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 | 9705.99999999999 | - | - | - | - | - | - | - |
56 | 9764.99999999999 | - | - | - | - | - | - | - |
57 | 9893 | - | - | - | - | - | - | - |
58 | 9993.99999999999 | - | - | - | - | - | - | - |
59 | 10433 | - | - | - | - | - | - | - |
60 | 10073 | - | - | - | - | - | - | - |
61 | 10112 | - | - | - | - | - | - | - |
62 | 9266 | - | - | - | - | - | - | - |
63 | 9820 | - | - | - | - | - | - | - |
64 | 10097 | 9920.4433 | 9373.5258 | 10499.2718 | 0.275 | 0.6331 | 0.7713 | 0.6331 |
65 | 9115 | 9112.3374 | 8601.8512 | 9653.119 | 0.4962 | 2e-04 | 0.5908 | 0.0052 |
66 | 10411 | 10156.7269 | 9579.3273 | 10768.9296 | 0.2078 | 0.9996 | 0.4576 | 0.8595 |
67 | 9678 | 9764.6817 | 9202.0646 | 10361.6974 | 0.388 | 0.0169 | 0.5764 | 0.4279 |
68 | 10408 | 9846.2058 | 9271.865 | 10456.1238 | 0.0355 | 0.7056 | 0.6029 | 0.5336 |
69 | 10153 | 9862.3521 | 9280.5384 | 10480.6408 | 0.1784 | 0.0418 | 0.4613 | 0.5534 |
70 | 10368 | 10258.6738 | 9647.181 | 10908.9265 | 0.3709 | 0.625 | 0.7875 | 0.907 |
71 | 10581 | 10358.8215 | 9735.4695 | 11022.0861 | 0.2557 | 0.4892 | 0.4132 | 0.9443 |
72 | 10597 | 10008.2241 | 9400.7089 | 10654.9997 | 0.0372 | 0.0413 | 0.4222 | 0.7158 |
73 | 10680 | 10083.3416 | 9470.0587 | 10736.3409 | 0.0367 | 0.0616 | 0.4657 | 0.7854 |
74 | 9738 | 9302.8042 | 8732.5791 | 9910.2643 | 0.0801 | 0 | 0.5473 | 0.0476 |
75 | 9556 | 9776.5372 | 9172.9336 | 10419.8595 | 0.2508 | 0.5467 | 0.4473 | 0.4473 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
64 | 0.0298 | 0.0178 | 0 | 31172.2722 | 0 | 0 |
65 | 0.0303 | 3e-04 | 0.009 | 7.0892 | 15589.6807 | 124.8586 |
66 | 0.0308 | 0.025 | 0.0144 | 64654.8201 | 31944.7272 | 178.7309 |
67 | 0.0312 | -0.0089 | 0.013 | 7513.7167 | 25836.9745 | 160.7388 |
68 | 0.0316 | 0.0571 | 0.0218 | 315612.7183 | 83792.1233 | 289.4687 |
69 | 0.032 | 0.0295 | 0.0231 | 84476.1929 | 83906.1349 | 289.6656 |
70 | 0.0323 | 0.0107 | 0.0213 | 11952.212 | 73627.003 | 271.343 |
71 | 0.0327 | 0.0214 | 0.0213 | 49363.2691 | 70594.0363 | 265.6954 |
72 | 0.033 | 0.0588 | 0.0255 | 346657.0149 | 101267.7006 | 318.2259 |
73 | 0.033 | 0.0592 | 0.0289 | 356001.2314 | 126741.0537 | 356.0071 |
74 | 0.0333 | 0.0468 | 0.0305 | 189395.342 | 132436.8981 | 363.9188 |
75 | 0.0336 | -0.0226 | 0.0298 | 48636.6515 | 125453.5442 | 354.1942 |