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[72]) |
60 | 9334 | - | - | - | - | - | - | - |
61 | 11431 | - | - | - | - | - | - | - |
62 | 13085 | - | - | - | - | - | - | - |
63 | 16394 | - | - | - | - | - | - | - |
64 | 15701 | - | - | - | - | - | - | - |
65 | 14936 | - | - | - | - | - | - | - |
66 | 18282 | - | - | - | - | - | - | - |
67 | 12824 | - | - | - | - | - | - | - |
68 | 14784 | - | - | - | - | - | - | - |
69 | 16061 | - | - | - | - | - | - | - |
70 | 14814 | - | - | - | - | - | - | - |
71 | 14375 | - | - | - | - | - | - | - |
72 | 13644 | - | - | - | - | - | - | - |
73 | 16397 | 15414.7625 | 12900.3909 | 17929.1341 | 0.2219 | 0.9163 | 0.999 | 0.9163 |
74 | 19254 | 16851.0826 | 14125.1937 | 19576.9714 | 0.042 | 0.628 | 0.9966 | 0.9894 |
75 | 21943 | 19819.7792 | 16897.6438 | 22741.9146 | 0.0772 | 0.6478 | 0.9892 | 1 |
76 | 16731 | 18805.2545 | 15699.2473 | 21911.2617 | 0.0953 | 0.0239 | 0.9749 | 0.9994 |
77 | 22065 | 18074.2374 | 14794.6511 | 21353.8237 | 0.0085 | 0.7889 | 0.9696 | 0.9959 |
78 | 20937 | 21420.2268 | 17975.7977 | 24864.6558 | 0.3917 | 0.3568 | 0.9629 | 1 |
79 | 18242 | 16215.8681 | 12614.1328 | 19817.6034 | 0.1351 | 0.0051 | 0.9675 | 0.9192 |
80 | 19017 | 17894.7326 | 14142.2797 | 21647.1854 | 0.2789 | 0.428 | 0.9479 | 0.9868 |
81 | 20372 | 19221.6882 | 15324.342 | 23119.0345 | 0.2815 | 0.541 | 0.944 | 0.9975 |
82 | 20561 | 18008.2334 | 13971.1907 | 22045.276 | 0.1076 | 0.1256 | 0.9395 | 0.9829 |
83 | 18267 | 17426.167 | 13254.1029 | 21598.2311 | 0.3464 | 0.0704 | 0.9241 | 0.9622 |
84 | 16170 | 16575.0049 | 12272.1542 | 20877.8556 | 0.4268 | 0.2204 | 0.9091 | 0.9091 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0832 | 0.0637 | 0 | 964790.5474 | 0 | 0 |
74 | 0.0825 | 0.1426 | 0.1032 | 5774012.1742 | 3369401.3608 | 1835.5929 |
75 | 0.0752 | 0.1071 | 0.1045 | 4508066.7084 | 3748956.4767 | 1936.2222 |
76 | 0.0843 | -0.1103 | 0.1059 | 4302531.7017 | 3887350.2829 | 1971.6364 |
77 | 0.0926 | 0.2208 | 0.1289 | 15926185.7969 | 6295117.3857 | 2509.0073 |
78 | 0.082 | -0.0226 | 0.1112 | 233508.0997 | 5284849.1714 | 2298.88 |
79 | 0.1133 | 0.1249 | 0.1132 | 4105210.5318 | 5116329.3657 | 2261.9305 |
80 | 0.107 | 0.0627 | 0.1068 | 1259484.1985 | 4634223.7198 | 2152.7247 |
81 | 0.1034 | 0.0598 | 0.1016 | 1323217.1278 | 4266334.0985 | 2065.5106 |
82 | 0.1144 | 0.1418 | 0.1056 | 6516617.5411 | 4491362.4428 | 2119.2835 |
83 | 0.1221 | 0.0483 | 0.1004 | 707000.1269 | 4147329.505 | 2036.4993 |
84 | 0.1324 | -0.0244 | 0.0941 | 164028.9782 | 3815387.7944 | 1953.3018 |