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 | 9266.00000000001 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 9681.7034 | 9047.2925 | 10365.3926 | 0.1169 | 0.3459 | 0.4779 | 0.3459 |
65 | 9115 | 9044.4135 | 8433.2004 | 9704.7093 | 0.417 | 9e-04 | 0.4946 | 0.0107 |
66 | 10411 | 10149.4419 | 9455.905 | 10899.3436 | 0.2471 | 0.9966 | 0.4578 | 0.8054 |
67 | 9678 | 9670.4907 | 9012.7467 | 10381.4227 | 0.4917 | 0.0206 | 0.461 | 0.3401 |
68 | 10408 | 9713.7069 | 9052.74 | 10428.147 | 0.0284 | 0.539 | 0.444 | 0.3853 |
69 | 10153 | 9882.5732 | 9209.0003 | 10610.7369 | 0.2333 | 0.0786 | 0.4888 | 0.5669 |
70 | 10368 | 10015.5896 | 9332.0724 | 10754.5807 | 0.175 | 0.3578 | 0.5228 | 0.698 |
71 | 10581 | 10405.5681 | 9692.8234 | 11176.3889 | 0.3278 | 0.5381 | 0.4722 | 0.9317 |
72 | 10597 | 10056.5891 | 9370.0041 | 10798.9205 | 0.0768 | 0.0831 | 0.4827 | 0.7339 |
73 | 10680 | 10077.4587 | 9389.3117 | 10821.491 | 0.0562 | 0.0856 | 0.4637 | 0.7512 |
74 | 9738 | 9265.1119 | 8637.5303 | 9943.2169 | 0.0858 | 0 | 0.499 | 0.0544 |
75 | 9556 | 9826.7859 | 9157.3799 | 10550.4131 | 0.2316 | 0.595 | 0.5073 | 0.5073 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.036 | 0.0429 | 0 | 172471.253 | 0 | 0 |
65 | 0.0372 | 0.0078 | 0.0253 | 4982.4489 | 88726.851 | 297.8705 |
66 | 0.0377 | 0.0258 | 0.0255 | 68412.654 | 81955.452 | 286.2786 |
67 | 0.0375 | 8e-04 | 0.0193 | 56.389 | 61480.6862 | 247.953 |
68 | 0.0375 | 0.0715 | 0.0297 | 482042.9653 | 145593.142 | 381.5667 |
69 | 0.0376 | 0.0274 | 0.0293 | 73130.6615 | 133516.0619 | 365.3985 |
70 | 0.0376 | 0.0352 | 0.0302 | 124193.0866 | 132184.2083 | 363.5715 |
71 | 0.0378 | 0.0169 | 0.0285 | 30776.3542 | 119508.2266 | 345.6996 |
72 | 0.0377 | 0.0537 | 0.0313 | 292043.9632 | 138678.864 | 372.3961 |
73 | 0.0377 | 0.0598 | 0.0342 | 363056.0673 | 161116.5843 | 401.3933 |
74 | 0.0373 | 0.051 | 0.0357 | 223623.171 | 166799.0013 | 408.4103 |
75 | 0.0376 | -0.0276 | 0.035 | 73325.0166 | 159009.5025 | 398.76 |