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[108]) |
96 | 2422 | - | - | - | - | - | - | - |
97 | 1376 | - | - | - | - | - | - | - |
98 | 2202 | - | - | - | - | - | - | - |
99 | 2683 | - | - | - | - | - | - | - |
100 | 3303 | - | - | - | - | - | - | - |
101 | 5202 | - | - | - | - | - | - | - |
102 | 5231 | - | - | - | - | - | - | - |
103 | 4880 | - | - | - | - | - | - | - |
104 | 7998 | - | - | - | - | - | - | - |
105 | 4977 | - | - | - | - | - | - | - |
106 | 3531 | - | - | - | - | - | - | - |
107 | 2025 | - | - | - | - | - | - | - |
108 | 2205 | - | - | - | - | - | - | - |
109 | 1442 | 1483.4555 | 1337.6269 | 1654.4995 | 0.3174 | 0 | 0.8909 | 0 |
110 | 2238 | 2204.7719 | 1942.176 | 2524.4614 | 0.4193 | 1 | 0.5068 | 0.4994 |
111 | 2179 | 2409.6871 | 2107.762 | 2781.4563 | 0.112 | 0.8173 | 0.0748 | 0.8597 |
112 | 3218 | 3420.9514 | 2896.5945 | 4101.7333 | 0.2795 | 0.9998 | 0.6329 | 0.9998 |
113 | 5139 | 4831.8094 | 3968.4374 | 6010.9376 | 0.3048 | 0.9963 | 0.2692 | 1 |
114 | 4990 | 5090.9604 | 4156.0357 | 6380.8741 | 0.439 | 0.4709 | 0.4157 | 1 |
115 | 4914 | 5041.2615 | 4116.2101 | 6317.1631 | 0.4225 | 0.5314 | 0.5978 | 1 |
116 | 6084 | 6513.886 | 5180.7515 | 8436.5267 | 0.3306 | 0.9486 | 0.0651 | 1 |
117 | 5672 | 5139.0252 | 4186.6685 | 6457.5441 | 0.2141 | 0.0801 | 0.5952 | 1 |
118 | 3548 | 3194.6557 | 2713.4109 | 3816.278 | 0.1326 | 0 | 0.1445 | 0.9991 |
119 | 1793 | 1920.5874 | 1690.2991 | 2201.3558 | 0.1866 | 0 | 0.233 | 0.0235 |
120 | 2086 | 2255.1041 | 1964.2812 | 2615.6406 | 0.179 | 0.994 | 0.6073 | 0.6073 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.0588 | -0.0279 | 0 | 1718.5612 | 0 | 0 |
110 | 0.074 | 0.0151 | 0.0215 | 1104.1099 | 1411.3355 | 37.5677 |
111 | 0.0787 | -0.0957 | 0.0462 | 53216.5368 | 18679.7359 | 136.6738 |
112 | 0.1015 | -0.0593 | 0.0495 | 41189.2553 | 24307.1158 | 155.9074 |
113 | 0.1245 | 0.0636 | 0.0523 | 94366.0856 | 38318.9097 | 195.7522 |
114 | 0.1293 | -0.0198 | 0.0469 | 10193.0058 | 33631.2591 | 183.3883 |
115 | 0.1291 | -0.0252 | 0.0438 | 16195.4832 | 31140.434 | 176.4665 |
116 | 0.1506 | -0.066 | 0.0466 | 184801.991 | 50348.1286 | 224.3839 |
117 | 0.1309 | 0.1037 | 0.0529 | 284062.1715 | 76316.3556 | 276.2542 |
118 | 0.0993 | 0.1106 | 0.0587 | 124852.1765 | 81169.9377 | 284.9034 |
119 | 0.0746 | -0.0664 | 0.0594 | 16278.5495 | 75270.7206 | 274.3551 |
120 | 0.0816 | -0.075 | 0.0607 | 28596.1909 | 71381.1764 | 267.1726 |