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[96]) |
84 | 9893 | - | - | - | - | - | - | - |
85 | 11572 | - | - | - | - | - | - | - |
86 | 12380 | - | - | - | - | - | - | - |
87 | 16692 | - | - | - | - | - | - | - |
88 | 16052 | - | - | - | - | - | - | - |
89 | 16459 | - | - | - | - | - | - | - |
90 | 14761 | - | - | - | - | - | - | - |
91 | 13654 | - | - | - | - | - | - | - |
92 | 13480 | - | - | - | - | - | - | - |
93 | 18068 | - | - | - | - | - | - | - |
94 | 16560 | - | - | - | - | - | - | - |
95 | 14530 | - | - | - | - | - | - | - |
96 | 10650 | - | - | - | - | - | - | - |
97 | 11651 | 10547.6976 | 6980.6036 | 14114.7915 | 0.2722 | 0.4776 | 0.2868 | 0.4776 |
98 | 13735 | 11238.2191 | 6194.4144 | 16282.0238 | 0.166 | 0.4363 | 0.3286 | 0.5904 |
99 | 13360 | 14571.782 | 8394.7461 | 20748.8179 | 0.3503 | 0.6047 | 0.2506 | 0.8933 |
100 | 17818 | 13922.6163 | 6790.1849 | 21055.0478 | 0.1422 | 0.5614 | 0.2792 | 0.8158 |
101 | 20613 | 14648.8933 | 6674.7234 | 22623.0632 | 0.0713 | 0.218 | 0.3282 | 0.8372 |
102 | 16231 | 14286.4203 | 5551.2505 | 23021.5902 | 0.3313 | 0.0779 | 0.4576 | 0.7927 |
103 | 13862 | 12302.4413 | 2867.4533 | 21737.4293 | 0.373 | 0.2072 | 0.3894 | 0.6343 |
104 | 12004 | 11535.8736 | 1449.5063 | 21622.2409 | 0.4638 | 0.3256 | 0.3528 | 0.5683 |
105 | 17734 | 14792.7228 | 4094.5635 | 25490.882 | 0.295 | 0.6953 | 0.2742 | 0.7761 |
106 | 15034 | 14175.9909 | 2899.182 | 25452.7997 | 0.4407 | 0.2682 | 0.3393 | 0.73 |
107 | 12609 | 13106.5993 | 1279.4178 | 24933.7809 | 0.4671 | 0.3747 | 0.4068 | 0.658 |
108 | 12320 | 10254.0909 | -2098.9666 | 22607.1484 | 0.3715 | 0.3543 | 0.475 | 0.475 |
109 | 10833 | 10151.7884 | -3122.416 | 23425.9928 | 0.4599 | 0.3744 | 0.4124 | 0.4707 |
110 | 11350 | 10842.31 | -3292.2547 | 24976.8747 | 0.4719 | 0.5005 | 0.3442 | 0.5106 |
111 | 13648 | 14175.8728 | -769.6059 | 29121.3516 | 0.4724 | 0.6445 | 0.5426 | 0.6781 |
112 | 14890 | 13526.7072 | -2187.8959 | 29241.3103 | 0.4325 | 0.494 | 0.2962 | 0.6401 |
113 | 16325 | 14252.9842 | -2194.8172 | 30700.7855 | 0.4025 | 0.4697 | 0.2243 | 0.6662 |
114 | 18045 | 13890.5112 | -3259.1705 | 31040.1929 | 0.3175 | 0.3904 | 0.3945 | 0.6444 |
115 | 15616 | 11906.5322 | -5917.4124 | 29730.4767 | 0.3417 | 0.2498 | 0.4149 | 0.5549 |
116 | 11926 | 11139.9645 | -7333.6496 | 29613.5785 | 0.4668 | 0.3174 | 0.4635 | 0.5207 |
117 | 16855 | 14396.8136 | -4704.3861 | 33498.0134 | 0.4004 | 0.6001 | 0.366 | 0.6497 |
118 | 15083 | 13780.0817 | -5928.7297 | 33488.8931 | 0.4485 | 0.3799 | 0.4504 | 0.6222 |
119 | 12520 | 12710.6902 | -7587.5526 | 33008.9331 | 0.4927 | 0.4094 | 0.5039 | 0.5789 |
120 | 12355 | 9858.1817 | -11012.8527 | 30729.2162 | 0.4073 | 0.4013 | 0.4086 | 0.4704 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.1725 | 0.1046 | 0 | 1217276.2452 | 0 | 0 |
98 | 0.229 | 0.2222 | 0.1634 | 6233914.806 | 3725595.5256 | 1930.1802 |
99 | 0.2163 | -0.0832 | 0.1366 | 1468415.5518 | 2973202.201 | 1724.2976 |
100 | 0.2614 | 0.2798 | 0.1724 | 15174013.8185 | 6023405.1053 | 2454.2626 |
101 | 0.2777 | 0.4071 | 0.2194 | 35570568.9192 | 11932837.8681 | 3454.394 |
102 | 0.312 | 0.1361 | 0.2055 | 3781390.0437 | 10574263.2307 | 3251.8092 |
103 | 0.3913 | 0.1268 | 0.1942 | 2432223.277 | 9411114.6659 | 3067.754 |
104 | 0.4461 | 0.0406 | 0.175 | 219142.3281 | 8262118.1237 | 2874.39 |
105 | 0.369 | 0.1988 | 0.1777 | 8651111.7291 | 8305339.6354 | 2881.8986 |
106 | 0.4059 | 0.0605 | 0.166 | 736179.6704 | 7548423.6389 | 2747.4395 |
107 | 0.4604 | -0.038 | 0.1543 | 247605.1129 | 6884712.8638 | 2623.8736 |
108 | 0.6146 | 0.2015 | 0.1583 | 4267980.5466 | 6666651.8374 | 2581.986 |
109 | 0.6671 | 0.0671 | 0.1512 | 464049.1896 | 6189528.5568 | 2487.8763 |
110 | 0.6651 | 0.0468 | 0.1438 | 257749.1583 | 5765830.0283 | 2401.2143 |
111 | 0.5379 | -0.0372 | 0.1367 | 278649.7357 | 5400018.0088 | 2323.7939 |
112 | 0.5927 | 0.1008 | 0.1344 | 1858567.2259 | 5178677.3349 | 2275.6707 |
113 | 0.5888 | 0.1454 | 0.1351 | 4293249.6791 | 5126593.3551 | 2264.1982 |
114 | 0.6299 | 0.2991 | 0.1442 | 17259777.1105 | 5800659.1193 | 2408.4558 |
115 | 0.7638 | 0.3115 | 0.153 | 13760151.4586 | 6219579.7687 | 2493.9085 |
116 | 0.8461 | 0.0706 | 0.1489 | 617851.8623 | 5939493.3734 | 2437.1076 |
117 | 0.6769 | 0.1707 | 0.1499 | 6042680.184 | 5944407.0311 | 2438.1155 |
118 | 0.7297 | 0.0946 | 0.1474 | 1697596.0055 | 5751370.1663 | 2398.2014 |
119 | 0.8148 | -0.015 | 0.1416 | 36362.7587 | 5502891.5833 | 2345.8243 |
120 | 1.0802 | 0.2533 | 0.1463 | 6234101.4554 | 5533358.6613 | 2352.3092 |