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[117]) |
105 | 48441 | - | - | - | - | - | - | - |
106 | 44928 | - | - | - | - | - | - | - |
107 | 40454 | - | - | - | - | - | - | - |
108 | 38661 | - | - | - | - | - | - | - |
109 | 37246 | - | - | - | - | - | - | - |
110 | 36843 | - | - | - | - | - | - | - |
111 | 36424 | - | - | - | - | - | - | - |
112 | 37594 | - | - | - | - | - | - | - |
113 | 38144 | - | - | - | - | - | - | - |
114 | 38737 | - | - | - | - | - | - | - |
115 | 34560 | - | - | - | - | - | - | - |
116 | 36080 | - | - | - | - | - | - | - |
117 | 33508 | - | - | - | - | - | - | - |
118 | 35462 | 31421.4401 | 28299.2105 | 34543.6696 | 0.0056 | 0.0951 | 0 | 0.0951 |
119 | 33374 | 30149.5428 | 25734.0435 | 34565.0422 | 0.0762 | 0.0092 | 0 | 0.068 |
120 | 32110 | 28291.7916 | 22883.9314 | 33699.6518 | 0.0832 | 0.0327 | 1e-04 | 0.0293 |
121 | 35533 | 29697.5753 | 23453.1163 | 35942.0344 | 0.0335 | 0.2245 | 0.0089 | 0.1158 |
122 | 35532 | 31960.2617 | 24981.2984 | 38939.225 | 0.1579 | 0.1578 | 0.0851 | 0.3319 |
123 | 37903 | 33569.58 | 25926.3747 | 41212.7853 | 0.1332 | 0.3074 | 0.2321 | 0.5063 |
124 | 36763 | 34395.9515 | 26141.7861 | 42650.1169 | 0.287 | 0.2025 | 0.2238 | 0.5835 |
125 | 40399 | 35283.6019 | 26460.6825 | 44106.5212 | 0.1279 | 0.3712 | 0.2626 | 0.6534 |
126 | 44164 | 35835.5812 | 26478.4147 | 45192.7477 | 0.0405 | 0.1696 | 0.2717 | 0.6871 |
127 | 44496 | 34609.3829 | 24746.8668 | 44471.899 | 0.0247 | 0.0288 | 0.5039 | 0.5866 |
128 | 43110 | 35059.4783 | 24716.2736 | 45402.683 | 0.0636 | 0.0369 | 0.4233 | 0.6156 |
129 | 43880 | 33361.8692 | 22559.3444 | 44164.394 | 0.0282 | 0.0385 | 0.4894 | 0.4894 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
118 | 0.0507 | 0.1286 | 0 | 16326124.6977 | 0 | 0 |
119 | 0.0747 | 0.1069 | 0.1178 | 10397123.9466 | 13361624.3221 | 3655.3556 |
120 | 0.0975 | 0.135 | 0.1235 | 14578715.1078 | 13767321.2507 | 3710.4341 |
121 | 0.1073 | 0.1965 | 0.1417 | 34052180.8651 | 18838536.1543 | 4340.3383 |
122 | 0.1114 | 0.1118 | 0.1357 | 12757314.6003 | 17622291.8435 | 4197.8914 |
123 | 0.1162 | 0.1291 | 0.1346 | 18778528.987 | 17814998.0341 | 4220.7817 |
124 | 0.1224 | 0.0688 | 0.1252 | 5602918.4392 | 16070415.2348 | 4008.7922 |
125 | 0.1276 | 0.145 | 0.1277 | 26167298.0002 | 17332525.5805 | 4163.235 |
126 | 0.1332 | 0.2324 | 0.1393 | 69362560.2858 | 23113640.5477 | 4807.6648 |
127 | 0.1454 | 0.2857 | 0.154 | 97745197.4491 | 30576796.2379 | 5529.6289 |
128 | 0.1505 | 0.2296 | 0.1608 | 64810899.6974 | 33688987.4615 | 5804.2215 |
129 | 0.1652 | 0.3153 | 0.1737 | 110631074.8719 | 40100828.079 | 6332.5215 |