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 | 10650 | - | - | - | - | - | - | - |
97 | 11651 | - | - | - | - | - | - | - |
98 | 13735 | - | - | - | - | - | - | - |
99 | 13360 | - | - | - | - | - | - | - |
100 | 17818 | - | - | - | - | - | - | - |
101 | 20613 | - | - | - | - | - | - | - |
102 | 16231 | - | - | - | - | - | - | - |
103 | 13862 | - | - | - | - | - | - | - |
104 | 12004 | - | - | - | - | - | - | - |
105 | 17734 | - | - | - | - | - | - | - |
106 | 15034 | - | - | - | - | - | - | - |
107 | 12609 | - | - | - | - | - | - | - |
108 | 12320 | - | - | - | - | - | - | - |
109 | 10833 | 12625.3273 | 8817.2625 | 16433.3921 | 0.1781 | 0.5624 | 0.692 | 0.5624 |
110 | 11350 | 13823.4765 | 8438.4006 | 19208.5525 | 0.184 | 0.8618 | 0.5128 | 0.7079 |
111 | 13648 | 15808.4863 | 9213.2814 | 22403.6912 | 0.2604 | 0.9074 | 0.7666 | 0.8501 |
112 | 14890 | 17022.0583 | 9406.652 | 24637.4646 | 0.2916 | 0.8074 | 0.4188 | 0.8869 |
113 | 16325 | 18496.5225 | 9982.2933 | 27010.7516 | 0.3086 | 0.7968 | 0.3131 | 0.9225 |
114 | 18045 | 16669.8831 | 7343.0518 | 25996.7145 | 0.3863 | 0.5289 | 0.5367 | 0.8197 |
115 | 15616 | 14546.6861 | 4472.5872 | 24620.785 | 0.4176 | 0.2481 | 0.553 | 0.6676 |
116 | 11926 | 13383.7573 | 2614.1169 | 24153.3977 | 0.3954 | 0.3423 | 0.5991 | 0.5768 |
117 | 16855 | 17546.4055 | 6123.497 | 28969.314 | 0.4528 | 0.8326 | 0.4872 | 0.8151 |
118 | 15083 | 16169.4153 | 4128.6294 | 28210.2011 | 0.4298 | 0.4556 | 0.5733 | 0.7345 |
119 | 12520 | 14603.0078 | 1974.5396 | 27231.476 | 0.3732 | 0.4703 | 0.6215 | 0.6385 |
120 | 12355 | 12681.4665 | -508.5257 | 25871.4586 | 0.4807 | 0.5096 | 0.5214 | 0.5214 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.1539 | -0.142 | 0 | 3212437.2676 | 0 | 0 |
110 | 0.1988 | -0.1789 | 0.1604 | 6118086.2426 | 4665261.7551 | 2159.9217 |
111 | 0.2129 | -0.1367 | 0.1525 | 4667701.1618 | 4666074.8906 | 2160.1099 |
112 | 0.2283 | -0.1253 | 0.1457 | 4545672.6055 | 4635974.3194 | 2153.1313 |
113 | 0.2349 | -0.1174 | 0.14 | 4715509.7571 | 4651881.4069 | 2156.8221 |
114 | 0.2855 | 0.0825 | 0.1305 | 1890946.425 | 4191725.5766 | 2047.3704 |
115 | 0.3533 | 0.0735 | 0.1223 | 1143432.1249 | 3756255.0835 | 1938.1061 |
116 | 0.4106 | -0.1089 | 0.1206 | 2125056.3501 | 3552355.2418 | 1884.7693 |
117 | 0.3321 | -0.0394 | 0.1116 | 478041.5986 | 3210764.837 | 1791.8607 |
118 | 0.3799 | -0.0672 | 0.1072 | 1180298.1648 | 3007718.1698 | 1734.2774 |
119 | 0.4412 | -0.1426 | 0.1104 | 4338921.3663 | 3128736.6422 | 1768.8235 |
120 | 0.5307 | -0.0257 | 0.1033 | 106580.3462 | 2876890.2842 | 1696.1398 |