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 | 9916.3624 | 9356.9793 | 10475.7455 | 0.2634 | 0.6322 | 0.7748 | 0.6322 |
65 | 9115 | 9189.2753 | 8619.2992 | 9759.2515 | 0.3992 | 9e-04 | 0.6852 | 0.015 |
66 | 10411 | 10135.1752 | 9555.5359 | 10714.8146 | 0.1755 | 0.9997 | 0.4265 | 0.8567 |
67 | 9678 | 9731.2269 | 9142.7566 | 10319.6971 | 0.4296 | 0.0118 | 0.5335 | 0.3837 |
68 | 10408 | 9714.8543 | 9118.3009 | 10311.4077 | 0.0114 | 0.5482 | 0.4346 | 0.3649 |
69 | 10153 | 9933.8134 | 9329.8512 | 10537.7756 | 0.2384 | 0.0619 | 0.5527 | 0.6441 |
70 | 10368 | 10285.9522 | 9675.191 | 10896.7135 | 0.3962 | 0.6652 | 0.8256 | 0.9326 |
71 | 10581 | 10373.8244 | 9756.817 | 10990.8318 | 0.2552 | 0.5074 | 0.4254 | 0.9607 |
72 | 10597 | 10093.3993 | 9470.6482 | 10716.1504 | 0.0565 | 0.0624 | 0.5256 | 0.8052 |
73 | 10680 | 10061.4591 | 9433.4386 | 10689.4796 | 0.0268 | 0.0473 | 0.4373 | 0.7744 |
74 | 9738 | 9346.0289 | 8713.1385 | 9978.9193 | 0.1124 | 0 | 0.5979 | 0.0711 |
75 | 9556 | 9929.3947 | 9292.0155 | 10566.774 | 0.1254 | 0.7219 | 0.6317 | 0.6317 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
64 | 0.0288 | 0.0179 | 0.0179 | 0.0181 | 32629.9344 | 0 | 0 | 0.3519 | 0.3519 |
65 | 0.0316 | -0.0081 | 0.013 | 0.0131 | 5516.8259 | 19073.3802 | 138.1064 | -0.1447 | 0.2483 |
66 | 0.0292 | 0.0265 | 0.0175 | 0.0177 | 76079.3002 | 38075.3535 | 195.1291 | 0.5373 | 0.3446 |
67 | 0.0309 | -0.0055 | 0.0145 | 0.0146 | 2833.0982 | 29264.7897 | 171.0695 | -0.1037 | 0.2844 |
68 | 0.0313 | 0.0666 | 0.0249 | 0.0255 | 480450.952 | 119502.0222 | 345.6906 | 1.3502 | 0.4975 |
69 | 0.031 | 0.0216 | 0.0244 | 0.0249 | 48042.7849 | 107592.1493 | 328.0124 | 0.427 | 0.4858 |
70 | 0.0303 | 0.0079 | 0.022 | 0.0225 | 6731.8393 | 93183.5336 | 305.2598 | 0.1598 | 0.4392 |
71 | 0.0303 | 0.0196 | 0.0217 | 0.0221 | 42921.7283 | 86900.8079 | 294.7894 | 0.4036 | 0.4348 |
72 | 0.0315 | 0.0475 | 0.0246 | 0.0251 | 253613.6486 | 105424.4569 | 324.6913 | 0.981 | 0.4955 |
73 | 0.0318 | 0.0579 | 0.0279 | 0.0285 | 382592.819 | 133141.2931 | 364.8853 | 1.2049 | 0.5664 |
74 | 0.0345 | 0.0403 | 0.029 | 0.0297 | 153641.3107 | 135004.9311 | 367.4302 | 0.7635 | 0.5843 |
75 | 0.0328 | -0.0391 | 0.0299 | 0.0304 | 139423.631 | 135373.1561 | 367.9309 | -0.7273 | 0.5962 |