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[99]) |
87 | 17696 | - | - | - | - | - | - | - |
88 | 17745 | - | - | - | - | - | - | - |
89 | 19394 | - | - | - | - | - | - | - |
90 | 20148 | - | - | - | - | - | - | - |
91 | 20108 | - | - | - | - | - | - | - |
92 | 18584 | - | - | - | - | - | - | - |
93 | 18441 | - | - | - | - | - | - | - |
94 | 18391 | - | - | - | - | - | - | - |
95 | 19178 | - | - | - | - | - | - | - |
96 | 18079 | - | - | - | - | - | - | - |
97 | 18483 | - | - | - | - | - | - | - |
98 | 19644 | - | - | - | - | - | - | - |
99 | 19195 | - | - | - | - | - | - | - |
100 | 19650 | 19195.2302 | 18176.4233 | 20214.0371 | 0.1908 | 0.5002 | 0.9974 | 0.5002 |
101 | 20830 | 19202.9771 | 17762.1666 | 20643.7876 | 0.0134 | 0.2716 | 0.3975 | 0.5043 |
102 | 23595 | 19206.5194 | 17441.8941 | 20971.1446 | 0 | 0.0357 | 0.1478 | 0.5051 |
103 | 22937 | 19206.3315 | 17168.7177 | 21243.9452 | 2e-04 | 0 | 0.1929 | 0.5043 |
104 | 21814 | 19199.1718 | 16921.0504 | 21477.2932 | 0.0122 | 7e-04 | 0.7017 | 0.5014 |
105 | 21928 | 19198.5 | 16702.943 | 21694.057 | 0.016 | 0.02 | 0.7241 | 0.5011 |
106 | 21777 | 19198.2651 | 16502.7554 | 21893.7747 | 0.0304 | 0.0236 | 0.7214 | 0.5009 |
107 | 21383 | 19201.9624 | 16320.3414 | 22083.5834 | 0.069 | 0.0399 | 0.5065 | 0.5019 |
108 | 21467 | 19196.7993 | 16140.3787 | 22253.2199 | 0.0727 | 0.0805 | 0.7633 | 0.5005 |
109 | 22052 | 19198.6973 | 15976.9471 | 22420.4475 | 0.0413 | 0.0838 | 0.6684 | 0.5009 |
110 | 22680 | 19204.1516 | 15825.1515 | 22583.1517 | 0.0219 | 0.0493 | 0.3993 | 0.5021 |
111 | 24320 | 19202.0422 | 15672.7917 | 22731.2928 | 0.0022 | 0.0267 | 0.5016 | 0.5016 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
100 | 0.0271 | 0.0237 | 0 | 206815.5715 | 0 | 0 |
101 | 0.0383 | 0.0847 | 0.0542 | 2647203.4672 | 1427009.5194 | 1194.575 |
102 | 0.0469 | 0.2285 | 0.1123 | 19258762.2578 | 7370927.0988 | 2714.9451 |
103 | 0.0541 | 0.1942 | 0.1328 | 13917887.8296 | 9007667.2815 | 3001.2776 |
104 | 0.0605 | 0.1362 | 0.1335 | 6837326.6325 | 8573599.1517 | 2928.0709 |
105 | 0.0663 | 0.1422 | 0.1349 | 7450170.4078 | 8386361.0277 | 2895.9214 |
106 | 0.0716 | 0.1343 | 0.1348 | 6649873.8201 | 8138291.4266 | 2852.7691 |
107 | 0.0766 | 0.1136 | 0.1322 | 4756925.1932 | 7715620.6475 | 2777.7006 |
108 | 0.0812 | 0.1183 | 0.1306 | 5153811.1547 | 7430975.1483 | 2725.9815 |
109 | 0.0856 | 0.1486 | 0.1324 | 8141336.384 | 7502011.2718 | 2738.98 |
110 | 0.0898 | 0.181 | 0.1368 | 12081522.084 | 7918330.4366 | 2813.9528 |
111 | 0.0938 | 0.2665 | 0.1477 | 26193491.7997 | 9441260.5502 | 3072.6634 |