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[104]) |
92 | 121152.57 | - | - | - | - | - | - | - |
93 | 119815.6 | - | - | - | - | - | - | - |
94 | 122858.44 | - | - | - | - | - | - | - |
95 | 152077.17 | - | - | - | - | - | - | - |
96 | 157221.96 | - | - | - | - | - | - | - |
97 | 140435.08 | - | - | - | - | - | - | - |
98 | 101455.09 | - | - | - | - | - | - | - |
99 | 104791.29 | - | - | - | - | - | - | - |
100 | 77226.59 | - | - | - | - | - | - | - |
101 | 84477.43 | - | - | - | - | - | - | - |
102 | 66227.74 | - | - | - | - | - | - | - |
103 | 89076.23 | - | - | - | - | - | - | - |
104 | 108924.43 | - | - | - | - | - | - | - |
105 | 83926.11 | 84969.2826 | -4691.222 | 174629.7872 | 0.4909 | 0.3003 | 0.2231 | 0.3003 |
106 | 91764.8 | 124684.0727 | 35023.5681 | 214344.5773 | 0.2359 | 0.8135 | 0.5159 | 0.6348 |
107 | 120892.76 | 246336.5584 | 156676.0538 | 335997.063 | 0.0031 | 0.9996 | 0.9803 | 0.9987 |
108 | 129952.42 | 158787.728 | 69127.2234 | 248448.2327 | 0.2642 | 0.7963 | 0.5137 | 0.8621 |
109 | 135865.14 | 144053.5556 | 54393.051 | 233714.0602 | 0.429 | 0.6211 | 0.5315 | 0.7787 |
110 | 105512.77 | 115759.0193 | 26098.5147 | 205419.5239 | 0.4114 | 0.3301 | 0.6227 | 0.5594 |
111 | 96486.62 | 118935.2952 | 29274.7906 | 208595.7998 | 0.3118 | 0.6154 | 0.6214 | 0.5866 |
112 | 78064.88 | 98338.2584 | 8677.7538 | 187998.763 | 0.3288 | 0.5161 | 0.6778 | 0.4085 |
113 | 92370.22 | 97334.6659 | 7674.1612 | 186995.1705 | 0.4568 | 0.6632 | 0.6107 | 0.4 |
114 | 98454.46 | 108566.0142 | 18905.5096 | 198226.5188 | 0.4125 | 0.6383 | 0.8227 | 0.4969 |
115 | 96703.93 | 113015.7666 | 23355.262 | 202676.2712 | 0.3607 | 0.6249 | 0.6996 | 0.5356 |
116 | 83170.95 | 108507.8646 | 18847.3599 | 198168.3692 | 0.2898 | 0.6018 | 0.4964 | 0.4964 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
105 | 0.5384 | -0.0123 | 0.001 | 1088209.0334 | 90684.0861 | 301.138 |
106 | 0.3669 | -0.264 | 0.022 | 1083678516.8669 | 90306543.0722 | 9502.9755 |
107 | 0.1857 | -0.5092 | 0.0424 | 15736146559.5139 | 1311345546.6262 | 36212.5054 |
108 | 0.2881 | -0.1816 | 0.0151 | 831474990.3247 | 69289582.5271 | 8324.0364 |
109 | 0.3176 | -0.0568 | 0.0047 | 67050150.1046 | 5587512.5087 | 2363.792 |
110 | 0.3952 | -0.0885 | 0.0074 | 104985624.5927 | 8748802.0494 | 2957.8374 |
111 | 0.3846 | -0.1887 | 0.0157 | 503943017.3121 | 41995251.4427 | 6480.3743 |
112 | 0.4652 | -0.2062 | 0.0172 | 411009872.9756 | 34250822.748 | 5852.4202 |
113 | 0.47 | -0.051 | 0.0043 | 24645722.7371 | 2053810.2281 | 1433.1121 |
114 | 0.4214 | -0.0931 | 0.0078 | 102243528.991 | 8520294.0826 | 2918.9543 |
115 | 0.4048 | -0.1443 | 0.012 | 266076012.7539 | 22173001.0628 | 4708.8216 |
116 | 0.4216 | -0.2335 | 0.0195 | 641959239.1252 | 53496603.2604 | 7314.1372 |