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 | 89137 | - | - | - | - | - | - | - |
108 | 94066 | - | - | - | - | - | - | - |
109 | 99258 | - | - | - | - | - | - | - |
110 | 100673 | - | - | - | - | - | - | - |
111 | 102269 | - | - | - | - | - | - | - |
112 | 100833 | - | - | - | - | - | - | - |
113 | 99314 | - | - | - | - | - | - | - |
114 | 101764 | - | - | - | - | - | - | - |
115 | 108242 | - | - | - | - | - | - | - |
116 | 108148 | - | - | - | - | - | - | - |
117 | 104761 | - | - | - | - | - | - | - |
118 | 103772 | - | - | - | - | - | - | - |
119 | 103737 | - | - | - | - | - | - | - |
120 | 111043 | 106574.7355 | 102226.1844 | 110923.2866 | 0.022 | 0.8996 | 1 | 0.8996 |
121 | 109906 | 109263.137 | 103424.5745 | 115101.6995 | 0.4146 | 0.2751 | 0.9996 | 0.9682 |
122 | 109335 | 108966.5163 | 101322.0493 | 116610.9833 | 0.4624 | 0.4048 | 0.9833 | 0.91 |
123 | 107247 | 108637.8362 | 99284.2825 | 117991.3899 | 0.3854 | 0.4419 | 0.909 | 0.8478 |
124 | 105690 | 107805.6203 | 96715.5398 | 118895.7008 | 0.3542 | 0.5393 | 0.8911 | 0.7639 |
125 | 102755 | 105694.1035 | 92881.3359 | 118506.8711 | 0.3265 | 0.5003 | 0.8355 | 0.6177 |
126 | 102280 | 106499.9732 | 91972.4915 | 121027.4548 | 0.2846 | 0.6933 | 0.7386 | 0.6453 |
127 | 110590 | 114361.9295 | 98135.6727 | 130588.1864 | 0.3243 | 0.9278 | 0.7701 | 0.9003 |
128 | 109122 | 114740.9326 | 96834.6156 | 132647.2496 | 0.2693 | 0.6752 | 0.7647 | 0.8858 |
129 | 102803 | 110602.2876 | 91037.9725 | 130166.6028 | 0.2173 | 0.5589 | 0.7208 | 0.7542 |
130 | 101424 | 109688.5273 | 88490.4976 | 130886.557 | 0.2224 | 0.7378 | 0.7078 | 0.7089 |
131 | 99138 | 109043.4472 | 86237.7296 | 131849.1648 | 0.1973 | 0.7437 | 0.6758 | 0.6758 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.0208 | 0.0419 | 0 | 19965387.5984 | 0 | 0 |
121 | 0.0273 | 0.0059 | 0.0239 | 413272.8067 | 10189330.2025 | 3192.073 |
122 | 0.0358 | 0.0034 | 0.0171 | 135780.2697 | 6838146.8916 | 2614.9851 |
123 | 0.0439 | -0.0128 | 0.016 | 1934425.4593 | 5612216.5335 | 2369.0117 |
124 | 0.0525 | -0.0196 | 0.0167 | 4475849.1812 | 5384943.0631 | 2320.548 |
125 | 0.0618 | -0.0278 | 0.0186 | 8638329.5092 | 5927174.1374 | 2434.5788 |
126 | 0.0696 | -0.0396 | 0.0216 | 17808173.4253 | 7624459.75 | 2761.2424 |
127 | 0.0724 | -0.033 | 0.023 | 14227452.4 | 8449833.8312 | 2906.8598 |
128 | 0.0796 | -0.049 | 0.0259 | 31572403.8008 | 11019008.2723 | 3319.4892 |
129 | 0.0902 | -0.0705 | 0.0304 | 60828887.6794 | 15999996.213 | 3999.9995 |
130 | 0.0986 | -0.0753 | 0.0344 | 68302411.792 | 20754761.2656 | 4555.7394 |
131 | 0.1067 | -0.0908 | 0.0391 | 98117883.6458 | 27201688.1306 | 5215.5238 |