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[121]) |
109 | 19814 | - | - | - | - | - | - | - |
110 | 12738 | - | - | - | - | - | - | - |
111 | 31566 | - | - | - | - | - | - | - |
112 | 30111 | - | - | - | - | - | - | - |
113 | 30019 | - | - | - | - | - | - | - |
114 | 31934 | - | - | - | - | - | - | - |
115 | 25826 | - | - | - | - | - | - | - |
116 | 26835 | - | - | - | - | - | - | - |
117 | 20205 | - | - | - | - | - | - | - |
118 | 17789 | - | - | - | - | - | - | - |
119 | 20520 | - | - | - | - | - | - | - |
120 | 22518 | - | - | - | - | - | - | - |
121 | 15572 | - | - | - | - | - | - | - |
122 | 11509 | 11548.8178 | 9641.4183 | 13833.5657 | 0.4864 | 3e-04 | 0.1538 | 3e-04 |
123 | 25447 | 30204.2208 | 25035.626 | 36439.8698 | 0.0674 | 1 | 0.3343 | 1 |
124 | 24090 | 27017.3368 | 22240.0288 | 32820.8426 | 0.1614 | 0.7021 | 0.1481 | 0.9999 |
125 | 27786 | 30066.0034 | 24585.1734 | 36768.6875 | 0.2525 | 0.9597 | 0.5055 | 1 |
126 | 26195 | 27014.5243 | 21947.8782 | 33250.8006 | 0.3984 | 0.4042 | 0.061 | 0.9998 |
127 | 20516 | 23485.1275 | 18961.3938 | 29088.1155 | 0.1495 | 0.1716 | 0.2064 | 0.9972 |
128 | 22759 | 23630.5159 | 18963.1257 | 29446.6898 | 0.3845 | 0.853 | 0.1401 | 0.9967 |
129 | 19028 | 19113.1635 | 15247.5375 | 23958.8207 | 0.4863 | 0.0701 | 0.3294 | 0.924 |
130 | 16971 | 17078.2059 | 13545.8226 | 21531.739 | 0.4812 | 0.1954 | 0.3772 | 0.7463 |
131 | 20036 | 18472.1395 | 14569.2485 | 23420.5586 | 0.2678 | 0.7239 | 0.2086 | 0.8747 |
132 | 22485 | 21482.7553 | 16850.9087 | 27387.7677 | 0.3697 | 0.6845 | 0.3656 | 0.9751 |
133 | 18730 | 17002.3991 | 13263.0703 | 21795.9771 | 0.24 | 0.0125 | 0.7207 | 0.7207 |
134 | 14538 | 11238.6077 | 8687.4612 | 14538.9201 | 0.025 | 0 | 0.4362 | 0.005 |
135 | 27561 | 29392.9122 | 22585.1521 | 38252.7107 | 0.3426 | 0.9995 | 0.8086 | 0.9989 |
136 | 25985 | 26291.6304 | 20084.2557 | 34417.498 | 0.4705 | 0.3797 | 0.7023 | 0.9951 |
137 | 34670 | 29258.4075 | 22222.9044 | 38521.2658 | 0.1261 | 0.7557 | 0.6223 | 0.9981 |
138 | 32066 | 26288.8934 | 19855.6967 | 34806.43 | 0.0919 | 0.0269 | 0.5086 | 0.9932 |
139 | 27186 | 22854.299 | 17166.8737 | 30425.9815 | 0.1311 | 0.0086 | 0.7275 | 0.9703 |
140 | 29586 | 22995.7821 | 17180.1543 | 30780.0493 | 0.0485 | 0.1457 | 0.5238 | 0.9692 |
141 | 21359 | 18599.7692 | 13822.4371 | 25028.2502 | 0.2001 | 4e-04 | 0.4481 | 0.822 |
142 | 21553 | 16619.4722 | 12286.6326 | 22480.2731 | 0.0495 | 0.0565 | 0.4532 | 0.6369 |
143 | 19573 | 17975.9637 | 13221.6218 | 24439.9118 | 0.3141 | 0.139 | 0.2661 | 0.767 |
144 | 24256 | 20905.712 | 15299.2752 | 28566.6339 | 0.1957 | 0.6334 | 0.3431 | 0.9138 |
145 | 22380 | 16545.7016 | 12044.7752 | 22728.5473 | 0.0322 | 0.0073 | 0.2443 | 0.6212 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
122 | 0.1009 | -0.0034 | 0 | 1585.4611 | 0 | 0 |
123 | 0.1053 | -0.1575 | 0.0805 | 22631149.5044 | 11316367.4828 | 3363.9809 |
124 | 0.1096 | -0.1084 | 0.0898 | 8569300.6669 | 10400678.5441 | 3225.0083 |
125 | 0.1137 | -0.0758 | 0.0863 | 5198415.3417 | 9100112.7435 | 3016.6393 |
126 | 0.1178 | -0.0303 | 0.0751 | 671620.0451 | 7414414.2039 | 2722.9422 |
127 | 0.1217 | -0.1264 | 0.0836 | 8815718.0824 | 7647964.8503 | 2765.4954 |
128 | 0.1256 | -0.0369 | 0.077 | 759539.9258 | 6663904.1468 | 2581.4539 |
129 | 0.1293 | -0.0045 | 0.0679 | 7252.8155 | 5831822.7304 | 2414.9167 |
130 | 0.133 | -0.0063 | 0.0611 | 11493.1049 | 5185119.4387 | 2277.0857 |
131 | 0.1367 | 0.0847 | 0.0634 | 2445659.664 | 4911173.4612 | 2216.1168 |
132 | 0.1402 | 0.0467 | 0.0619 | 1004494.4916 | 4556020.8276 | 2134.4837 |
133 | 0.1438 | 0.1016 | 0.0652 | 2984604.8419 | 4425069.4955 | 2103.5849 |
134 | 0.1498 | 0.2936 | 0.0828 | 10885989.2561 | 4922063.3232 | 2218.5724 |
135 | 0.1538 | -0.0623 | 0.0813 | 3355902.4537 | 4810194.6897 | 2193.2156 |
136 | 0.1577 | -0.0117 | 0.0767 | 94022.2022 | 4495783.1905 | 2120.3262 |
137 | 0.1615 | 0.185 | 0.0834 | 29285333.8789 | 6045130.1085 | 2458.6846 |
138 | 0.1653 | 0.2198 | 0.0915 | 33374960.224 | 7652767.1741 | 2766.3635 |
139 | 0.169 | 0.1895 | 0.0969 | 18763633.9143 | 8270037.5486 | 2875.7673 |
140 | 0.1727 | 0.2866 | 0.1069 | 43430971.9979 | 10120613.0459 | 3181.2911 |
141 | 0.1763 | 0.1483 | 0.109 | 7613354.4222 | 9995250.1147 | 3161.5265 |
142 | 0.1799 | 0.2969 | 0.1179 | 24339696.6434 | 10678318.9971 | 3267.7697 |
143 | 0.1835 | 0.0888 | 0.1166 | 2550525.0541 | 10308873.8178 | 3210.7435 |
144 | 0.187 | 0.1603 | 0.1185 | 11224429.747 | 10348680.5974 | 3216.9365 |
145 | 0.1907 | 0.3526 | 0.1282 | 34039037.4965 | 11335778.8015 | 3366.8648 |