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[72]) |
60 | 9451 | - | - | - | - | - | - | - |
61 | 10041 | - | - | - | - | - | - | - |
62 | 9411 | - | - | - | - | - | - | - |
63 | 10405 | - | - | - | - | - | - | - |
64 | 8467 | - | - | - | - | - | - | - |
65 | 8464 | - | - | - | - | - | - | - |
66 | 8102 | - | - | - | - | - | - | - |
67 | 7627 | - | - | - | - | - | - | - |
68 | 7513 | - | - | - | - | - | - | - |
69 | 7510 | - | - | - | - | - | - | - |
70 | 8291 | - | - | - | - | - | - | - |
71 | 8064 | - | - | - | - | - | - | - |
72 | 9383 | - | - | - | - | - | - | - |
73 | 9706 | 9615.146 | 8752.2365 | 10478.0556 | 0.4183 | 0.701 | 0.1667 | 0.701 |
74 | 8579 | 8305.4224 | 7274.1581 | 9336.6868 | 0.3015 | 0.0039 | 0.0178 | 0.0203 |
75 | 9474 | 8919.1709 | 7737.2503 | 10101.0915 | 0.1788 | 0.7137 | 0.0069 | 0.2209 |
76 | 8318 | 7641.8884 | 6326.6928 | 8957.0839 | 0.1568 | 0.0032 | 0.1094 | 0.0047 |
77 | 8213 | 7579.7396 | 6143.5749 | 9015.9043 | 0.1937 | 0.1568 | 0.1138 | 0.0069 |
78 | 8059 | 7331.3048 | 5783.5975 | 8879.0121 | 0.1784 | 0.1321 | 0.1645 | 0.0047 |
79 | 9111 | 7201.9869 | 5550.2525 | 8853.7213 | 0.0117 | 0.1546 | 0.307 | 0.0048 |
80 | 7708 | 6917.4714 | 5167.8843 | 8667.0586 | 0.1879 | 0.007 | 0.2523 | 0.0029 |
81 | 7680 | 6927.5635 | 5085.3139 | 8769.8132 | 0.2117 | 0.2032 | 0.2677 | 0.0045 |
82 | 8014 | 7687.2858 | 5756.8163 | 9617.7553 | 0.3701 | 0.503 | 0.27 | 0.0426 |
83 | 8007 | 7447.9014 | 5433.071 | 9462.7317 | 0.2933 | 0.2909 | 0.2745 | 0.0299 |
84 | 8718 | 8643.4507 | 6547.6525 | 10739.2489 | 0.4722 | 0.7241 | 0.2446 | 0.2446 |
85 | 9486 | 9155.0625 | 6832.264 | 11477.861 | 0.39 | 0.6439 | 0.321 | 0.4237 |
86 | 9113 | 8389.0225 | 5913.9402 | 10864.1048 | 0.2832 | 0.1925 | 0.4402 | 0.2156 |
87 | 9025 | 9322.6171 | 6702.0413 | 11943.193 | 0.4119 | 0.5623 | 0.4549 | 0.482 |
88 | 8476 | 7429.8867 | 4671.5642 | 10188.2091 | 0.2286 | 0.1285 | 0.264 | 0.0826 |
89 | 7952 | 7456.6587 | 4567.1454 | 10346.1721 | 0.3684 | 0.2446 | 0.304 | 0.0957 |
90 | 7759 | 7120.1428 | 4105.1418 | 10135.1438 | 0.339 | 0.2943 | 0.2708 | 0.0706 |
91 | 7835 | 6684.2234 | 3548.753 | 9819.6938 | 0.236 | 0.2508 | 0.0646 | 0.0458 |
92 | 7600 | 6496.5211 | 3245.0416 | 9748.0005 | 0.253 | 0.2099 | 0.2326 | 0.0409 |
93 | 7651 | 6536.6528 | 3173.1632 | 9900.1424 | 0.2581 | 0.2677 | 0.2526 | 0.0486 |
94 | 8319 | 7338.0083 | 3866.1203 | 10809.8963 | 0.2899 | 0.4299 | 0.3514 | 0.1242 |
95 | 8812 | 7091.648 | 3514.645 | 10668.6509 | 0.1729 | 0.2506 | 0.308 | 0.1046 |
96 | 8630 | 8342.4753 | 4663.3594 | 12021.5913 | 0.4391 | 0.4012 | 0.4207 | 0.2897 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0458 | 0.0094 | 0 | 8254.4465 | 0 | 0 |
74 | 0.0634 | 0.0329 | 0.0212 | 74844.6924 | 41549.5694 | 203.8371 |
75 | 0.0676 | 0.0622 | 0.0349 | 307835.3249 | 130311.4879 | 360.9868 |
76 | 0.0878 | 0.0885 | 0.0483 | 457126.9352 | 212015.3497 | 460.4512 |
77 | 0.0967 | 0.0835 | 0.0553 | 401018.7432 | 249816.0284 | 499.816 |
78 | 0.1077 | 0.0993 | 0.0626 | 529540.3148 | 296436.7428 | 544.46 |
79 | 0.117 | 0.2651 | 0.0916 | 3644331.0224 | 774707.3542 | 880.1746 |
80 | 0.129 | 0.1143 | 0.0944 | 624935.3939 | 755985.8592 | 869.4745 |
81 | 0.1357 | 0.1086 | 0.096 | 566160.6148 | 734894.1653 | 857.2597 |
82 | 0.1281 | 0.0425 | 0.0906 | 106742.1907 | 672078.9679 | 819.8042 |
83 | 0.138 | 0.0751 | 0.0892 | 312591.2798 | 639398.269 | 799.6238 |
84 | 0.1237 | 0.0086 | 0.0825 | 5557.5981 | 586578.2131 | 765.8839 |
85 | 0.1294 | 0.0361 | 0.0789 | 109519.6523 | 549881.4007 | 741.5399 |
86 | 0.1505 | 0.0863 | 0.0795 | 524143.4312 | 548042.9743 | 740.2992 |
87 | 0.1434 | -0.0319 | 0.0763 | 88575.9565 | 517411.8398 | 719.3135 |
88 | 0.1894 | 0.1408 | 0.0803 | 1094353.1068 | 553470.669 | 743.9561 |
89 | 0.1977 | 0.0664 | 0.0795 | 245362.9821 | 535346.6874 | 731.6739 |
90 | 0.216 | 0.0897 | 0.0801 | 408138.5647 | 528279.5695 | 726.8284 |
91 | 0.2393 | 0.1722 | 0.0849 | 1324286.7968 | 570174.6867 | 755.0991 |
92 | 0.2554 | 0.1699 | 0.0892 | 1217665.7814 | 602549.2414 | 776.2405 |
93 | 0.2625 | 0.1705 | 0.093 | 1241769.7017 | 632988.311 | 795.6056 |
94 | 0.2414 | 0.1337 | 0.0949 | 962344.7275 | 647959.0572 | 804.959 |
95 | 0.2573 | 0.2426 | 0.1013 | 2959611.1434 | 748465.6696 | 865.1391 |
96 | 0.225 | 0.0345 | 0.0985 | 82670.435 | 720724.2015 | 848.9548 |