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[119]) |
107 | 53862 | - | - | - | - | - | - | - |
108 | 58228 | - | - | - | - | - | - | - |
109 | 61951 | - | - | - | - | - | - | - |
110 | 62874 | - | - | - | - | - | - | - |
111 | 64013 | - | - | - | - | - | - | - |
112 | 62937 | - | - | - | - | - | - | - |
113 | 61897 | - | - | - | - | - | - | - |
114 | 65267 | - | - | - | - | - | - | - |
115 | 75228 | - | - | - | - | - | - | - |
116 | 76161 | - | - | - | - | - | - | - |
117 | 71480 | - | - | - | - | - | - | - |
118 | 69070 | - | - | - | - | - | - | - |
119 | 68293 | - | - | - | - | - | - | - |
120 | 74685 | 71134.3652 | 67641.8423 | 74626.8881 | 0.0232 | 0.9446 | 1 | 0.9446 |
121 | 72664 | 72985.9245 | 67953.9402 | 78017.9088 | 0.4501 | 0.254 | 1 | 0.9662 |
122 | 71965 | 72390.3917 | 65576.581 | 79204.2023 | 0.4513 | 0.4686 | 0.9969 | 0.8807 |
123 | 69238 | 72158.5037 | 63899.9496 | 80417.0578 | 0.2441 | 0.5183 | 0.9734 | 0.8205 |
124 | 67738 | 71127.8947 | 61505.5908 | 80750.1986 | 0.2449 | 0.6499 | 0.9524 | 0.7182 |
125 | 65187 | 69451.6273 | 58622.4097 | 80280.8448 | 0.2201 | 0.6218 | 0.9142 | 0.583 |
126 | 66170 | 71931.5687 | 59985.045 | 83878.0925 | 0.1723 | 0.8658 | 0.8629 | 0.7247 |
127 | 77309 | 82364.8355 | 69392.5657 | 95337.1053 | 0.2225 | 0.9928 | 0.8596 | 0.9833 |
128 | 77134 | 83092.4865 | 69161.9997 | 97022.9734 | 0.2009 | 0.7921 | 0.8353 | 0.9813 |
129 | 70957 | 78300.921 | 63472.6803 | 93129.1617 | 0.1658 | 0.5613 | 0.8164 | 0.9071 |
130 | 67749 | 75361.3095 | 59684.6677 | 91037.9513 | 0.1706 | 0.7091 | 0.7842 | 0.8116 |
131 | 65081 | 74000.3214 | 57518.4901 | 90482.1527 | 0.1444 | 0.7714 | 0.7513 | 0.7513 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.025 | 0.0499 | 0 | 12607007.4691 | 0 | 0 |
121 | 0.0352 | -0.0044 | 0.0272 | 103635.3952 | 6355321.4321 | 2520.9763 |
122 | 0.048 | -0.0059 | 0.0201 | 180958.0627 | 4297200.309 | 2072.969 |
123 | 0.0584 | -0.0405 | 0.0252 | 8529341.8411 | 5355235.692 | 2314.1382 |
124 | 0.069 | -0.0477 | 0.0297 | 11491386.1113 | 6582465.7759 | 2565.6317 |
125 | 0.0796 | -0.0614 | 0.035 | 18187045.6703 | 8516562.425 | 2918.315 |
126 | 0.0847 | -0.0801 | 0.0414 | 33195674.4466 | 12042149.8566 | 3470.1801 |
127 | 0.0804 | -0.0614 | 0.0439 | 25561472.7179 | 13732065.2143 | 3705.6801 |
128 | 0.0855 | -0.0717 | 0.047 | 35503561.903 | 16151120.4019 | 4018.8457 |
129 | 0.0966 | -0.0938 | 0.0517 | 53933175.4693 | 19929325.9086 | 4464.2274 |
130 | 0.1061 | -0.101 | 0.0562 | 57947255.7541 | 23385501.3491 | 4835.8558 |
131 | 0.1136 | -0.1205 | 0.0615 | 79554293.839 | 28066234.0566 | 5297.7575 |