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[67]) |
55 | 7602 | - | - | - | - | - | - | - |
56 | 7086 | - | - | - | - | - | - | - |
57 | 6625 | - | - | - | - | - | - | - |
58 | 6272 | - | - | - | - | - | - | - |
59 | 6576 | - | - | - | - | - | - | - |
60 | 6491 | - | - | - | - | - | - | - |
61 | 7649 | - | - | - | - | - | - | - |
62 | 7400 | - | - | - | - | - | - | - |
63 | 6913 | - | - | - | - | - | - | - |
64 | 6532 | - | - | - | - | - | - | - |
65 | 6486 | - | - | - | - | - | - | - |
66 | 7295 | - | - | - | - | - | - | - |
67 | 7556 | - | - | - | - | - | - | - |
68 | 7088 | 6982.3207 | 6581.4021 | 7383.2393 | 0.3027 | 0.0025 | 0.3061 | 0.0025 |
69 | 6952 | 6789.6608 | 6299.5556 | 7279.766 | 0.2581 | 0.1164 | 0.7449 | 0.0011 |
70 | 6773 | 6455.4471 | 5852.1368 | 7058.7573 | 0.1511 | 0.0534 | 0.7244 | 2e-04 |
71 | 6917 | 6705.803 | 6036.3433 | 7375.2627 | 0.2682 | 0.422 | 0.648 | 0.0064 |
72 | 7371 | 6495.7652 | 5760.1646 | 7231.3659 | 0.0098 | 0.1309 | 0.5051 | 0.0024 |
73 | 8221 | 7493.0864 | 6690.7065 | 8295.4662 | 0.0377 | 0.6172 | 0.3517 | 0.4389 |
74 | 7953 | 7419.5235 | 6550.8938 | 8288.1532 | 0.1143 | 0.0353 | 0.5176 | 0.3791 |
75 | 8027 | 6906.6448 | 5984.8501 | 7828.4395 | 0.0086 | 0.013 | 0.4946 | 0.0837 |
76 | 7287 | 6454.1855 | 5485.574 | 7422.797 | 0.046 | 7e-04 | 0.4374 | 0.0129 |
77 | 8076 | 6401.922 | 5383.0939 | 7420.7501 | 6e-04 | 0.0443 | 0.4358 | 0.0132 |
78 | 8933 | 7204.9615 | 6133.5222 | 8276.4008 | 8e-04 | 0.0555 | 0.4346 | 0.2604 |
79 | 9433 | 7438.5747 | 6321.4031 | 8555.7462 | 2e-04 | 0.0044 | 0.4184 | 0.4184 |
80 | 9479 | 6838.5341 | 5603.8085 | 8073.2598 | 0 | 0 | 0.3461 | 0.1274 |
81 | 9199 | 6545.9881 | 5225.0459 | 7866.9303 | 0 | 0 | 0.2734 | 0.067 |
82 | 9469 | 6256.5458 | 4833.7336 | 7679.358 | 0 | 0 | 0.2384 | 0.0367 |
83 | 10015 | 6525.0959 | 5021.2336 | 8028.9582 | 0 | 1e-04 | 0.3048 | 0.0895 |
84 | 10999 | 6316.9501 | 4739.8877 | 7894.0124 | 0 | 0 | 0.0951 | 0.0618 |
85 | 13009 | 7378.1217 | 5727.8042 | 9028.4391 | 0 | 0 | 0.1584 | 0.4163 |
86 | 13699 | 7278.0325 | 5549.7177 | 9006.3474 | 0 | 0 | 0.222 | 0.3763 |
87 | 13895 | 6791.7731 | 4992.1914 | 8591.3548 | 0 | 0 | 0.0893 | 0.2026 |
88 | 13248 | 6325.5617 | 4464.1161 | 8187.0073 | 0 | 0 | 0.1557 | 0.0976 |
89 | 13973 | 6252.0863 | 4329.5457 | 8174.6268 | 0 | 0 | 0.0315 | 0.0919 |
90 | 15095 | 7096.107 | 5107.7904 | 9084.4235 | 0 | 0 | 0.0351 | 0.3252 |
91 | 15201 | 7372.451 | 5320.4032 | 9424.4989 | 0 | 0 | 0.0245 | 0.4304 |
92 | 14823 | 6752.8756 | 4555.9408 | 8949.8104 | 0 | 0 | 0.0075 | 0.2368 |
93 | 14538 | 6467.4262 | 4164.8255 | 8770.0269 | 0 | 0 | 0.01 | 0.1771 |
94 | 14547 | 6181.2783 | 3754.7262 | 8607.8305 | 0 | 0 | 0.004 | 0.1334 |
95 | 14407 | 6481.4694 | 3947.7478 | 9015.191 | 0 | 0 | 0.0031 | 0.2029 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
68 | 0.0293 | 0.0151 | 0 | 11168.1126 | 0 | 0 |
69 | 0.0368 | 0.0239 | 0.0195 | 26354.0072 | 18761.0599 | 136.971 |
70 | 0.0477 | 0.0492 | 0.0294 | 100839.8692 | 46120.663 | 214.7572 |
71 | 0.0509 | 0.0315 | 0.0299 | 44604.1791 | 45741.542 | 213.8727 |
72 | 0.0578 | 0.1347 | 0.0509 | 766035.8914 | 189800.4119 | 435.6609 |
73 | 0.0546 | 0.0971 | 0.0586 | 529858.2804 | 246476.7233 | 496.4642 |
74 | 0.0597 | 0.0719 | 0.0605 | 284597.2088 | 251922.507 | 501.9188 |
75 | 0.0681 | 0.1622 | 0.0732 | 1255195.7726 | 377331.6652 | 614.2733 |
76 | 0.0766 | 0.129 | 0.0794 | 693579.9963 | 412470.3686 | 642.2386 |
77 | 0.0812 | 0.2615 | 0.0976 | 2802537.2302 | 651477.0548 | 807.1413 |
78 | 0.0759 | 0.2398 | 0.1106 | 2986117.0292 | 863717.0525 | 929.3638 |
79 | 0.0766 | 0.2681 | 0.1237 | 3977732.4727 | 1123218.3375 | 1059.82 |
80 | 0.0921 | 0.3861 | 0.1439 | 6972059.9162 | 1573129.2281 | 1254.2445 |
81 | 0.103 | 0.4053 | 0.1625 | 7038472.1148 | 1963510.8629 | 1401.2533 |
82 | 0.116 | 0.5135 | 0.1859 | 10319861.9768 | 2520600.9372 | 1587.6401 |
83 | 0.1176 | 0.5348 | 0.2077 | 12179430.7611 | 3124277.8012 | 1767.5627 |
84 | 0.1274 | 0.7412 | 0.2391 | 21921591.3271 | 4230002.1262 | 2056.6969 |
85 | 0.1141 | 0.7632 | 0.2682 | 31706790.9044 | 5756490.3917 | 2399.2687 |
86 | 0.1212 | 0.8822 | 0.3006 | 41228823.0065 | 7623455.2661 | 2761.0605 |
87 | 0.1352 | 1.0459 | 0.3378 | 50455832.1589 | 9765074.1108 | 3124.9119 |
88 | 0.1501 | 1.0944 | 0.3738 | 47920151.8175 | 11581982.573 | 3403.2312 |
89 | 0.1569 | 1.2349 | 0.413 | 59612508.902 | 13765188.3152 | 3710.1467 |
90 | 0.143 | 1.1272 | 0.444 | 63982289.9772 | 15948540.5614 | 3993.5624 |
91 | 0.142 | 1.0619 | 0.4698 | 61286178.7072 | 17837608.8175 | 4223.4593 |
92 | 0.166 | 1.1951 | 0.4988 | 65126907.6337 | 19729180.7701 | 4441.7542 |
93 | 0.1816 | 1.2479 | 0.5276 | 65134161.877 | 21475526.1973 | 4634.1694 |
94 | 0.2003 | 1.3534 | 0.5582 | 69985298.8692 | 23272184.4444 | 4824.1253 |
95 | 0.1994 | 1.2228 | 0.5819 | 62814034.902 | 24684393.3893 | 4968.3391 |