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 | 40454 | - | - | - | - | - | - | - |
108 | 38661 | - | - | - | - | - | - | - |
109 | 37246 | - | - | - | - | - | - | - |
110 | 36843 | - | - | - | - | - | - | - |
111 | 36424 | - | - | - | - | - | - | - |
112 | 37594 | - | - | - | - | - | - | - |
113 | 38144 | - | - | - | - | - | - | - |
114 | 38737 | - | - | - | - | - | - | - |
115 | 34560 | - | - | - | - | - | - | - |
116 | 36080 | - | - | - | - | - | - | - |
117 | 33508 | - | - | - | - | - | - | - |
118 | 35462 | - | - | - | - | - | - | - |
119 | 33374 | - | - | - | - | - | - | - |
120 | 32110 | 31435.3481 | 28241.3213 | 34629.3749 | 0.3394 | 0.1171 | 0 | 0.1171 |
121 | 35533 | 33002.7053 | 28485.6695 | 37519.741 | 0.1361 | 0.6508 | 0.0328 | 0.436 |
122 | 35532 | 35568.6578 | 30043.8337 | 41093.482 | 0.4948 | 0.505 | 0.3256 | 0.7819 |
123 | 37903 | 37516.9857 | 31141.7405 | 43892.2309 | 0.4528 | 0.7292 | 0.6316 | 0.8986 |
124 | 36763 | 38294.0181 | 31169.1448 | 45418.8914 | 0.3368 | 0.5428 | 0.5764 | 0.912 |
125 | 40399 | 39315.92 | 31513.1073 | 47118.7328 | 0.3928 | 0.7393 | 0.6158 | 0.9322 |
126 | 44164 | 39950.4155 | 31524.0311 | 48376.7999 | 0.1635 | 0.4584 | 0.6111 | 0.937 |
127 | 44496 | 38690.1843 | 29683.297 | 47697.0716 | 0.1032 | 0.1168 | 0.8156 | 0.8763 |
128 | 43110 | 39080.1438 | 29527.9669 | 48632.3207 | 0.2042 | 0.1332 | 0.7309 | 0.8792 |
129 | 43880 | 37120.7447 | 27052.7684 | 47188.7209 | 0.0941 | 0.1218 | 0.7591 | 0.7671 |
130 | 43930 | 35295.316 | 24736.7078 | 45853.9242 | 0.0545 | 0.0555 | 0.4877 | 0.6393 |
131 | 44327 | 33853.7131 | 22826.2807 | 44881.1456 | 0.0313 | 0.0367 | 0.534 | 0.534 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.0518 | 0.0215 | 0 | 455155.1464 | 0 | 0 |
121 | 0.0698 | 0.0767 | 0.0491 | 6402391.3823 | 3428773.2643 | 1851.6947 |
122 | 0.0792 | -0.001 | 0.0331 | 1343.7956 | 2286296.7748 | 1512.0505 |
123 | 0.0867 | 0.0103 | 0.0274 | 149007.026 | 1751974.3376 | 1323.6217 |
124 | 0.0949 | -0.04 | 0.0299 | 2344016.3904 | 1870382.7482 | 1367.6194 |
125 | 0.1013 | 0.0275 | 0.0295 | 1173062.1946 | 1754162.6559 | 1324.4481 |
126 | 0.1076 | 0.1055 | 0.0403 | 17754294.5157 | 4039895.7787 | 2009.9492 |
127 | 0.1188 | 0.1501 | 0.0541 | 33707495.739 | 7748345.7738 | 2783.5851 |
128 | 0.1247 | 0.1031 | 0.0595 | 16239741.1324 | 8691834.1469 | 2948.1917 |
129 | 0.1384 | 0.1821 | 0.0718 | 45687532.7954 | 12391404.0118 | 3520.1426 |
130 | 0.1526 | 0.2446 | 0.0875 | 74557768.4367 | 18042891.6868 | 4247.6925 |
131 | 0.1662 | 0.3094 | 0.106 | 109689738.0416 | 25680128.883 | 5067.5565 |