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[97]) |
85 | 19814 | - | - | - | - | - | - | - |
86 | 12738 | - | - | - | - | - | - | - |
87 | 31566 | - | - | - | - | - | - | - |
88 | 30111 | - | - | - | - | - | - | - |
89 | 30019 | - | - | - | - | - | - | - |
90 | 31934 | - | - | - | - | - | - | - |
91 | 25826 | - | - | - | - | - | - | - |
92 | 26835 | - | - | - | - | - | - | - |
93 | 20205 | - | - | - | - | - | - | - |
94 | 17789 | - | - | - | - | - | - | - |
95 | 20520 | - | - | - | - | - | - | - |
96 | 22518 | - | - | - | - | - | - | - |
97 | 15572 | - | - | - | - | - | - | - |
98 | 11509 | 11780.6822 | 10228.3033 | 13715.2832 | 0.3916 | 1e-04 | 0.1661 | 1e-04 |
99 | 25447 | 28109.504 | 22627.3248 | 35855.1343 | 0.2502 | 1 | 0.1909 | 0.9992 |
100 | 24090 | 25765.298 | 20629.4589 | 33088.1079 | 0.3269 | 0.5339 | 0.1224 | 0.9968 |
101 | 27786 | 28292.4626 | 22162.4714 | 37367.7339 | 0.4564 | 0.818 | 0.3546 | 0.997 |
102 | 26195 | 25788.1569 | 20197.4622 | 34067.3564 | 0.4616 | 0.3181 | 0.0728 | 0.9922 |
103 | 20516 | 22423.9383 | 17668.1227 | 29394.2431 | 0.2958 | 0.1445 | 0.1694 | 0.973 |
104 | 22759 | 22704.5886 | 17700.9434 | 30173.6561 | 0.4943 | 0.7171 | 0.1392 | 0.9694 |
105 | 19028 | 18447.8178 | 14602.4422 | 24039.1971 | 0.4194 | 0.0654 | 0.269 | 0.8433 |
106 | 16971 | 16719.8223 | 13277.4553 | 21697.5242 | 0.4606 | 0.1817 | 0.3369 | 0.6744 |
107 | 20036 | 18276.5951 | 14264.6111 | 24253.8595 | 0.282 | 0.6657 | 0.231 | 0.8124 |
108 | 22485 | 21044.3223 | 16029.5299 | 28841.0553 | 0.3586 | 0.6001 | 0.3555 | 0.9155 |
109 | 18730 | 16734.3662 | 13014.3222 | 22311.2143 | 0.2415 | 0.0216 | 0.6586 | 0.6586 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
98 | 0.0838 | -0.0231 | 0 | 73811.2419 | 0 | 0 |
99 | 0.1406 | -0.0947 | 0.0589 | 7088927.4358 | 3581369.3389 | 1892.4506 |
100 | 0.145 | -0.065 | 0.0609 | 2806623.3368 | 3323120.6715 | 1822.9429 |
101 | 0.1637 | -0.0179 | 0.0502 | 256504.3272 | 2556466.5854 | 1598.8954 |
102 | 0.1638 | 0.0158 | 0.0433 | 165521.3124 | 2078277.5308 | 1441.6232 |
103 | 0.1586 | -0.0851 | 0.0503 | 3640228.4885 | 2338602.6904 | 1529.2491 |
104 | 0.1678 | 0.0024 | 0.0434 | 2960.6042 | 2004939.5353 | 1415.9589 |
105 | 0.1546 | 0.0314 | 0.0419 | 336611.382 | 1796398.5161 | 1340.2979 |
106 | 0.1519 | 0.015 | 0.0389 | 63090.2238 | 1603808.7058 | 1266.4157 |
107 | 0.1669 | 0.0963 | 0.0447 | 3095505.7119 | 1752978.4065 | 1324.0009 |
108 | 0.189 | 0.0685 | 0.0468 | 2075552.1159 | 1782303.2891 | 1335.0293 |
109 | 0.17 | 0.1193 | 0.0529 | 3982554.462 | 1965657.5535 | 1402.0191 |