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 | 3431 | - | - | - | - | - | - | - |
61 | 2765 | - | - | - | - | - | - | - |
62 | 3483 | - | - | - | - | - | - | - |
63 | 3445 | - | - | - | - | - | - | - |
64 | 6081 | - | - | - | - | - | - | - |
65 | 8767 | - | - | - | - | - | - | - |
66 | 9407 | - | - | - | - | - | - | - |
67 | 6551 | - | - | - | - | - | - | - |
68 | 12480 | - | - | - | - | - | - | - |
69 | 9530 | - | - | - | - | - | - | - |
70 | 5960 | - | - | - | - | - | - | - |
71 | 3252 | - | - | - | - | - | - | - |
72 | 3717 | - | - | - | - | - | - | - |
73 | 2642 | 2855.6843 | 688.2591 | 5023.1096 | 0.4234 | 0.218 | 0.5327 | 0.218 |
74 | 2989 | 3634.9213 | 1405.5343 | 5864.3083 | 0.2851 | 0.8087 | 0.5531 | 0.4712 |
75 | 3607 | 3577.7218 | 1325.3112 | 5830.1324 | 0.4898 | 0.6958 | 0.546 | 0.4518 |
76 | 5366 | 6219.7414 | 3966.6146 | 8472.8682 | 0.2288 | 0.9885 | 0.548 | 0.9853 |
77 | 8898 | 8903.8541 | 6646.3985 | 11161.3096 | 0.498 | 0.9989 | 0.5473 | 1 |
78 | 9435 | 9544.4458 | 7284.1268 | 11804.7648 | 0.4622 | 0.7124 | 0.5474 | 1 |
79 | 7328 | 6688.2603 | 4424.6572 | 8951.8633 | 0.2898 | 0.0087 | 0.5473 | 0.995 |
80 | 8594 | 12617.3184 | 10350.572 | 14884.0648 | 3e-04 | 1 | 0.5473 | 1 |
81 | 11349 | 9667.3002 | 7397.3725 | 11937.2279 | 0.0732 | 0.823 | 0.5472 | 1 |
82 | 5797 | 6097.3059 | 3824.2147 | 8370.3971 | 0.3978 | 0 | 0.5471 | 0.9799 |
83 | 3621 | 3389.3041 | 1113.0496 | 5665.5586 | 0.4209 | 0.0191 | 0.5471 | 0.3889 |
84 | 3851 | 3854.3047 | 1574.8926 | 6133.7168 | 0.4989 | 0.5795 | 0.547 | 0.547 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.3872 | -0.0748 | 0 | 45660.9958 | 0 | 0 |
74 | 0.3129 | -0.1777 | 0.1263 | 417214.3385 | 231437.6671 | 481.0797 |
75 | 0.3212 | 0.0082 | 0.0869 | 857.2136 | 154577.516 | 393.1635 |
76 | 0.1848 | -0.1373 | 0.0995 | 728874.3467 | 298151.7236 | 546.0327 |
77 | 0.1294 | -7e-04 | 0.0797 | 34.2701 | 238528.2329 | 488.3935 |
78 | 0.1208 | -0.0115 | 0.0683 | 11978.3821 | 200769.9245 | 448.0736 |
79 | 0.1727 | 0.0957 | 0.0722 | 409266.9186 | 230555.2094 | 480.1616 |
80 | 0.0917 | -0.3189 | 0.1031 | 16187091.2643 | 2225122.2162 | 1491.6844 |
81 | 0.1198 | 0.174 | 0.111 | 2828114.209 | 2292121.3265 | 1513.9753 |
82 | 0.1902 | -0.0493 | 0.1048 | 90183.6457 | 2071927.5585 | 1439.4192 |
83 | 0.3427 | 0.0684 | 0.1015 | 53682.9773 | 1888450.7783 | 1374.2091 |
84 | 0.3017 | -9e-04 | 0.0931 | 10.921 | 1731080.7902 | 1315.7054 |