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[84]) |
72 | 26451 | - | - | - | - | - | - | - |
73 | 47460 | - | - | - | - | - | - | - |
74 | 50104 | - | - | - | - | - | - | - |
75 | 61465 | - | - | - | - | - | - | - |
76 | 53726 | - | - | - | - | - | - | - |
77 | 39477 | - | - | - | - | - | - | - |
78 | 43895 | - | - | - | - | - | - | - |
79 | 31481 | - | - | - | - | - | - | - |
80 | 29896 | - | - | - | - | - | - | - |
81 | 33842 | - | - | - | - | - | - | - |
82 | 39120 | - | - | - | - | - | - | - |
83 | 33702 | - | - | - | - | - | - | - |
84 | 25094 | - | - | - | - | - | - | - |
85 | 51442 | 55808.884 | 48618.9696 | 62998.7984 | 0.1169 | 1 | 0.9886 | 1 |
86 | 45594 | 50694.6089 | 43239.3226 | 58149.8951 | 0.09 | 0.4221 | 0.5617 | 1 |
87 | 52518 | 55720.3737 | 47877.5215 | 63563.2259 | 0.2118 | 0.9943 | 0.0756 | 1 |
88 | 48564 | 50579.5819 | 42433.4816 | 58725.6822 | 0.3139 | 0.3205 | 0.2245 | 1 |
89 | 41745 | 43367.4295 | 35078.4444 | 51656.4146 | 0.3506 | 0.1096 | 0.8212 | 1 |
90 | 49585 | 44167.6071 | 35769.632 | 52565.5823 | 0.103 | 0.7141 | 0.5254 | 1 |
91 | 32747 | 37085.608 | 28618.0072 | 45553.2088 | 0.1576 | 0.0019 | 0.9027 | 0.9972 |
92 | 33379 | 30717.8861 | 22206.7133 | 39229.0589 | 0.27 | 0.3202 | 0.5751 | 0.9024 |
93 | 35645 | 33267.6009 | 24728.2295 | 41806.9724 | 0.2926 | 0.4898 | 0.4476 | 0.9697 |
94 | 37034 | 40185.1686 | 31630.5232 | 48739.814 | 0.2352 | 0.8509 | 0.5964 | 0.9997 |
95 | 35681 | 31819.4195 | 23257.6748 | 40381.1641 | 0.1883 | 0.1163 | 0.3332 | 0.9382 |
96 | 20972 | 22159.9315 | 13594.1182 | 30725.7447 | 0.3929 | 0.001 | 0.251 | 0.251 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0657 | -0.0782 | 0.0065 | 19069675.9279 | 1589139.6607 | 1260.6108 |
86 | 0.075 | -0.1006 | 0.0084 | 26016210.9792 | 2168017.5816 | 1472.419 |
87 | 0.0718 | -0.0575 | 0.0048 | 10255197.1233 | 854599.7603 | 924.4457 |
88 | 0.0822 | -0.0398 | 0.0033 | 4062570.5916 | 338547.5493 | 581.8484 |
89 | 0.0975 | -0.0374 | 0.0031 | 2632277.5054 | 219356.4588 | 468.3551 |
90 | 0.097 | 0.1227 | 0.0102 | 29348145.4488 | 2445678.7874 | 1563.8666 |
91 | 0.1165 | -0.117 | 0.0097 | 18823519.598 | 1568626.6332 | 1252.4483 |
92 | 0.1414 | 0.0866 | 0.0072 | 7081527.1253 | 590127.2604 | 768.1974 |
93 | 0.131 | 0.0715 | 0.006 | 5652026.3967 | 471002.1997 | 686.296 |
94 | 0.1086 | -0.0784 | 0.0065 | 9929863.4177 | 827488.6181 | 909.664 |
95 | 0.1373 | 0.1214 | 0.0101 | 14911804.1781 | 1242650.3482 | 1114.7423 |
96 | 0.1972 | -0.0536 | 0.0045 | 1411181.1495 | 117598.4291 | 342.9263 |