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[84]) |
72 | 71966 | - | - | - | - | - | - | - |
73 | 66263 | - | - | - | - | - | - | - |
74 | 69550 | - | - | - | - | - | - | - |
75 | 75388 | - | - | - | - | - | - | - |
76 | 57716 | - | - | - | - | - | - | - |
77 | 55779 | - | - | - | - | - | - | - |
78 | 52927 | - | - | - | - | - | - | - |
79 | 45655 | - | - | - | - | - | - | - |
80 | 46487 | - | - | - | - | - | - | - |
81 | 48683 | - | - | - | - | - | - | - |
82 | 50010 | - | - | - | - | - | - | - |
83 | 48944 | - | - | - | - | - | - | - |
84 | 41341 | - | - | - | - | - | - | - |
85 | 32411 | 35159.8295 | 28761.5055 | 41558.1535 | 0.1999 | 0.0291 | 0 | 0.0291 |
86 | 34763 | 36802.9654 | 27789.6941 | 45816.2368 | 0.3287 | 0.8302 | 0 | 0.1619 |
87 | 39106 | 43868.3638 | 32843.8651 | 54892.8624 | 0.1986 | 0.9473 | 0 | 0.6734 |
88 | 34472 | 38612.358 | 25890.7198 | 51333.9963 | 0.2618 | 0.4697 | 0.0016 | 0.3371 |
89 | 32642 | 37161.8379 | 22944.2224 | 51379.4534 | 0.2666 | 0.6446 | 0.0051 | 0.2823 |
90 | 34248 | 37832.5212 | 22262.0009 | 53403.0414 | 0.3259 | 0.7432 | 0.0287 | 0.3294 |
91 | 32280 | 36265.3348 | 19450.4125 | 53080.257 | 0.3211 | 0.593 | 0.1369 | 0.277 |
92 | 29990 | 33319.4009 | 15346.0284 | 51292.7734 | 0.3583 | 0.5451 | 0.0755 | 0.1909 |
93 | 29656 | 38310.1353 | 19248.5868 | 57371.6837 | 0.1868 | 0.8039 | 0.1431 | 0.3777 |
94 | 34071 | 40200.6358 | 20109.7637 | 60291.5079 | 0.2749 | 0.8482 | 0.1693 | 0.4557 |
95 | 34105 | 43188.5208 | 22118.5505 | 64258.4912 | 0.1991 | 0.8018 | 0.2962 | 0.5682 |
96 | 33717 | 39604.2006 | 17598.6522 | 61609.749 | 0.3 | 0.6879 | 0.4385 | 0.4385 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0928 | -0.0782 | 0 | 7556063.5238 | 0 | 0 |
86 | 0.125 | -0.0554 | 0.0668 | 4161459.0144 | 5858761.2691 | 2420.4878 |
87 | 0.1282 | -0.1086 | 0.0807 | 22680108.8616 | 11465877.1333 | 3386.1301 |
88 | 0.1681 | -0.1072 | 0.0873 | 17142564.7499 | 12885049.0374 | 3589.575 |
89 | 0.1952 | -0.1216 | 0.0942 | 20428934.2365 | 14393826.0772 | 3793.9196 |
90 | 0.21 | -0.0947 | 0.0943 | 12848791.8915 | 14136320.3796 | 3759.8298 |
91 | 0.2366 | -0.1099 | 0.0965 | 15882893.3721 | 14385830.8071 | 3792.8658 |
92 | 0.2752 | -0.0999 | 0.0969 | 11084910.3059 | 13973215.7445 | 3738.0765 |
93 | 0.2539 | -0.2259 | 0.1113 | 74894057.1608 | 20742198.124 | 4554.3603 |
94 | 0.255 | -0.1525 | 0.1154 | 37572435.1694 | 22425221.8286 | 4735.5276 |
95 | 0.2489 | -0.2103 | 0.124 | 82510350.6176 | 27887506.2639 | 5280.8623 |
96 | 0.2835 | -0.1487 | 0.1261 | 34659130.6442 | 28451808.2956 | 5334.0236 |