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[51]) |
50 | 9295 | - | - | - | - | - | - | - |
51 | 9946 | - | - | - | - | - | - | - |
52 | 9701 | 9451.3896 | 8619.9552 | 10282.8239 | 0.2781 | 0.1218 | 0.1218 | 0.1218 |
53 | 9049 | 9537.8819 | 8706.0292 | 10369.7346 | 0.1247 | 0.3504 | 0.3504 | 0.1681 |
54 | 10190 | 9481.6593 | 8629.6926 | 10333.626 | 0.0516 | 0.8402 | 0.8402 | 0.1427 |
55 | 9706 | 9470.9173 | 8614.0591 | 10327.7754 | 0.2954 | 0.05 | 0.05 | 0.1386 |
56 | 9765 | 9457.6805 | 8597.5174 | 10317.8437 | 0.2419 | 0.2858 | 0.2858 | 0.1329 |
57 | 9893 | 9450.3693 | 8588.5558 | 10312.1829 | 0.157 | 0.2371 | 0.2371 | 0.1298 |
58 | 9994 | 9445.2082 | 8582.4339 | 10307.9825 | 0.1063 | 0.1545 | 0.1545 | 0.1276 |
59 | 10433 | 9441.8774 | 8578.543 | 10305.2117 | 0.0122 | 0.105 | 0.105 | 0.1262 |
60 | 10073 | 9439.6597 | 8575.9844 | 10303.335 | 0.0753 | 0.0121 | 0.0121 | 0.1253 |
61 | 10112 | 9438.1994 | 8574.3123 | 10302.0866 | 0.0632 | 0.0749 | 0.0749 | 0.1246 |
62 | 9266 | 9437.2341 | 8573.2127 | 10301.2555 | 0.3488 | 0.0629 | 0.0629 | 0.1242 |
63 | 9820 | 9436.5968 | 8572.4892 | 10300.7045 | 0.1922 | 0.6506 | 0.6506 | 0.124 |
64 | 10097 | 9436.1759 | 8572.0125 | 10300.3394 | 0.067 | 0.192 | 0.192 | 0.1238 |
65 | 9115 | 9435.898 | 8571.6981 | 10300.0979 | 0.2334 | 0.0669 | 0.0669 | 0.1237 |
66 | 10411 | 9435.7145 | 8571.4908 | 10299.9382 | 0.0135 | 0.7665 | 0.7665 | 0.1236 |
67 | 9678 | 9435.5933 | 8571.3539 | 10299.8326 | 0.2912 | 0.0135 | 0.0135 | 0.1235 |
68 | 10408 | 9435.5132 | 8571.2636 | 10299.7629 | 0.0137 | 0.2912 | 0.2912 | 0.1235 |
69 | 10153 | 9435.4603 | 8571.2039 | 10299.7168 | 0.0518 | 0.0137 | 0.0137 | 0.1235 |
70 | 10368 | 9435.4254 | 8571.1645 | 10299.6863 | 0.0172 | 0.0518 | 0.0518 | 0.1235 |
71 | 10581 | 9435.4024 | 8571.1385 | 10299.6662 | 0.0047 | 0.0172 | 0.0172 | 0.1234 |
72 | 10597 | 9435.3872 | 8571.1214 | 10299.653 | 0.0042 | 0.0047 | 0.0047 | 0.1234 |
73 | 10680 | 9435.3771 | 8571.11 | 10299.6442 | 0.0024 | 0.0042 | 0.0042 | 0.1234 |
74 | 9738 | 9435.3705 | 8571.1025 | 10299.6384 | 0.2463 | 0.0024 | 0.0024 | 0.1234 |
75 | 9556 | 9435.3661 | 8571.0976 | 10299.6346 | 0.3922 | 0.2463 | 0.2463 | 0.1234 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
52 | 0.0449 | 0.0264 | 0 | 62305.3695 | 0 | 0 |
53 | 0.0445 | -0.0513 | 0.0388 | 239005.5312 | 150655.4504 | 388.1436 |
54 | 0.0458 | 0.0747 | 0.0508 | 501746.5036 | 267685.8014 | 517.3836 |
55 | 0.0462 | 0.0248 | 0.0443 | 55263.8808 | 214580.3213 | 463.2282 |
56 | 0.0464 | 0.0325 | 0.0419 | 94445.2526 | 190553.3075 | 436.5241 |
57 | 0.0465 | 0.0468 | 0.0428 | 195921.9165 | 191448.0757 | 437.5478 |
58 | 0.0466 | 0.0581 | 0.0449 | 301172.4503 | 207122.9864 | 455.1077 |
59 | 0.0467 | 0.105 | 0.0524 | 982324.0486 | 304023.1191 | 551.3829 |
60 | 0.0467 | 0.0671 | 0.0541 | 401119.9019 | 314811.6506 | 561.0808 |
61 | 0.0467 | 0.0714 | 0.0558 | 454007.2097 | 328731.2065 | 573.3509 |
62 | 0.0467 | -0.0181 | 0.0524 | 29321.1157 | 301512.1073 | 549.1012 |
63 | 0.0467 | 0.0406 | 0.0514 | 146997.9868 | 288635.9306 | 537.2485 |
64 | 0.0467 | 0.07 | 0.0528 | 436688.43 | 300024.5844 | 547.745 |
65 | 0.0467 | -0.034 | 0.0515 | 102975.5335 | 285949.6522 | 534.7426 |
66 | 0.0467 | 0.1034 | 0.055 | 951181.8752 | 330298.4671 | 574.716 |
67 | 0.0467 | 0.0257 | 0.0531 | 58761.0302 | 313327.3773 | 559.7565 |
68 | 0.0467 | 0.1031 | 0.0561 | 945730.5576 | 350527.5643 | 592.0537 |
69 | 0.0467 | 0.076 | 0.0572 | 514863.1505 | 359657.3191 | 599.7144 |
70 | 0.0467 | 0.0988 | 0.0594 | 869695.3078 | 386501.4238 | 621.6924 |
71 | 0.0467 | 0.1214 | 0.0625 | 1312393.8875 | 432796.047 | 657.8724 |
72 | 0.0467 | 0.1231 | 0.0654 | 1349344.3786 | 476441.2056 | 690.2472 |
73 | 0.0467 | 0.1319 | 0.0684 | 1549086.1345 | 525197.7933 | 724.7053 |
74 | 0.0467 | 0.0321 | 0.0668 | 91584.6309 | 506345.0471 | 711.5793 |
75 | 0.0467 | 0.0128 | 0.0645 | 14552.5407 | 485853.6927 | 697.0321 |