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 | 1449.4948 | 877.0098 | 2021.9797 | 0.426 | 1e-04 | 0.422 | 1e-04 |
86 | 2090 | 2158.9333 | 1567.7014 | 2750.1653 | 0.4096 | 0.985 | 0.71 | 0.098 |
87 | 2702 | 2592.9721 | 1989.4733 | 3196.4709 | 0.3616 | 0.9488 | 0.6346 | 0.5568 |
88 | 2939 | 3306.5667 | 2677.9167 | 3935.2167 | 0.1259 | 0.9703 | 0.2837 | 0.9909 |
89 | 4500 | 4677.6774 | 4047.3746 | 5307.9803 | 0.2903 | 1 | 0.538 | 1 |
90 | 6208 | 5557.1584 | 4921.3307 | 6192.9862 | 0.0224 | 0.9994 | 0.4548 | 1 |
91 | 6415 | 5329.8023 | 4691.9509 | 5967.6537 | 4e-04 | 0.0035 | 0.1938 | 1 |
92 | 5657 | 5945.431 | 5307.6692 | 6583.1928 | 0.1877 | 0.0745 | 0.6857 | 1 |
93 | 5964 | 5861.8937 | 5222.7754 | 6501.0119 | 0.3771 | 0.7351 | 0.1471 | 1 |
94 | 3163 | 3022.292 | 2383.4118 | 3661.1723 | 0.333 | 0 | 0.5114 | 0.9267 |
95 | 1997 | 1882.8593 | 1244.179 | 2521.5396 | 0.3631 | 0 | 0.4413 | 0.0205 |
96 | 2422 | 2440.9207 | 1802.2662 | 3079.5752 | 0.4768 | 0.9135 | 0.3701 | 0.3701 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.2015 | 0.0376 | 0 | 2970.8212 | 0 | 0 |
86 | 0.1397 | -0.0319 | 0.0348 | 4751.8054 | 3861.3133 | 62.1395 |
87 | 0.1187 | 0.042 | 0.0372 | 11887.082 | 6536.5695 | 80.8491 |
88 | 0.097 | -0.1112 | 0.0557 | 135105.2561 | 38678.7412 | 196.6691 |
89 | 0.0687 | -0.038 | 0.0521 | 31569.2634 | 37256.8456 | 193.0203 |
90 | 0.0584 | 0.1171 | 0.063 | 423594.7482 | 101646.496 | 318.8205 |
91 | 0.0611 | 0.2036 | 0.0831 | 1177654.0344 | 255361.8587 | 505.3334 |
92 | 0.0547 | -0.0485 | 0.0787 | 83192.4641 | 233840.6843 | 483.5708 |
93 | 0.0556 | 0.0174 | 0.0719 | 10425.7067 | 209016.7979 | 457.1835 |
94 | 0.1079 | 0.0466 | 0.0694 | 19798.7319 | 190094.9913 | 435.9988 |
95 | 0.1731 | 0.0606 | 0.0686 | 13028.0935 | 173998.0006 | 417.1307 |
96 | 0.1335 | -0.0078 | 0.0635 | 357.9923 | 159527.9999 | 399.4096 |