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[96]) |
84 | 71982 | - | - | - | - | - | - | - |
85 | 73957 | - | - | - | - | - | - | - |
86 | 75273 | - | - | - | - | - | - | - |
87 | 76322 | - | - | - | - | - | - | - |
88 | 77078 | - | - | - | - | - | - | - |
89 | 77954 | - | - | - | - | - | - | - |
90 | 79238 | - | - | - | - | - | - | - |
91 | 82179 | - | - | - | - | - | - | - |
92 | 83834 | - | - | - | - | - | - | - |
93 | 83744 | - | - | - | - | - | - | - |
94 | 84861 | - | - | - | - | - | - | - |
95 | 86478 | - | - | - | - | - | - | - |
96 | 88290 | - | - | - | - | - | - | - |
97 | 90287 | 90464.8116 | 88420.9704 | 92508.6529 | 0.4323 | 0.9815 | 1 | 0.9815 |
98 | 91230 | 91405.5899 | 88223.1292 | 94588.0506 | 0.4569 | 0.7546 | 1 | 0.9725 |
99 | 92380 | 92339.3835 | 87730.1521 | 96948.6149 | 0.4931 | 0.6814 | 1 | 0.9575 |
100 | 92506 | 92980.6568 | 87090.3788 | 98870.9348 | 0.4373 | 0.5792 | 1 | 0.9407 |
101 | 94172 | 93472.7161 | 86301.4152 | 100644.017 | 0.4242 | 0.6042 | 1 | 0.9217 |
102 | 94728 | 94372.3334 | 86007.4872 | 102737.1795 | 0.4668 | 0.5187 | 0.9998 | 0.9229 |
103 | 96581 | 97020.1078 | 87513.3757 | 106526.8398 | 0.4639 | 0.6817 | 0.9989 | 0.9641 |
104 | 97344 | 99868.6079 | 89287.8803 | 110449.3355 | 0.32 | 0.7287 | 0.9985 | 0.984 |
105 | 98346 | 99535.7229 | 87936.0791 | 111135.3668 | 0.4203 | 0.6444 | 0.9962 | 0.9713 |
106 | 98214 | 100507.7268 | 87944.2809 | 113071.1726 | 0.3602 | 0.632 | 0.9927 | 0.9717 |
107 | 98366 | 101115.3295 | 87636.2851 | 114594.3739 | 0.3447 | 0.6634 | 0.9833 | 0.9689 |
108 | 98768 | 102377.7184 | 88028.1062 | 116727.3306 | 0.311 | 0.7081 | 0.9728 | 0.9728 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0115 | -0.002 | 2e-04 | 31616.9731 | 2634.7478 | 51.3298 |
98 | 0.0178 | -0.0019 | 2e-04 | 30831.8015 | 2569.3168 | 50.6884 |
99 | 0.0255 | 4e-04 | 0 | 1649.7006 | 137.4751 | 11.725 |
100 | 0.0323 | -0.0051 | 4e-04 | 225299.1015 | 18774.9251 | 137.0216 |
101 | 0.0391 | 0.0075 | 6e-04 | 488998.0104 | 40749.8342 | 201.8659 |
102 | 0.0452 | 0.0038 | 3e-04 | 126498.7563 | 10541.563 | 102.6721 |
103 | 0.05 | -0.0045 | 4e-04 | 192815.6309 | 16067.9692 | 126.7595 |
104 | 0.0541 | -0.0253 | 0.0021 | 6373645.0753 | 531137.0896 | 728.7915 |
105 | 0.0595 | -0.012 | 0.001 | 1415440.6494 | 117953.3874 | 343.4434 |
106 | 0.0638 | -0.0228 | 0.0019 | 5261182.4649 | 438431.8721 | 662.1419 |
107 | 0.068 | -0.0272 | 0.0023 | 7558812.6445 | 629901.0537 | 793.6631 |
108 | 0.0715 | -0.0353 | 0.0029 | 13030066.8679 | 1085838.9057 | 1042.0359 |