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[131]) |
119 | 40454 | - | - | - | - | - | - | - |
120 | 38661 | - | - | - | - | - | - | - |
121 | 37246 | - | - | - | - | - | - | - |
122 | 36843 | - | - | - | - | - | - | - |
123 | 36424 | - | - | - | - | - | - | - |
124 | 37594 | - | - | - | - | - | - | - |
125 | 38144 | - | - | - | - | - | - | - |
126 | 38737 | - | - | - | - | - | - | - |
127 | 34560 | - | - | - | - | - | - | - |
128 | 36080 | - | - | - | - | - | - | - |
129 | 33508 | - | - | - | - | - | - | - |
130 | 35462 | - | - | - | - | - | - | - |
131 | 33374 | - | - | - | - | - | - | - |
132 | 32110 | 31602.8789 | 28530.1371 | 34675.6208 | 0.3732 | 0.1293 | 0 | 0.1293 |
133 | 35533 | 33140.117 | 28794.6041 | 37485.63 | 0.1402 | 0.6789 | 0.032 | 0.458 |
134 | 35532 | 35695.0629 | 30378.7895 | 41011.3362 | 0.476 | 0.5238 | 0.3361 | 0.8039 |
135 | 37903 | 37759.4375 | 31624.1264 | 43894.7486 | 0.4817 | 0.7616 | 0.6652 | 0.9194 |
136 | 36763 | 38501.3124 | 31644.103 | 45358.5218 | 0.3096 | 0.5679 | 0.6023 | 0.9286 |
137 | 40399 | 39534.4917 | 32024.4585 | 47044.5249 | 0.4107 | 0.7653 | 0.6417 | 0.9461 |
138 | 44164 | 40153.3456 | 32042.8662 | 48263.825 | 0.1662 | 0.4763 | 0.6339 | 0.9493 |
139 | 44496 | 38934.8613 | 30265.4234 | 47604.2991 | 0.1043 | 0.1186 | 0.8387 | 0.8957 |
140 | 43110 | 39372.4544 | 30177.9763 | 48566.9325 | 0.2128 | 0.1374 | 0.7586 | 0.8995 |
141 | 43880 | 37446.8133 | 27755.6988 | 47137.9279 | 0.0966 | 0.126 | 0.7872 | 0.7949 |
142 | 43930 | 35757.6037 | 25594.0918 | 45921.1157 | 0.0575 | 0.0586 | 0.5227 | 0.6771 |
143 | 44327 | 34444.9531 | 23830.0463 | 45059.8599 | 0.034 | 0.0399 | 0.5784 | 0.5784 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
132 | 0.0496 | 0.016 | 0 | 257171.7756 | 0 | 0 |
133 | 0.0669 | 0.0722 | 0.0441 | 5725888.8704 | 2991530.323 | 1729.6041 |
134 | 0.076 | -0.0046 | 0.0309 | 26589.4939 | 2003216.7133 | 1415.3504 |
135 | 0.0829 | 0.0038 | 0.0242 | 20610.1878 | 1507565.082 | 1227.8294 |
136 | 0.0909 | -0.0451 | 0.0284 | 3021730.0249 | 1810398.0705 | 1345.5103 |
137 | 0.0969 | 0.0219 | 0.0273 | 747374.519 | 1633227.4786 | 1277.9779 |
138 | 0.1031 | 0.0999 | 0.0376 | 16085348.748 | 3697816.2314 | 1922.9707 |
139 | 0.1136 | 0.1428 | 0.0508 | 30926264.159 | 7101372.2223 | 2664.84 |
140 | 0.1191 | 0.0949 | 0.0557 | 13969247.2099 | 7864469.4432 | 2804.3661 |
141 | 0.132 | 0.1718 | 0.0673 | 41385890.9162 | 11216611.5905 | 3349.121 |
142 | 0.145 | 0.2285 | 0.082 | 66788060.5729 | 16268561.498 | 4033.4305 |
143 | 0.1572 | 0.2869 | 0.099 | 97654850.3546 | 23050752.236 | 4801.1199 |