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 | 12149.186 | 8023.1704 | 16275.2017 | 0.1282 | 9e-04 | 0.6195 | 9e-04 |
86 | 27561 | 30005.2718 | 25641.8913 | 34368.6523 | 0.1361 | 1 | 0.9797 | 1 |
87 | 25985 | 27547.8245 | 22810.461 | 32285.188 | 0.2589 | 0.4978 | 0.9237 | 0.9999 |
88 | 34670 | 31215.6873 | 26155.8406 | 36275.5341 | 0.0904 | 0.9786 | 0.908 | 1 |
89 | 32066 | 28046.0937 | 22679.5642 | 33412.6233 | 0.071 | 0.0078 | 0.7505 | 0.9997 |
90 | 27186 | 23744.0275 | 18087.955 | 29400.1 | 0.1165 | 0.002 | 0.8683 | 0.9589 |
91 | 29586 | 24974.019 | 19042.4392 | 30905.5988 | 0.0638 | 0.2324 | 0.7679 | 0.9805 |
92 | 21359 | 19433.7502 | 13238.9174 | 25628.5829 | 0.2712 | 7e-04 | 0.5511 | 0.5881 |
93 | 21553 | 17954.4109 | 11507.0556 | 24401.7661 | 0.137 | 0.1503 | 0.6175 | 0.4068 |
94 | 19573 | 20078.647 | 13388.3405 | 26768.9535 | 0.4411 | 0.3329 | 0.505 | 0.6536 |
95 | 24256 | 22741.7338 | 15816.7168 | 29666.7509 | 0.3341 | 0.8151 | 0.529 | 0.8719 |
96 | 22380 | 18212.6768 | 11062.505 | 25362.8486 | 0.1267 | 0.0488 | 0.4436 | 0.4436 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.1733 | 0.1966 | 0 | 5706432.2265 | 0 | 0 |
86 | 0.0742 | -0.0815 | 0.139 | 5974464.6595 | 5840448.443 | 2416.702 |
87 | 0.0877 | -0.0567 | 0.1116 | 2442420.4196 | 4707772.4352 | 2169.7402 |
88 | 0.0827 | 0.1107 | 0.1114 | 11932275.91 | 6513898.3039 | 2552.234 |
89 | 0.0976 | 0.1433 | 0.1178 | 16159646.2726 | 8443047.8976 | 2905.6923 |
90 | 0.1215 | 0.145 | 0.1223 | 11847174.662 | 9010402.3584 | 3001.7332 |
91 | 0.1212 | 0.1847 | 0.1312 | 21270369.0315 | 10761826.1688 | 3280.5222 |
92 | 0.1626 | 0.0991 | 0.1272 | 3706586.8827 | 9879921.258 | 3143.2342 |
93 | 0.1832 | 0.2004 | 0.1353 | 12949843.8547 | 10221023.7688 | 3197.0336 |
94 | 0.17 | -0.0252 | 0.1243 | 255678.8886 | 9224489.2808 | 3037.1844 |
95 | 0.1554 | 0.0666 | 0.1191 | 2293001.983 | 8594354.0719 | 2931.6129 |
96 | 0.2003 | 0.2288 | 0.1282 | 17366582.9863 | 9325373.1481 | 3053.7474 |