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 | 34581.2872 | 28165.2155 | 40997.359 | 0.2537 | 0.0195 | 0 | 0.0195 |
86 | 34763 | 36344.159 | 27316.8759 | 45371.442 | 0.3657 | 0.8034 | 0 | 0.139 |
87 | 39106 | 43988.4663 | 32951.3608 | 55025.5718 | 0.193 | 0.9493 | 0 | 0.6809 |
88 | 34472 | 38436.3532 | 25702.7932 | 51169.9131 | 0.2709 | 0.459 | 0.0015 | 0.3274 |
89 | 32642 | 36887.8189 | 22658.6449 | 51116.9929 | 0.2793 | 0.6303 | 0.0046 | 0.2698 |
90 | 34248 | 37633.2917 | 22051.4039 | 53215.1795 | 0.3351 | 0.7349 | 0.0272 | 0.3205 |
91 | 32280 | 36018.0575 | 19191.8562 | 52844.2587 | 0.3316 | 0.5817 | 0.1308 | 0.2676 |
92 | 29990 | 32741.9731 | 14757.3447 | 50726.6015 | 0.3821 | 0.5201 | 0.0671 | 0.1743 |
93 | 29656 | 38187.3239 | 19114.4988 | 57260.1489 | 0.1903 | 0.8002 | 0.1404 | 0.3729 |
94 | 34071 | 40250.3962 | 20148.1964 | 60352.596 | 0.2734 | 0.8492 | 0.1707 | 0.4577 |
95 | 34105 | 43543.3333 | 22461.9624 | 64624.7042 | 0.1901 | 0.8108 | 0.3078 | 0.5811 |
96 | 33717 | 39711.8499 | 17694.8123 | 61728.8876 | 0.2968 | 0.6912 | 0.4423 | 0.4423 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0947 | -0.0628 | 0 | 4710146.7153 | 0 | 0 |
86 | 0.1267 | -0.0435 | 0.0531 | 2500063.6466 | 3605105.181 | 1898.7115 |
87 | 0.128 | -0.111 | 0.0724 | 23838477.1271 | 10349562.4964 | 3217.0736 |
88 | 0.169 | -0.1031 | 0.0801 | 15716096.2 | 11691195.9223 | 3419.2391 |
89 | 0.1968 | -0.1151 | 0.0871 | 18026977.9453 | 12958352.3269 | 3599.7711 |
90 | 0.2112 | -0.09 | 0.0876 | 11460199.8946 | 12708660.2548 | 3564.9208 |
91 | 0.2383 | -0.1038 | 0.0899 | 13973073.6163 | 12889290.735 | 3590.1658 |
92 | 0.2802 | -0.0841 | 0.0892 | 7573356.0434 | 12224798.8986 | 3496.398 |
93 | 0.2548 | -0.2234 | 0.1041 | 72783486.889 | 18953542.0086 | 4353.5666 |
94 | 0.2548 | -0.1535 | 0.109 | 38184937.6209 | 20876681.5698 | 4569.1007 |
95 | 0.247 | -0.2168 | 0.1188 | 89082135.8687 | 27077177.4152 | 5203.5735 |
96 | 0.2829 | -0.151 | 0.1215 | 35938225.7411 | 27815598.109 | 5274.0495 |