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[82]) |
70 | 8850 | - | - | - | - | - | - | - |
71 | 5582 | - | - | - | - | - | - | - |
72 | 6496 | - | - | - | - | - | - | - |
73 | 3255 | - | - | - | - | - | - | - |
74 | 6189 | - | - | - | - | - | - | - |
75 | 6452 | - | - | - | - | - | - | - |
76 | 5099 | - | - | - | - | - | - | - |
77 | 6833 | - | - | - | - | - | - | - |
78 | 7046 | - | - | - | - | - | - | - |
79 | 7739 | - | - | - | - | - | - | - |
80 | 10142 | - | - | - | - | - | - | - |
81 | 16054 | - | - | - | - | - | - | - |
82 | 7721 | - | - | - | - | - | - | - |
83 | 6182 | 5790.7058 | 3219.955 | 8361.4566 | 0.3827 | 0.0706 | 0.5632 | 0.0706 |
84 | 6490 | 7524.4578 | 4675.0617 | 10373.8538 | 0.2384 | 0.8221 | 0.7604 | 0.4462 |
85 | 3704 | 5437.6149 | 2334.2019 | 8541.0279 | 0.1368 | 0.2531 | 0.916 | 0.0746 |
86 | 6235 | 7367.7702 | 4210.7422 | 10524.7982 | 0.2409 | 0.9885 | 0.7679 | 0.4132 |
87 | 4655 | 6889.782 | 3576.7524 | 10202.8115 | 0.0931 | 0.6508 | 0.6022 | 0.3114 |
88 | 5072 | 6446.6304 | 2986.8434 | 9906.4173 | 0.2181 | 0.8449 | 0.7774 | 0.2352 |
89 | 3640 | 7814.106 | 4165.5566 | 11462.6553 | 0.0125 | 0.9296 | 0.7009 | 0.5199 |
90 | 5147 | 8134.6216 | 4344.1042 | 11925.1389 | 0.0612 | 0.9899 | 0.7132 | 0.5847 |
91 | 5703 | 8287.2774 | 4358.3182 | 12216.2366 | 0.0987 | 0.9414 | 0.6078 | 0.6112 |
92 | 11889 | 10986.0321 | 6933.1673 | 15038.8968 | 0.3312 | 0.9947 | 0.6584 | 0.9428 |
93 | 15603 | 16786.3188 | 12603.7311 | 20968.9065 | 0.2896 | 0.9891 | 0.6343 | 1 |
94 | 9589 | 9479.5591 | 5171.9377 | 13787.1804 | 0.4801 | 0.0027 | 0.7882 | 0.7882 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
83 | 0.2265 | 0.0676 | 0 | 153111.1595 | 0 | 0 |
84 | 0.1932 | -0.1375 | 0.1025 | 1070102.8916 | 611607.0255 | 782.0531 |
85 | 0.2912 | -0.3188 | 0.1746 | 3005420.6285 | 1409544.8932 | 1187.2426 |
86 | 0.2186 | -0.1537 | 0.1694 | 1283168.3548 | 1377950.7586 | 1173.8615 |
87 | 0.2453 | -0.3244 | 0.2004 | 4994250.555 | 2101210.7179 | 1449.5554 |
88 | 0.2738 | -0.2132 | 0.2025 | 1889608.6274 | 2065943.7028 | 1437.3391 |
89 | 0.2382 | -0.5342 | 0.2499 | 17423160.7355 | 4259831.8503 | 2063.936 |
90 | 0.2377 | -0.3673 | 0.2646 | 8925882.6555 | 4843088.201 | 2200.7018 |
91 | 0.2419 | -0.3118 | 0.2698 | 6678489.618 | 5047021.6918 | 2246.5577 |
92 | 0.1882 | 0.0822 | 0.2511 | 815351.1148 | 4623854.6341 | 2150.315 |
93 | 0.1271 | -0.0705 | 0.2347 | 1400243.3473 | 4330799.0625 | 2081.0572 |
94 | 0.2318 | 0.0115 | 0.2161 | 11977.3168 | 3970897.2504 | 1992.711 |