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 | 9946.00000000001 | - | - | - | - | - | - | - |
52 | 9701.00000000001 | - | - | - | - | - | - | - |
53 | 9049 | - | - | - | - | - | - | - |
54 | 10190 | - | - | - | - | - | - | - |
55 | 9706 | - | - | - | - | - | - | - |
56 | 9765.00000000001 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9994 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266.00000000001 | - | - | - | - | - | - | - |
63 | 9820.00000000001 | - | - | - | - | - | - | - |
64 | 10097 | 9657.8475 | 9034.2661 | 10329.1026 | 0.0999 | 0.3179 | 0.4499 | 0.3179 |
65 | 9115 | 9034.9707 | 8422.1044 | 9697.252 | 0.4064 | 8e-04 | 0.4834 | 0.0101 |
66 | 10411 | 10184.395 | 9481.0633 | 10945.5458 | 0.2798 | 0.9971 | 0.4942 | 0.826 |
67 | 9678 | 9704.138 | 9036.556 | 10426.3714 | 0.4717 | 0.0275 | 0.498 | 0.3766 |
68 | 10408 | 9764.3431 | 9092.1555 | 10491.6003 | 0.0414 | 0.592 | 0.4993 | 0.4404 |
69 | 10153 | 9892.7665 | 9210.874 | 10630.6003 | 0.2447 | 0.0855 | 0.4998 | 0.5766 |
70 | 10368 | 9993.9173 | 9304.3777 | 10740.0855 | 0.1629 | 0.338 | 0.4999 | 0.6761 |
71 | 10581 | 10432.9696 | 9710.1563 | 11215.4103 | 0.3554 | 0.5646 | 0.5 | 0.9377 |
72 | 10597 | 10072.9898 | 9377.4677 | 10825.6786 | 0.0862 | 0.0929 | 0.5 | 0.745 |
73 | 10680 | 10111.9964 | 9413.5216 | 10867.9038 | 0.0704 | 0.1043 | 0.5 | 0.7755 |
74 | 9738 | 9265.9989 | 8631.3138 | 9952.3992 | 0.0889 | 0 | 0.5 | 0.0568 |
75 | 9556 | 9819.9996 | 9143.6019 | 10551.8453 | 0.2398 | 0.5869 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0355 | 0.0455 | 0 | 192854.8978 | 0 | 0 |
65 | 0.0374 | 0.0089 | 0.0272 | 6404.6817 | 99629.7898 | 315.6419 |
66 | 0.0381 | 0.0223 | 0.0255 | 51349.8351 | 83536.4715 | 289.0268 |
67 | 0.038 | -0.0027 | 0.0198 | 683.1932 | 62823.152 | 250.6455 |
68 | 0.038 | 0.0659 | 0.029 | 414294.1777 | 133117.3571 | 364.8525 |
69 | 0.0381 | 0.0263 | 0.0286 | 67721.4752 | 122218.0435 | 349.597 |
70 | 0.0381 | 0.0374 | 0.0298 | 139937.8967 | 124749.4511 | 353.1989 |
71 | 0.0383 | 0.0142 | 0.0279 | 21912.9984 | 111894.8945 | 334.5069 |
72 | 0.0381 | 0.052 | 0.0306 | 274586.7397 | 129971.7662 | 360.516 |
73 | 0.0381 | 0.0562 | 0.0331 | 322628.0966 | 149237.3992 | 386.3126 |
74 | 0.0378 | 0.0509 | 0.0347 | 222785.0836 | 155923.5523 | 394.8716 |
75 | 0.038 | -0.0269 | 0.0341 | 69695.7736 | 148737.9041 | 385.6655 |