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 | 19410.3289 | 15659.8539 | 23160.8039 | 0.4273 | 0.1428 | 0.6275 | 0.1428 |
92 | 19815 | 21524.9484 | 16220.9762 | 26828.9206 | 0.2637 | 0.7427 | 0.7964 | 0.5105 |
93 | 20780 | 22947.4306 | 16451.4183 | 29443.4429 | 0.2566 | 0.8277 | 0.8354 | 0.6739 |
94 | 23462 | 24561.0616 | 17060.1133 | 32062.0099 | 0.387 | 0.8384 | 0.7552 | 0.7916 |
95 | 25005 | 26647.9843 | 18261.6699 | 35034.2988 | 0.3505 | 0.7717 | 0.7463 | 0.8876 |
96 | 24725 | 26056.0561 | 16869.3097 | 35242.8024 | 0.3882 | 0.5887 | 0.686 | 0.8369 |
97 | 26198 | 27274.283 | 17351.464 | 37197.102 | 0.4158 | 0.6927 | 0.6947 | 0.8749 |
98 | 27543 | 25805.6693 | 15208.0935 | 36403.2451 | 0.374 | 0.4711 | 0.591 | 0.7895 |
99 | 26471 | 24595.3115 | 13363.4424 | 35827.1806 | 0.3717 | 0.3035 | 0.5703 | 0.7082 |
100 | 26558 | 23911.7092 | 12079.501 | 35743.9173 | 0.3306 | 0.3358 | 0.4324 | 0.658 |
101 | 25317 | 21893.9868 | 9490.4626 | 34297.511 | 0.2943 | 0.2306 | 0.3757 | 0.5277 |
102 | 22896 | 19343.2695 | 6393.6105 | 32292.9285 | 0.2954 | 0.183 | 0.3747 | 0.3747 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
91 | 0.0986 | 0.0181 | 0 | 122970.2256 | 0 | 0 |
92 | 0.1257 | -0.0794 | 0.0488 | 2923923.5952 | 1523446.9104 | 1234.2799 |
93 | 0.1444 | -0.0945 | 0.064 | 4697755.3912 | 2581549.7373 | 1606.7202 |
94 | 0.1558 | -0.0447 | 0.0592 | 1207936.489 | 2238146.4252 | 1496.0436 |
95 | 0.1606 | -0.0617 | 0.0597 | 2699397.5701 | 2330396.6542 | 1526.5637 |
96 | 0.1799 | -0.0511 | 0.0582 | 1771710.2175 | 2237282.2481 | 1495.7547 |
97 | 0.1856 | -0.0395 | 0.0556 | 1158385.0256 | 2083154.0735 | 1443.3136 |
98 | 0.2095 | 0.0673 | 0.057 | 3018317.9319 | 2200049.5558 | 1483.2564 |
99 | 0.233 | 0.0763 | 0.0592 | 3518207.3818 | 2346511.5364 | 1531.8327 |
100 | 0.2525 | 0.1107 | 0.0643 | 7002855.2192 | 2812145.9047 | 1676.9454 |
101 | 0.289 | 0.1563 | 0.0727 | 11717019.2436 | 3621679.8446 | 1903.0712 |
102 | 0.3416 | 0.1837 | 0.0819 | 12621894.029 | 4371697.6933 | 2090.8605 |