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 | 9382.99999999999 | - | - | - | - | - | - | - |
73 | 9705.99999999999 | - | - | - | - | - | - | - |
74 | 8579 | - | - | - | - | - | - | - |
75 | 9473.99999999999 | - | - | - | - | - | - | - |
76 | 8317.99999999999 | - | - | - | - | - | - | - |
77 | 8213 | - | - | - | - | - | - | - |
78 | 8059.00000000001 | - | - | - | - | - | - | - |
79 | 9111 | - | - | - | - | - | - | - |
80 | 7708 | - | - | - | - | - | - | - |
81 | 7680 | - | - | - | - | - | - | - |
82 | 8014.00000000001 | - | - | - | - | - | - | - |
83 | 8007 | - | - | - | - | - | - | - |
84 | 8718 | - | - | - | - | - | - | - |
85 | 9486 | 9621.5633 | 8838.5609 | 10473.9313 | 0.3776 | 0.9811 | 0.423 | 0.9811 |
86 | 9113 | 8830.9795 | 8051.6753 | 9685.7109 | 0.2589 | 0.0665 | 0.7183 | 0.6022 |
87 | 9025 | 10115.4391 | 9186.6742 | 11138.1013 | 0.0183 | 0.9726 | 0.8905 | 0.9963 |
88 | 8476 | 8333.2623 | 7566.0536 | 9178.2671 | 0.3703 | 0.0543 | 0.5141 | 0.1861 |
89 | 7952 | 8449.2612 | 7667.082 | 9311.2366 | 0.1291 | 0.4758 | 0.7044 | 0.2706 |
90 | 7759 | 8044.3219 | 7299.6217 | 8864.9957 | 0.2478 | 0.5873 | 0.486 | 0.0538 |
91 | 7835 | 8313.0201 | 7542.387 | 9162.3917 | 0.135 | 0.8995 | 0.0328 | 0.175 |
92 | 7600 | 7568.9965 | 6867.1621 | 8342.5595 | 0.4687 | 0.2502 | 0.3623 | 0.0018 |
93 | 7651 | 7643.537 | 6934.3835 | 8425.2129 | 0.4925 | 0.5435 | 0.4636 | 0.0035 |
94 | 8319 | 8106.4108 | 7354.1009 | 8935.6805 | 0.3077 | 0.8591 | 0.5864 | 0.0742 |
95 | 8812 | 8085.7411 | 7335.1068 | 8913.1912 | 0.0427 | 0.2903 | 0.574 | 0.0671 |
96 | 8630 | 9084.9381 | 8241.3578 | 10014.8669 | 0.1688 | 0.7174 | 0.7804 | 0.7804 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.0452 | -0.0141 | 0 | 18377.3979 | 0 | 0 |
86 | 0.0494 | 0.0319 | 0.023 | 79535.5447 | 48956.4713 | 221.2611 |
87 | 0.0516 | -0.1078 | 0.0513 | 1189057.3982 | 428990.1136 | 654.9734 |
88 | 0.0517 | 0.0171 | 0.0427 | 20374.0556 | 326836.0991 | 571.6958 |
89 | 0.052 | -0.0589 | 0.046 | 247268.6811 | 310922.6155 | 557.6044 |
90 | 0.0521 | -0.0355 | 0.0442 | 81408.6023 | 272670.28 | 522.1784 |
91 | 0.0521 | -0.0575 | 0.0461 | 228503.2237 | 266360.7005 | 516.1014 |
92 | 0.0521 | 0.0041 | 0.0409 | 961.2176 | 233185.7651 | 482.8931 |
93 | 0.0522 | 0.001 | 0.0364 | 55.6969 | 207282.4242 | 455.2828 |
94 | 0.0522 | 0.0262 | 0.0354 | 45194.1562 | 191073.5974 | 437.1197 |
95 | 0.0522 | 0.0898 | 0.0404 | 527451.9396 | 221653.4467 | 470.8009 |
96 | 0.0522 | -0.0501 | 0.0412 | 206968.7116 | 220429.7188 | 469.4994 |