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[84]) |
72 | 15572 | - | - | - | - | - | - | - |
73 | 11509 | - | - | - | - | - | - | - |
74 | 25447 | - | - | - | - | - | - | - |
75 | 24090 | - | - | - | - | - | - | - |
76 | 27786 | - | - | - | - | - | - | - |
77 | 26195 | - | - | - | - | - | - | - |
78 | 20516 | - | - | - | - | - | - | - |
79 | 22759 | - | - | - | - | - | - | - |
80 | 19028 | - | - | - | - | - | - | - |
81 | 16971 | - | - | - | - | - | - | - |
82 | 20036 | - | - | - | - | - | - | - |
83 | 22485 | - | - | - | - | - | - | - |
84 | 18730 | - | - | - | - | - | - | - |
85 | 14538 | 12002.8989 | 8076.2556 | 15929.5422 | 0.1029 | 4e-04 | 0.5974 | 4e-04 |
86 | 27561 | 29815.9028 | 25751.8796 | 33879.926 | 0.1384 | 1 | 0.9824 | 1 |
87 | 25985 | 27158.44 | 22807.0666 | 31509.8134 | 0.2986 | 0.4281 | 0.9165 | 0.9999 |
88 | 34670 | 30792.7368 | 26369.1075 | 35216.366 | 0.0429 | 0.9834 | 0.9086 | 1 |
89 | 32066 | 27549.25 | 23058.9917 | 32039.5083 | 0.0243 | 9e-04 | 0.7228 | 0.9999 |
90 | 27186 | 23219.8775 | 18699.434 | 27740.3209 | 0.0427 | 1e-04 | 0.8795 | 0.9742 |
91 | 29586 | 24418.4317 | 19875.1117 | 28961.7517 | 0.0129 | 0.1163 | 0.763 | 0.9929 |
92 | 21359 | 18863.5394 | 14306.0562 | 23421.0226 | 0.1416 | 0 | 0.4718 | 0.5229 |
93 | 21553 | 17362.5157 | 12792.9972 | 21932.0342 | 0.0361 | 0.0432 | 0.5667 | 0.2788 |
94 | 19573 | 19487.3544 | 14908.5834 | 24066.1255 | 0.4854 | 0.1883 | 0.4072 | 0.6271 |
95 | 24256 | 22109.4756 | 17519.2933 | 26699.6579 | 0.1797 | 0.8606 | 0.4363 | 0.9255 |
96 | 22380 | 17619.3685 | 13021.0346 | 22217.7024 | 0.0212 | 0.0023 | 0.318 | 0.318 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.1669 | 0.2112 | 0 | 6426737.5859 | 0 | 0 |
86 | 0.0695 | -0.0756 | 0.1434 | 5084586.6423 | 5755662.1141 | 2399.0961 |
87 | 0.0817 | -0.0432 | 0.11 | 1376961.3972 | 4296095.2085 | 2072.7024 |
88 | 0.0733 | 0.1259 | 0.114 | 15033170.2663 | 6980363.9729 | 2642.0378 |
89 | 0.0832 | 0.164 | 0.124 | 20401030.5312 | 9664497.2846 | 3108.7775 |
90 | 0.0993 | 0.1708 | 0.1318 | 15730128.059 | 10675435.747 | 3267.3285 |
91 | 0.0949 | 0.2116 | 0.1432 | 26703762.1699 | 12965196.6645 | 3600.7217 |
92 | 0.1233 | 0.1323 | 0.1418 | 6227323.6336 | 12122962.5357 | 3481.8045 |
93 | 0.1343 | 0.2414 | 0.1529 | 17560158.6988 | 12727095.4427 | 3567.5055 |
94 | 0.1199 | 0.0044 | 0.138 | 7335.1679 | 11455119.4152 | 3384.5412 |
95 | 0.1059 | 0.0971 | 0.1343 | 4607566.8284 | 10832614.6346 | 3291.2938 |
96 | 0.1332 | 0.2702 | 0.1456 | 22663612.4366 | 11818531.1181 | 3437.8091 |