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[97]) |
85 | 4443.91 | - | - | - | - | - | - | - |
86 | 4502.64 | - | - | - | - | - | - | - |
87 | 4356.98 | - | - | - | - | - | - | - |
88 | 4591.27 | - | - | - | - | - | - | - |
89 | 4696.96 | - | - | - | - | - | - | - |
90 | 4621.4 | - | - | - | - | - | - | - |
91 | 4562.84 | - | - | - | - | - | - | - |
92 | 4202.52 | - | - | - | - | - | - | - |
93 | 4296.49 | - | - | - | - | - | - | - |
94 | 4435.23 | - | - | - | - | - | - | - |
95 | 4105.18 | - | - | - | - | - | - | - |
96 | 4116.68 | - | - | - | - | - | - | - |
97 | 3844.49 | - | - | - | - | - | - | - |
98 | 3720.98 | 3778.4384 | 3548.0024 | 4008.8743 | 0.3125 | 0.2871 | 0 | 0.2871 |
99 | 3674.4 | 3778.4384 | 3413.9277 | 4142.949 | 0.2879 | 0.6213 | 9e-04 | 0.3612 |
100 | 3857.62 | 3778.4384 | 3317.3144 | 4239.5623 | 0.3682 | 0.6708 | 3e-04 | 0.3895 |
101 | 3801.06 | 3778.4384 | 3237.6958 | 4319.181 | 0.4673 | 0.3871 | 4e-04 | 0.4054 |
102 | 3504.37 | 3778.4384 | 3168.3811 | 4388.4956 | 0.1893 | 0.471 | 0.0034 | 0.416 |
103 | 3032.6 | 3778.4384 | 3106.1757 | 4450.7011 | 0.0148 | 0.7879 | 0.0111 | 0.4236 |
104 | 3047.03 | 3778.4384 | 3049.2577 | 4507.619 | 0.0246 | 0.9775 | 0.1272 | 0.4295 |
105 | 2962.34 | 3778.4384 | 2996.4718 | 4560.4049 | 0.0204 | 0.9666 | 0.0971 | 0.4343 |
106 | 2197.82 | 3778.4384 | 2947.0305 | 4609.8462 | 1e-04 | 0.9728 | 0.0608 | 0.4381 |
107 | 2014.45 | 3778.4384 | 2900.3688 | 4656.508 | 0 | 0.9998 | 0.2329 | 0.4414 |
108 | 1862.83 | 3778.4384 | 2856.0645 | 4700.8122 | 0 | 0.9999 | 0.2361 | 0.4442 |
109 | 1905.41 | 3778.4384 | 2813.7929 | 4743.0838 | 1e-04 | 1 | 0.4466 | 0.4466 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
98 | 0.0311 | -0.0152 | 0 | 3301.4644 | 0 | 0 |
99 | 0.0492 | -0.0275 | 0.0214 | 10823.9827 | 7062.7235 | 84.04 |
100 | 0.0623 | 0.021 | 0.0212 | 6269.7304 | 6798.3925 | 82.4524 |
101 | 0.073 | 0.006 | 0.0174 | 511.7381 | 5226.7289 | 72.2961 |
102 | 0.0824 | -0.0725 | 0.0284 | 75113.472 | 19204.0775 | 138.5788 |
103 | 0.0908 | -0.1974 | 0.0566 | 556274.8758 | 108715.8772 | 329.7209 |
104 | 0.0985 | -0.1936 | 0.0762 | 534958.2053 | 169607.6384 | 411.8345 |
105 | 0.1056 | -0.216 | 0.0936 | 666016.5513 | 231658.7525 | 481.3094 |
106 | 0.1123 | -0.4183 | 0.1297 | 2498354.4351 | 483513.8284 | 695.3516 |
107 | 0.1186 | -0.4669 | 0.1634 | 3111654.9734 | 746327.9429 | 863.9027 |
108 | 0.1245 | -0.507 | 0.1947 | 3669555.4315 | 1012075.8964 | 1006.0198 |
109 | 0.1303 | -0.4957 | 0.2198 | 3508235.279 | 1220089.1783 | 1104.5765 |