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[61]) |
49 | 22518 | - | - | - | - | - | - | - |
50 | 15572 | - | - | - | - | - | - | - |
51 | 11509 | - | - | - | - | - | - | - |
52 | 25447 | - | - | - | - | - | - | - |
53 | 24090 | - | - | - | - | - | - | - |
54 | 27786 | - | - | - | - | - | - | - |
55 | 26195 | - | - | - | - | - | - | - |
56 | 20516 | - | - | - | - | - | - | - |
57 | 22759 | - | - | - | - | - | - | - |
58 | 19028 | - | - | - | - | - | - | - |
59 | 16971 | - | - | - | - | - | - | - |
60 | 20036 | - | - | - | - | - | - | - |
61 | 22485 | - | - | - | - | - | - | - |
62 | 18730 | 18011.6496 | 14243.0752 | 21780.2241 | 0.3543 | 0.01 | 0.8978 | 0.01 |
63 | 14538 | 11895.1873 | 7961.3563 | 15829.0184 | 0.094 | 3e-04 | 0.5763 | 0 |
64 | 27561 | 30028.1247 | 25272.5558 | 34783.6937 | 0.1546 | 1 | 0.9705 | 0.9991 |
65 | 25985 | 27321.9342 | 22105.9621 | 32537.9063 | 0.3077 | 0.4642 | 0.8877 | 0.9654 |
66 | 34670 | 30539.5279 | 24884.2964 | 36194.7594 | 0.0761 | 0.9428 | 0.83 | 0.9974 |
67 | 32066 | 27682.7409 | 21572.2735 | 33793.2083 | 0.0799 | 0.0125 | 0.6834 | 0.9523 |
68 | 27186 | 24250.3751 | 17761.5147 | 30739.2354 | 0.1876 | 0.0091 | 0.8703 | 0.7031 |
69 | 29586 | 25351.2882 | 18478.7847 | 32223.7917 | 0.1136 | 0.3004 | 0.7701 | 0.7932 |
70 | 21359 | 19332.1048 | 12108.182 | 26556.0277 | 0.2912 | 0.0027 | 0.5329 | 0.1962 |
71 | 21553 | 18011.8762 | 10444.5622 | 25579.1902 | 0.1795 | 0.193 | 0.6063 | 0.1233 |
72 | 19573 | 19993.3318 | 12116.2995 | 27870.3641 | 0.4584 | 0.349 | 0.4958 | 0.2676 |
73 | 24256 | 22219.7597 | 14014.2441 | 30425.2753 | 0.3133 | 0.7364 | 0.4747 | 0.4747 |
74 | 22380 | 18035.1941 | 9334.5465 | 26735.8417 | 0.1639 | 0.0806 | 0.4378 | 0.1581 |
75 | 16167 | 11649.997 | 2622.5882 | 20677.4059 | 0.1634 | 0.0099 | 0.2653 | 0.0093 |
76 | 27297 | 29929.0687 | 20510.626 | 39347.5115 | 0.2919 | 0.9979 | 0.6889 | 0.9393 |
77 | 28287 | 27165.5266 | 17397.9223 | 36933.1308 | 0.411 | 0.4895 | 0.5936 | 0.8262 |
78 | 33474 | 30390.1065 | 20283.0148 | 40497.1982 | 0.2749 | 0.6583 | 0.2033 | 0.9374 |
79 | 28229 | 27544.5757 | 17104.2816 | 37984.8698 | 0.4489 | 0.1328 | 0.198 | 0.8289 |
80 | 28785 | 24099.3 | 13339.9199 | 34858.6801 | 0.1967 | 0.2259 | 0.287 | 0.6156 |
81 | 25597 | 25208.8403 | 14138.2618 | 36279.4188 | 0.4726 | 0.2633 | 0.2192 | 0.6852 |
82 | 18130 | 19185.5788 | 7813.8355 | 30557.3221 | 0.4278 | 0.1346 | 0.354 | 0.2848 |
83 | 20198 | 17866.4774 | 6194.1662 | 29538.7886 | 0.3477 | 0.4824 | 0.2679 | 0.219 |
84 | 22849 | 19848.156 | 7905.1236 | 31791.1883 | 0.3112 | 0.4771 | 0.518 | 0.3326 |
85 | 23118 | 22074.017 | 9828.4298 | 34319.6041 | 0.4336 | 0.4506 | 0.3635 | 0.4738 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.1067 | 0.0399 | 0 | 516027.2692 | 0 | 0 |
63 | 0.1687 | 0.2222 | 0.131 | 6984458.7175 | 3750242.9933 | 1936.5544 |
64 | 0.0808 | -0.0822 | 0.1147 | 6086704.5009 | 4529063.4958 | 2128.1596 |
65 | 0.0974 | -0.0489 | 0.0983 | 1787393.0568 | 3843645.8861 | 1960.5218 |
66 | 0.0945 | 0.1353 | 0.1057 | 17060799.7745 | 6487076.6638 | 2546.974 |
67 | 0.1126 | 0.1583 | 0.1145 | 19212960.3712 | 8608057.2817 | 2933.9491 |
68 | 0.1365 | 0.1211 | 0.1154 | 8617893.8304 | 8609462.5029 | 2934.1886 |
69 | 0.1383 | 0.167 | 0.1219 | 17932784.0985 | 9774877.7024 | 3126.4801 |
70 | 0.1907 | 0.1048 | 0.12 | 4108303.9888 | 9145258.4009 | 3024.1128 |
71 | 0.2144 | 0.1966 | 0.1276 | 12539557.4667 | 9484688.3074 | 3079.7221 |
72 | 0.201 | -0.021 | 0.1179 | 176678.8336 | 8638505.628 | 2939.1335 |
73 | 0.1884 | 0.0916 | 0.1157 | 4146274.5423 | 8264153.0375 | 2874.744 |
74 | 0.2461 | 0.2409 | 0.1254 | 18877338.2722 | 9080551.9017 | 3013.3954 |
75 | 0.3953 | 0.3877 | 0.1441 | 20403315.6556 | 9889320.7413 | 3144.729 |
76 | 0.1606 | -0.0879 | 0.1404 | 6927785.8339 | 9691885.0808 | 3113.1793 |
77 | 0.1834 | 0.0413 | 0.1342 | 1257702.6141 | 9164748.6766 | 3027.3336 |
78 | 0.1697 | 0.1015 | 0.1323 | 9510399.2248 | 9185081.0618 | 3030.6899 |
79 | 0.1934 | 0.0248 | 0.1263 | 468436.6755 | 8700823.0404 | 2949.7158 |
80 | 0.2278 | 0.1944 | 0.1299 | 21955784.3379 | 9398452.5823 | 3065.6896 |
81 | 0.2241 | 0.0154 | 0.1241 | 150667.9525 | 8936063.3509 | 2989.3249 |
82 | 0.3024 | -0.055 | 0.1209 | 1114246.6592 | 8563595.8893 | 2926.3622 |
83 | 0.3333 | 0.1305 | 0.1213 | 5435997.5908 | 8421432.3303 | 2901.9704 |
84 | 0.307 | 0.1512 | 0.1226 | 9005064.9663 | 8446807.6623 | 2906.3392 |
85 | 0.283 | 0.0473 | 0.1195 | 1089900.6024 | 8140269.8682 | 2853.1158 |