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 | 55267.8897 | 48041.6017 | 62494.1777 | 0.1497 | 1 | 0.9829 | 1 |
86 | 45594 | 50897.4969 | 43387.4797 | 58407.514 | 0.0832 | 0.4435 | 0.582 | 1 |
87 | 52518 | 55958.9065 | 48044.8486 | 63872.9645 | 0.1971 | 0.9949 | 0.0863 | 1 |
88 | 48564 | 50627.4979 | 42286.259 | 58968.7368 | 0.3139 | 0.3284 | 0.2333 | 1 |
89 | 41745 | 43104.3311 | 34673.2148 | 51535.4474 | 0.376 | 0.1022 | 0.8005 | 1 |
90 | 49585 | 43885.3973 | 35302.2767 | 52468.518 | 0.0965 | 0.6875 | 0.4991 | 1 |
91 | 32747 | 36717.6746 | 28070.2086 | 45365.1407 | 0.1841 | 0.0018 | 0.8824 | 0.9958 |
92 | 33379 | 30587.7479 | 21899.6553 | 39275.8404 | 0.2644 | 0.3131 | 0.562 | 0.8924 |
93 | 35645 | 33363.6809 | 24641.4951 | 42085.8667 | 0.3041 | 0.4986 | 0.4572 | 0.9684 |
94 | 37034 | 40239.3847 | 31503.8166 | 48974.9528 | 0.236 | 0.8487 | 0.5992 | 0.9997 |
95 | 35681 | 31867.8814 | 23122.3069 | 40613.4558 | 0.1964 | 0.1235 | 0.3405 | 0.9355 |
96 | 20972 | 22456.1244 | 13704.9811 | 31207.2676 | 0.3698 | 0.0015 | 0.2773 | 0.2773 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0667 | -0.0692 | 0.0058 | 14637432.221 | 1219786.0184 | 1104.4392 |
86 | 0.0753 | -0.1042 | 0.0087 | 28127079.2645 | 2343923.272 | 1530.9877 |
87 | 0.0722 | -0.0615 | 0.0051 | 11839837.8667 | 986653.1556 | 993.3042 |
88 | 0.0841 | -0.0408 | 0.0034 | 4258023.6291 | 354835.3024 | 595.6805 |
89 | 0.0998 | -0.0315 | 0.0026 | 1847781.1042 | 153981.7587 | 392.4051 |
90 | 0.0998 | 0.1299 | 0.0108 | 32485470.6045 | 2707122.5504 | 1645.3336 |
91 | 0.1202 | -0.1081 | 0.009 | 15766257.0609 | 1313854.7551 | 1146.235 |
92 | 0.1449 | 0.0913 | 0.0076 | 7791088.4695 | 649257.3725 | 805.7651 |
93 | 0.1334 | 0.0684 | 0.0057 | 5204416.8476 | 433701.404 | 658.5601 |
94 | 0.1108 | -0.0797 | 0.0066 | 10274491.2286 | 856207.6024 | 925.3149 |
95 | 0.14 | 0.1197 | 0.01 | 14539873.8288 | 1211656.1524 | 1100.7525 |
96 | 0.1988 | -0.0661 | 0.0055 | 2202625.0887 | 183552.0907 | 428.4298 |