 | 185433.7842 | 430.6202 |
73 | 0.032 | 0.0727 | 0.042 | 524563.6456 | 219346.7703 | 468.3447 |
74 | 0.0348 | 0.0641 | 0.044 | 343734.77 | 230654.7703 | 480.2653 |
75 | 0.0331 | -0.007 | 0.0409 | 4585.0575 | 211815.6276 | 460.2343 |