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[60]) |
48 | 131179.77 | - | - | - | - | - | - | - |
49 | 128754.8 | - | - | - | - | - | - | - |
50 | 127890 | - | - | - | - | - | - | - |
51 | 127996 | - | - | - | - | - | - | - |
52 | 134790.6 | - | - | - | - | - | - | - |
53 | 128585 | - | - | - | - | - | - | - |
54 | 128851 | - | - | - | - | - | - | - |
55 | 129142 | - | - | - | - | - | - | - |
56 | 129334 | - | - | - | - | - | - | - |
57 | 129536 | - | - | - | - | - | - | - |
58 | 129944 | - | - | - | - | - | - | - |
59 | 132842.76 | - | - | - | - | - | - | - |
60 | 134447.96 | - | - | - | - | - | - | - |
61 | 132088.81 | 134415.2958 | 128984.8161 | 139845.7754 | 0.2005 | 0.4953 | 0.9795 | 0.4953 |
62 | 130902 | 134382.6394 | 126703.7143 | 142061.5646 | 0.1872 | 0.7209 | 0.9513 | 0.4933 |
63 | 131374 | 134349.9911 | 124946.4092 | 143753.5729 | 0.2675 | 0.7638 | 0.9073 | 0.4919 |
64 | 138243 | 134317.3506 | 123460.3483 | 145174.353 | 0.2393 | 0.7024 | 0.466 | 0.4906 |
65 | 131885 | 134284.7181 | 122147.6946 | 146421.7417 | 0.3492 | 0.2613 | 0.8213 | 0.4895 |
66 | 131839 | 134252.0935 | 120958.2648 | 147545.9222 | 0.361 | 0.6365 | 0.7871 | 0.4885 |
67 | 132002 | 134219.4769 | 119862.2442 | 148576.7095 | 0.3811 | 0.6274 | 0.7559 | 0.4876 |
68 | 132005 | 134186.8681 | 118840.2042 | 149533.532 | 0.3903 | 0.6099 | 0.7323 | 0.4867 |
69 | 132127 | 134154.2673 | 117878.6482 | 150429.8864 | 0.4036 | 0.6021 | 0.7109 | 0.4859 |
70 | 132116 | 134121.6744 | 116967.7481 | 151275.6007 | 0.4094 | 0.5901 | 0.6834 | 0.4851 |
71 | 134993.94 | 134089.0894 | 116100.0835 | 152078.0954 | 0.4607 | 0.5851 | 0.554 | 0.4844 |
72 | 136459.55 | 134056.5124 | 115269.8889 | 152843.1359 | 0.401 | 0.461 | 0.4837 | 0.4837 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0206 | -0.0173 | 0 | 5412535.9608 | 0 | 0 |
62 | 0.0292 | -0.0259 | 0.0216 | 12114850.9294 | 8763693.4451 | 2960.3536 |
63 | 0.0357 | -0.0222 | 0.0218 | 8856522.823 | 8794636.5711 | 2965.5753 |
64 | 0.0412 | 0.0292 | 0.0236 | 15410723.0491 | 10448658.1906 | 3232.4384 |
65 | 0.0461 | -0.0179 | 0.0225 | 5758646.9872 | 9510655.9499 | 3083.9351 |
66 | 0.0505 | -0.018 | 0.0217 | 5823020.3311 | 8896050.0134 | 2982.6247 |
67 | 0.0546 | -0.0165 | 0.021 | 4917203.6169 | 8327643.3853 | 2885.7656 |
68 | 0.0584 | -0.0163 | 0.0204 | 4760548.5011 | 7881756.5248 | 2807.4466 |
69 | 0.0619 | -0.0151 | 0.0198 | 4109812.737 | 7462651.6595 | 2731.7854 |
70 | 0.0653 | -0.015 | 0.0193 | 4022729.855 | 7118659.479 | 2668.0816 |
71 | 0.0684 | 0.0067 | 0.0182 | 818754.5382 | 6545940.8481 | 2558.5036 |
72 | 0.0715 | 0.0179 | 0.0182 | 5774589.8028 | 6481661.5943 | 2545.9108 |