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 | 23828 | - | - | - | - | - | - | - |
108 | 25743 | - | - | - | - | - | - | - |
109 | 25204 | - | - | - | - | - | - | - |
110 | 25679 | - | - | - | - | - | - | - |
111 | 25281 | - | - | - | - | - | - | - |
112 | 25136 | - | - | - | - | - | - | - |
113 | 24794 | - | - | - | - | - | - | - |
114 | 28278 | - | - | - | - | - | - | - |
115 | 40062 | - | - | - | - | - | - | - |
116 | 42590 | - | - | - | - | - | - | - |
117 | 37885 | - | - | - | - | - | - | - |
118 | 34061 | - | - | - | - | - | - | - |
119 | 32412 | - | - | - | - | - | - | - |
120 | 34647 | 34781.5181 | 32488.1116 | 37185.9191 | 0.4563 | 0.9733 | 1 | 0.9733 |
121 | 31750 | 34115.7108 | 30947.9284 | 37503.7761 | 0.0856 | 0.3793 | 1 | 0.8378 |
122 | 31288 | 34702.5057 | 30805.1708 | 38932.5316 | 0.0568 | 0.9144 | 1 | 0.8557 |
123 | 29331 | 34210.8785 | 29784.6895 | 39078.1382 | 0.0247 | 0.8804 | 0.9998 | 0.7656 |
124 | 28768 | 34031.6518 | 29129.489 | 39484.0042 | 0.0292 | 0.9545 | 0.9993 | 0.7198 |
125 | 27780 | 33608.6739 | 28313.9142 | 39560.3771 | 0.0275 | 0.9445 | 0.9982 | 0.6532 |
126 | 30113 | 37901.9895 | 31696.3153 | 44911.8607 | 0.0147 | 0.9977 | 0.9964 | 0.9376 |
127 | 41240 | 52216.8685 | 43899.8937 | 61578.5911 | 0.0108 | 1 | 0.9945 | 1 |
128 | 43271 | 55255.0803 | 46100.9138 | 65611.4896 | 0.0117 | 0.996 | 0.9917 | 1 |
129 | 38108 | 49592.2899 | 40695.9728 | 59767.914 | 0.0135 | 0.8883 | 0.9879 | 0.9995 |
130 | 34382 | 44961.8067 | 36297.5403 | 54979.2301 | 0.0192 | 0.91 | 0.9835 | 0.993 |
131 | 31551 | 42956.2643 | 34229.2304 | 53132.7954 | 0.014 | 0.9507 | 0.9789 | 0.9789 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.0353 | -0.0039 | 0 | 18095.1115 | 0 | 0 |
121 | 0.0507 | -0.0693 | 0.0366 | 5596587.4048 | 2807341.2581 | 1675.5122 |
122 | 0.0622 | -0.0984 | 0.0572 | 11658849.0534 | 5757843.8566 | 2399.5508 |
123 | 0.0726 | -0.1426 | 0.0786 | 23813214.5476 | 10271686.5293 | 3204.9472 |
124 | 0.0817 | -0.1547 | 0.0938 | 27706030.2515 | 13758555.2738 | 3709.2527 |
125 | 0.0904 | -0.1734 | 0.1071 | 33973439.5327 | 17127702.6503 | 4138.5629 |
126 | 0.0944 | -0.2055 | 0.1211 | 60668357.0231 | 23347796.1321 | 4831.9557 |
127 | 0.0915 | -0.2102 | 0.1323 | 120491642.0268 | 35490776.8689 | 5957.4136 |
128 | 0.0956 | -0.2169 | 0.1417 | 143618181.2685 | 47504932.9133 | 6892.3822 |
129 | 0.1047 | -0.2316 | 0.1507 | 131888913.5487 | 55943330.9769 | 7479.5275 |
130 | 0.1137 | -0.2353 | 0.1583 | 111932309.6951 | 61033238.1331 | 7812.3772 |
131 | 0.1209 | -0.2655 | 0.1673 | 130080052.9738 | 66787139.3698 | 8172.3399 |