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 | 15548 | - | - | - | - | - | - | - |
73 | 28029 | - | - | - | - | - | - | - |
74 | 29383 | - | - | - | - | - | - | - |
75 | 36438 | - | - | - | - | - | - | - |
76 | 32034 | - | - | - | - | - | - | - |
77 | 22679 | - | - | - | - | - | - | - |
78 | 24319 | - | - | - | - | - | - | - |
79 | 18004 | - | - | - | - | - | - | - |
80 | 17537 | - | - | - | - | - | - | - |
81 | 20366 | - | - | - | - | - | - | - |
82 | 22782 | - | - | - | - | - | - | - |
83 | 19169 | - | - | - | - | - | - | - |
84 | 13807 | - | - | - | - | - | - | - |
85 | 29743 | 29363.8984 | 24526.9508 | 34200.8461 | 0.439 | 1 | 0.7057 | 1 |
86 | 25591 | 27786.2718 | 22637.1082 | 32935.4353 | 0.2017 | 0.2282 | 0.2717 | 1 |
87 | 29096 | 32296.148 | 26521.0412 | 38071.2548 | 0.1387 | 0.9886 | 0.0799 | 1 |
88 | 26482 | 28161.2208 | 21110.5759 | 35211.8658 | 0.3203 | 0.3975 | 0.1408 | 1 |
89 | 22405 | 23190.8573 | 15823.4148 | 30558.2999 | 0.4172 | 0.1906 | 0.5542 | 0.9937 |
90 | 27044 | 25643.2131 | 17592.3848 | 33694.0414 | 0.3665 | 0.7848 | 0.6264 | 0.998 |
91 | 17970 | 21371.4761 | 12650.88 | 30092.0722 | 0.2223 | 0.1012 | 0.7754 | 0.9554 |
92 | 18730 | 19892.3871 | 10811.8549 | 28972.9192 | 0.4009 | 0.6609 | 0.6944 | 0.9055 |
93 | 19684 | 21546.7539 | 11878.568 | 31214.9399 | 0.3529 | 0.716 | 0.5946 | 0.9417 |
94 | 19785 | 25990.3821 | 15857.5292 | 36123.235 | 0.115 | 0.8887 | 0.7326 | 0.9908 |
95 | 18479 | 20428.3332 | 9910.3495 | 30946.3169 | 0.3582 | 0.5477 | 0.5928 | 0.8914 |
96 | 10698 | 17049.9391 | 6047.886 | 28051.9922 | 0.1289 | 0.3995 | 0.7183 | 0.7183 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.084 | 0.0129 | 0.0011 | 143717.9958 | 11976.4997 | 109.4372 |
86 | 0.0945 | -0.079 | 0.0066 | 4819218.2398 | 401601.52 | 633.7204 |
87 | 0.0912 | -0.0991 | 0.0083 | 10240947.063 | 853412.2553 | 923.8031 |
88 | 0.1277 | -0.0596 | 0.005 | 2819782.6625 | 234981.8885 | 484.7493 |
89 | 0.1621 | -0.0339 | 0.0028 | 617571.7152 | 51464.3096 | 226.8575 |
90 | 0.1602 | 0.0546 | 0.0046 | 1962203.9704 | 163516.9975 | 404.3724 |
91 | 0.2082 | -0.1592 | 0.0133 | 11570039.7377 | 964169.9781 | 981.9216 |
92 | 0.2329 | -0.0584 | 0.0049 | 1351143.7095 | 112595.3091 | 335.5522 |
93 | 0.2289 | -0.0865 | 0.0072 | 3469852.1775 | 289154.3481 | 537.7307 |
94 | 0.1989 | -0.2388 | 0.0199 | 38506767.0558 | 3208897.2546 | 1791.3395 |
95 | 0.2627 | -0.0954 | 0.008 | 3799899.7721 | 316658.3143 | 562.724 |
96 | 0.3292 | -0.3725 | 0.031 | 40347130.3837 | 3362260.8653 | 1833.6469 |