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 | 2306 | - | - | - | - | - | - | - |
73 | 1507 | - | - | - | - | - | - | - |
74 | 1992 | - | - | - | - | - | - | - |
75 | 2487 | - | - | - | - | - | - | - |
76 | 3490 | - | - | - | - | - | - | - |
77 | 4647 | - | - | - | - | - | - | - |
78 | 5594 | - | - | - | - | - | - | - |
79 | 5611 | - | - | - | - | - | - | - |
80 | 5788 | - | - | - | - | - | - | - |
81 | 6204 | - | - | - | - | - | - | - |
82 | 3013 | - | - | - | - | - | - | - |
83 | 1931 | - | - | - | - | - | - | - |
84 | 2549 | - | - | - | - | - | - | - |
85 | 1504 | 1447.1435 | 1276.317 | 1646.1543 | 0.2878 | 0 | 0.2778 | 0 |
86 | 2090 | 2143.5801 | 1866.8959 | 2470.959 | 0.3742 | 0.9999 | 0.8179 | 0.0076 |
87 | 2702 | 2536.5435 | 2192.7344 | 2947.1125 | 0.2148 | 0.9835 | 0.5935 | 0.4763 |
88 | 2939 | 3297.8555 | 2793.869 | 3914.9699 | 0.1272 | 0.9708 | 0.2708 | 0.9913 |
89 | 4500 | 4774.3987 | 3988.6212 | 5753.4504 | 0.2914 | 0.9999 | 0.6007 | 1 |
90 | 6208 | 5453.3004 | 4520.9852 | 6626.1072 | 0.1036 | 0.9444 | 0.4071 | 1 |
91 | 6415 | 5372.4128 | 4449.1676 | 6535.3625 | 0.0394 | 0.0795 | 0.3438 | 1 |
92 | 5657 | 5950.2691 | 4907.5151 | 7270.5213 | 0.3316 | 0.2451 | 0.5952 | 1 |
93 | 5964 | 5723.5265 | 4720.8529 | 6992.9162 | 0.3552 | 0.5409 | 0.2291 | 1 |
94 | 3163 | 3025.262 | 2552.5781 | 3606.9697 | 0.3213 | 0 | 0.5165 | 0.9457 |
95 | 1997 | 1918.8247 | 1642.8039 | 2252.4094 | 0.323 | 0 | 0.4715 | 1e-04 |
96 | 2422 | 2398.1194 | 2038.158 | 2837.1269 | 0.4575 | 0.9633 | 0.2503 | 0.2503 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0702 | 0.0393 | 0 | 3232.6622 | 0 | 0 |
86 | 0.0779 | -0.025 | 0.0321 | 2870.8288 | 3051.7455 | 55.2426 |
87 | 0.0826 | 0.0652 | 0.0432 | 27375.8582 | 11159.7831 | 105.6399 |
88 | 0.0955 | -0.1088 | 0.0596 | 128777.2841 | 40564.1583 | 201.4055 |
89 | 0.1046 | -0.0575 | 0.0592 | 75294.6553 | 47510.2577 | 217.9685 |
90 | 0.1097 | 0.1384 | 0.0724 | 569571.5299 | 134520.4698 | 366.7703 |
91 | 0.1104 | 0.1941 | 0.0898 | 1086988.139 | 270587.2796 | 520.18 |
92 | 0.1132 | -0.0493 | 0.0847 | 86006.7704 | 247514.716 | 497.5085 |
93 | 0.1132 | 0.042 | 0.08 | 57827.5005 | 226438.3587 | 475.8554 |
94 | 0.0981 | 0.0455 | 0.0765 | 18971.7553 | 205691.6984 | 453.5325 |
95 | 0.0887 | 0.0407 | 0.0733 | 6111.3736 | 187548.0325 | 433.0682 |
96 | 0.0934 | 0.01 | 0.068 | 570.2817 | 171966.5533 | 414.6885 |