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[117]) |
105 | 22896 | - | - | - | - | - | - | - |
106 | 22248 | - | - | - | - | - | - | - |
107 | 23406 | - | - | - | - | - | - | - |
108 | 25073 | - | - | - | - | - | - | - |
109 | 27691 | - | - | - | - | - | - | - |
110 | 30599 | - | - | - | - | - | - | - |
111 | 31948 | - | - | - | - | - | - | - |
112 | 32946 | - | - | - | - | - | - | - |
113 | 34012 | - | - | - | - | - | - | - |
114 | 32936 | - | - | - | - | - | - | - |
115 | 32974 | - | - | - | - | - | - | - |
116 | 30951 | - | - | - | - | - | - | - |
117 | 29812 | - | - | - | - | - | - | - |
118 | 29010 | 27977.1111 | 24544.7548 | 31409.4674 | 0.2777 | 0.1474 | 0.9995 | 0.1474 |
119 | 31068 | 29729.7224 | 24875.6378 | 34583.807 | 0.2945 | 0.6143 | 0.9947 | 0.4867 |
120 | 32447 | 31118.5094 | 25173.4945 | 37063.5243 | 0.3307 | 0.5066 | 0.9769 | 0.6667 |
121 | 34844 | 32981.8275 | 26117.1161 | 39846.5389 | 0.2975 | 0.5607 | 0.9346 | 0.8173 |
122 | 35676 | 34837.8329 | 27169.8581 | 42505.8076 | 0.4152 | 0.4994 | 0.8607 | 0.9005 |
123 | 35387 | 34683.0098 | 26288.2847 | 43077.735 | 0.4347 | 0.4083 | 0.7384 | 0.8723 |
124 | 36488 | 35747.5358 | 26684.1489 | 44810.9227 | 0.4364 | 0.5311 | 0.7277 | 0.9004 |
125 | 35652 | 34844.5855 | 25158.5878 | 44530.5833 | 0.4351 | 0.3697 | 0.5669 | 0.8457 |
126 | 33488 | 33672.7517 | 23401.816 | 43943.6874 | 0.4859 | 0.3528 | 0.5559 | 0.7694 |
127 | 32914 | 33159.6814 | 22335.3714 | 43983.9913 | 0.4823 | 0.4763 | 0.5134 | 0.7278 |
128 | 29781 | 31214.2226 | 19863.4847 | 42564.9605 | 0.4023 | 0.3846 | 0.5181 | 0.5957 |
129 | 27951 | 28815.3276 | 16961.5176 | 40669.1377 | 0.4432 | 0.4366 | 0.4346 | 0.4346 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
118 | 0.0626 | 0.0369 | 0 | 1066859.5128 | 0 | 0 |
119 | 0.0833 | 0.045 | 0.041 | 1790986.979 | 1428923.2459 | 1195.3758 |
120 | 0.0975 | 0.0427 | 0.0415 | 1764887.2727 | 1540911.2548 | 1241.3345 |
121 | 0.1062 | 0.0565 | 0.0453 | 3467686.5753 | 2022605.0849 | 1422.1832 |
122 | 0.1123 | 0.0241 | 0.041 | 702524.1522 | 1758588.8984 | 1326.118 |
123 | 0.1235 | 0.0203 | 0.0376 | 495602.1866 | 1548091.1131 | 1244.2231 |
124 | 0.1294 | 0.0207 | 0.0352 | 548287.205 | 1405261.9834 | 1185.4375 |
125 | 0.1418 | 0.0232 | 0.0337 | 651918.1044 | 1311093.9985 | 1145.0301 |
126 | 0.1556 | -0.0055 | 0.0305 | 34133.1804 | 1169209.4631 | 1081.2999 |
127 | 0.1665 | -0.0074 | 0.0282 | 60359.3287 | 1058324.4497 | 1028.749 |
128 | 0.1855 | -0.0459 | 0.0298 | 2054127.0872 | 1148851.9622 | 1071.8451 |
129 | 0.2099 | -0.03 | 0.0298 | 747062.262 | 1115369.4872 | 1056.1105 |