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[88]) |
82 | 2091 | - | - | - | - | - | - | - |
83 | 2045 | - | - | - | - | - | - | - |
84 | 1882 | - | - | - | - | - | - | - |
85 | 1831 | - | - | - | - | - | - | - |
86 | 1964 | - | - | - | - | - | - | - |
87 | 1763 | - | - | - | - | - | - | - |
88 | 1688 | - | - | - | - | - | - | - |
89 | 2149 | 1963.0077 | 1338.5028 | 2587.5127 | 0.2797 | 0.806 | 0.3985 | 0.806 |
90 | 1823 | 1989.1111 | 1249.6637 | 2728.5586 | 0.3299 | 0.3359 | 0.6118 | 0.7876 |
91 | 2094 | 2140.7403 | 1355.6818 | 2925.7988 | 0.4536 | 0.7862 | 0.7803 | 0.8708 |
92 | 2145 | 2100.7301 | 1293.2585 | 2908.2016 | 0.4572 | 0.5065 | 0.63 | 0.8418 |
93 | 1791 | 2185.9965 | 1365.5269 | 3006.4661 | 0.1727 | 0.539 | 0.8439 | 0.8829 |
94 | 1996 | 2195.1317 | 1365.8764 | 3024.387 | 0.3189 | 0.8303 | 0.8847 | 0.8847 |
95 | 2097 | 2007.4105 | 1174.5892 | 2840.2319 | 0.4165 | 0.5107 | 0.3695 | 0.7739 |
96 | 1796 | 2031.3577 | 1194.8588 | 2867.8565 | 0.2907 | 0.4389 | 0.6873 | 0.7895 |
97 | 1963 | 1908.7129 | 1068.654 | 2748.7718 | 0.4496 | 0.6037 | 0.3328 | 0.6967 |
98 | 2042 | 1965.231 | 1121.1881 | 2809.2738 | 0.4293 | 0.5021 | 0.3382 | 0.7401 |
99 | 1746 | 1889.6091 | 1041.5728 | 2737.6454 | 0.37 | 0.3623 | 0.5901 | 0.6794 |
100 | 2210 | 1885.9702 | 1033.951 | 2737.9895 | 0.228 | 0.6263 | 0.4001 | 0.6756 |
101 | 2968 | 2076.5951 | 1217.4033 | 2935.7868 | 0.021 | 0.3804 | 0.4814 | 0.8123 |
102 | 3126 | 2054.4959 | 1189.54 | 2919.4519 | 0.0076 | 0.0192 | 0.721 | 0.7969 |
103 | 3708 | 2178.021 | 1308.227 | 3047.8151 | 3e-04 | 0.0163 | 0.686 | 0.8653 |
104 | 3015 | 2122.1801 | 1247.6309 | 2996.7294 | 0.0227 | 2e-04 | 0.5713 | 0.8347 |
105 | 1569 | 2198.0465 | 1318.9666 | 3077.1264 | 0.0804 | 0.0343 | 0.8432 | 0.8723 |
106 | 1518 | 2201.8796 | 1318.4116 | 3085.3476 | 0.0646 | 0.9198 | 0.4928 | 0.8729 |
107 | 1393 | 2011.6252 | 1126.2391 | 2897.0114 | 0.0854 | 0.8627 | 0.0171 | 0.7631 |
108 | 1615 | 2033.7606 | 1145.8081 | 2921.7131 | 0.1777 | 0.9214 | 0.008 | 0.7773 |
109 | 1777 | 1910.4393 | 1019.6677 | 2801.2108 | 0.3845 | 0.7422 | 0 | 0.6877 |
110 | 1648 | 1966.2271 | 1072.0143 | 2860.4398 | 0.2427 | 0.6608 | 0.0108 | 0.729 |
111 | 1463 | 1890.4751 | 992.6759 | 2788.2743 | 0.1754 | 0.7017 | 0.7586 | 0.6708 |
112 | 1779 | 1886.6544 | 985.1979 | 2788.1108 | 0.4075 | 0.8215 | 0.7886 | 0.6671 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
89 | 0.1623 | 0.0865 | 0.0865 | 0.0905 | 34593.1181 | 0 | 0 | 0.5748 | 0.5748 |
90 | 0.1897 | -0.0911 | 0.0888 | 0.0888 | 27592.9138 | 31093.016 | 176.3321 | -0.5134 | 0.5441 |
91 | 0.1871 | -0.0223 | 0.0667 | 0.0666 | 2184.6558 | 21456.8959 | 146.4817 | -0.1445 | 0.4109 |
92 | 0.1961 | 0.0206 | 0.0552 | 0.0551 | 1959.8281 | 16582.6289 | 128.7736 | 0.1368 | 0.3424 |
93 | 0.1915 | -0.2205 | 0.0882 | 0.0838 | 156022.2454 | 44470.5522 | 210.8804 | -1.2208 | 0.518 |
94 | 0.1927 | -0.0998 | 0.0902 | 0.0857 | 39653.4225 | 43667.6973 | 208.9682 | -0.6154 | 0.5343 |
95 | 0.2117 | 0.0427 | 0.0834 | 0.0797 | 8026.2741 | 38576.0654 | 196.4079 | 0.2769 | 0.4975 |
96 | 0.2101 | -0.131 | 0.0893 | 0.0851 | 55393.2461 | 40678.213 | 201.6884 | -0.7274 | 0.5262 |
97 | 0.2245 | 0.0277 | 0.0825 | 0.0788 | 2947.0893 | 36485.8659 | 191.0127 | 0.1678 | 0.4864 |
98 | 0.2191 | 0.0376 | 0.078 | 0.0747 | 5893.4814 | 33426.6275 | 182.8295 | 0.2373 | 0.4615 |
99 | 0.229 | -0.0823 | 0.0784 | 0.0751 | 20623.5807 | 32262.7141 | 179.6182 | -0.4438 | 0.4599 |
100 | 0.2305 | 0.1466 | 0.0841 | 0.082 | 104995.2952 | 38323.7625 | 195.7646 | 1.0014 | 0.505 |
101 | 0.2111 | 0.3003 | 0.1007 | 0.1029 | 794602.7488 | 96499.0692 | 310.643 | 2.7549 | 0.6781 |
102 | 0.2148 | 0.3428 | 0.118 | 0.1251 | 1148120.9331 | 171614.9166 | 414.2643 | 3.3116 | 0.8662 |
103 | 0.2038 | 0.4126 | 0.1376 | 0.1514 | 2340835.5933 | 316229.6284 | 562.343 | 4.7285 | 1.1237 |
104 | 0.2103 | 0.2961 | 0.1475 | 0.1637 | 797127.3238 | 346285.7343 | 588.4605 | 2.7593 | 1.2259 |
105 | 0.204 | -0.4009 | 0.1624 | 0.1737 | 395699.4791 | 349192.4252 | 590.9251 | -1.9441 | 1.2682 |
106 | 0.2047 | -0.4505 | 0.1785 | 0.1845 | 467691.3147 | 355775.6968 | 596.4694 | -2.1136 | 1.3151 |
107 | 0.2246 | -0.4441 | 0.1924 | 0.1939 | 382697.1733 | 357192.6167 | 597.6559 | -1.9119 | 1.3465 |
108 | 0.2228 | -0.2593 | 0.1958 | 0.1957 | 175360.4522 | 348101.0084 | 590.0009 | -1.2942 | 1.3439 |
109 | 0.2379 | -0.0751 | 0.19 | 0.1898 | 17806.0396 | 332372.6766 | 576.5177 | -0.4124 | 1.2996 |
110 | 0.232 | -0.1931 | 0.1902 | 0.1892 | 101268.464 | 321867.9397 | 567.3341 | -0.9835 | 1.2852 |
111 | 0.2423 | -0.2922 | 0.1946 | 0.192 | 182734.9723 | 315818.6802 | 561.9775 | -1.3211 | 1.2868 |
112 | 0.2438 | -0.0605 | 0.189 | 0.1865 | 11589.4626 | 303142.4628 | 550.5837 | -0.3327 | 1.247 |