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[90]) |
78 | 21453 | - | - | - | - | - | - | - |
79 | 18788 | - | - | - | - | - | - | - |
80 | 19282 | - | - | - | - | - | - | - |
81 | 19713 | - | - | - | - | - | - | - |
82 | 21917 | - | - | - | - | - | - | - |
83 | 23812 | - | - | - | - | - | - | - |
84 | 23785 | - | - | - | - | - | - | - |
85 | 24696 | - | - | - | - | - | - | - |
86 | 24562 | - | - | - | - | - | - | - |
87 | 23580 | - | - | - | - | - | - | - |
88 | 24939 | - | - | - | - | - | - | - |
89 | 23899 | - | - | - | - | - | - | - |
90 | 21454 | - | - | - | - | - | - | - |
91 | 19761 | 19983.1726 | 17230.4552 | 22939.7896 | 0.4415 | 0.1648 | 0.7859 | 0.1648 |
92 | 19815 | 21501.6802 | 17689.5466 | 25685.5015 | 0.2147 | 0.7926 | 0.8508 | 0.5089 |
93 | 20780 | 22480.6509 | 17640.5606 | 27906.7737 | 0.2695 | 0.8322 | 0.8413 | 0.6446 |
94 | 23462 | 24265.9576 | 18397.5016 | 30945.4879 | 0.4068 | 0.8468 | 0.7547 | 0.7953 |
95 | 25005 | 26512.4115 | 19583.8014 | 34488.3937 | 0.3555 | 0.7733 | 0.7465 | 0.8931 |
96 | 24725 | 26150.6156 | 18584.0703 | 35006.2737 | 0.3762 | 0.6001 | 0.6997 | 0.8507 |
97 | 26198 | 27084.7697 | 18735.0706 | 36968.8712 | 0.4302 | 0.6801 | 0.6821 | 0.8679 |
98 | 27543 | 25683.4284 | 17008.5131 | 36139.6498 | 0.3637 | 0.4616 | 0.5832 | 0.7861 |
99 | 26471 | 24880.9468 | 15846.4179 | 35944.8811 | 0.3891 | 0.3186 | 0.5911 | 0.7281 |
100 | 26558 | 24782.4516 | 15295.2274 | 36547.8759 | 0.3837 | 0.3892 | 0.4896 | 0.7104 |
101 | 25317 | 22768.813 | 13304.4235 | 34760.6057 | 0.3385 | 0.2679 | 0.4267 | 0.5851 |
102 | 22896 | 20137.4261 | 10950.5475 | 32101.1487 | 0.3257 | 0.1981 | 0.4146 | 0.4146 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
91 | 0.0755 | -0.0111 | 0 | 49360.659 | 0 | 0 |
92 | 0.0993 | -0.0784 | 0.0448 | 2844889.948 | 1447125.3035 | 1202.9652 |
93 | 0.1231 | -0.0756 | 0.0551 | 2892213.5523 | 1928821.3865 | 1388.8201 |
94 | 0.1404 | -0.0331 | 0.0496 | 646347.7487 | 1608202.977 | 1268.1494 |
95 | 0.1535 | -0.0569 | 0.051 | 2272289.5493 | 1741020.2915 | 1319.4773 |
96 | 0.1728 | -0.0545 | 0.0516 | 2032379.6991 | 1789580.1928 | 1337.7519 |
97 | 0.1862 | -0.0327 | 0.0489 | 786360.4694 | 1646263.0894 | 1283.0678 |
98 | 0.2077 | 0.0724 | 0.0519 | 3458006.545 | 1872731.0214 | 1368.4776 |
99 | 0.2269 | 0.0639 | 0.0532 | 2528269.1621 | 1945568.5926 | 1394.8364 |
100 | 0.2422 | 0.0716 | 0.055 | 3152572.1183 | 2066268.9451 | 1437.4522 |
101 | 0.2687 | 0.1119 | 0.0602 | 6493256.774 | 2468722.3841 | 1571.2168 |
102 | 0.3031 | 0.137 | 0.0666 | 7609730.1261 | 2897139.696 | 1702.0986 |