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[120]) |
108 | 2228 | - | - | - | - | - | - | - |
109 | 1594 | - | - | - | - | - | - | - |
110 | 2467 | - | - | - | - | - | - | - |
111 | 2222 | - | - | - | - | - | - | - |
112 | 3607 | - | - | - | - | - | - | - |
113 | 4685 | - | - | - | - | - | - | - |
114 | 4962 | - | - | - | - | - | - | - |
115 | 5770 | - | - | - | - | - | - | - |
116 | 5480 | - | - | - | - | - | - | - |
117 | 5000 | - | - | - | - | - | - | - |
118 | 3228 | - | - | - | - | - | - | - |
119 | 1993 | - | - | - | - | - | - | - |
120 | 2288 | - | - | - | - | - | - | - |
121 | 1588 | 1502.2914 | 1300.7879 | 1735.0096 | 0.2352 | 0 | 0.2199 | 0 |
122 | 2105 | 2363.7201 | 2039.7284 | 2739.1749 | 0.0884 | 1 | 0.2949 | 0.6537 |
123 | 2191 | 2409.1968 | 2067.1967 | 2807.778 | 0.1416 | 0.9327 | 0.8214 | 0.7244 |
124 | 3591 | 3349.8741 | 2818.1272 | 3981.9553 | 0.2273 | 0.9998 | 0.2126 | 0.9995 |
125 | 4668 | 4823.3215 | 4055.7048 | 5736.2237 | 0.3694 | 0.9959 | 0.6168 | 1 |
126 | 4885 | 5237.5352 | 4374.2781 | 6271.1549 | 0.2519 | 0.8599 | 0.6993 | 1 |
127 | 5822 | 5338.5867 | 4434.5741 | 6426.8872 | 0.192 | 0.793 | 0.2186 | 1 |
128 | 5599 | 6022.985 | 5002.978 | 7250.9511 | 0.2493 | 0.6258 | 0.8069 | 1 |
129 | 5340 | 5161.6378 | 4266.423 | 6244.6936 | 0.3734 | 0.2143 | 0.6151 | 1 |
130 | 3082 | 3216.3537 | 2653.628 | 3898.4103 | 0.3497 | 0 | 0.4867 | 0.9962 |
131 | 2010 | 1953.9267 | 1611.4588 | 2369.1761 | 0.3956 | 0 | 0.4268 | 0.0574 |
132 | 2301 | 2300.1931 | 1891.4358 | 2797.2869 | 0.4987 | 0.8737 | 0.5192 | 0.5192 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
121 | 0.079 | 0.0571 | 0 | 7345.9621 | 0 | 0 |
122 | 0.081 | -0.1095 | 0.0833 | 66936.1059 | 37141.034 | 192.7201 |
123 | 0.0844 | -0.0906 | 0.0857 | 47609.8465 | 40630.6382 | 201.5704 |
124 | 0.0963 | 0.072 | 0.0823 | 58141.6862 | 45008.4002 | 212.1518 |
125 | 0.0966 | -0.0322 | 0.0723 | 24124.7649 | 40831.6731 | 202.0685 |
126 | 0.1007 | -0.0673 | 0.0714 | 124281.0937 | 54739.9099 | 233.9656 |
127 | 0.104 | 0.0906 | 0.0742 | 233688.4277 | 80303.9839 | 283.3796 |
128 | 0.104 | -0.0704 | 0.0737 | 179763.3009 | 92736.3985 | 304.5265 |
129 | 0.1071 | 0.0346 | 0.0693 | 31813.0864 | 85967.1416 | 293.2015 |
130 | 0.1082 | -0.0418 | 0.0666 | 18050.9067 | 79175.5181 | 281.3814 |
131 | 0.1084 | 0.0287 | 0.0631 | 3144.2113 | 72263.5811 | 268.8189 |
132 | 0.1103 | 4e-04 | 0.0579 | 0.651 | 66241.6703 | 257.3746 |