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[72]) |
60 | 9614 | - | - | - | - | - | - | - |
61 | 8639 | - | - | - | - | - | - | - |
62 | 8772 | - | - | - | - | - | - | - |
63 | 10894 | - | - | - | - | - | - | - |
64 | 10455 | - | - | - | - | - | - | - |
65 | 11179 | - | - | - | - | - | - | - |
66 | 10588 | - | - | - | - | - | - | - |
67 | 10794 | - | - | - | - | - | - | - |
68 | 12770 | - | - | - | - | - | - | - |
69 | 13812 | - | - | - | - | - | - | - |
70 | 10857 | - | - | - | - | - | - | - |
71 | 9290 | - | - | - | - | - | - | - |
72 | 10925 | - | - | - | - | - | - | - |
73 | 9491 | 9417.8092 | 8302.2053 | 10634.3376 | 0.4531 | 0.0076 | 0.8952 | 0.0076 |
74 | 8919 | 9559.0736 | 8313.8882 | 10929.2746 | 0.1799 | 0.5388 | 0.8699 | 0.0254 |
75 | 11607 | 11808.2202 | 10236.5009 | 13541.5401 | 0.41 | 0.9995 | 0.8494 | 0.841 |
76 | 8852 | 11343.5857 | 9706.2547 | 13165.097 | 0.0037 | 0.3884 | 0.8305 | 0.6738 |
77 | 12537 | 12109.6935 | 10286.904 | 14147.3611 | 0.3405 | 0.9991 | 0.8147 | 0.8728 |
78 | 14759 | 11484.386 | 9633.373 | 13571.0479 | 0.001 | 0.1614 | 0.8001 | 0.7004 |
79 | 13667 | 11702.409 | 9734.3909 | 13933.3254 | 0.0422 | 0.0036 | 0.7876 | 0.7527 |
80 | 13731 | 13790.4225 | 11477.8126 | 16410.9715 | 0.4823 | 0.5368 | 0.7773 | 0.9839 |
81 | 15110 | 14889.3401 | 12346.8953 | 17777.3594 | 0.4405 | 0.7841 | 0.7677 | 0.9964 |
82 | 12185 | 11769.0719 | 9543.4763 | 14334.7519 | 0.3753 | 0.0054 | 0.757 | 0.7405 |
83 | 10645 | 10108.9043 | 8047.0502 | 12514.8029 | 0.3312 | 0.0454 | 0.7477 | 0.2531 |
84 | 12161 | 11841.0183 | 9456.1918 | 14617.9448 | 0.4107 | 0.8007 | 0.741 | 0.741 |
85 | 10840 | 10244.4832 | 7571.9386 | 13516.0872 | 0.3606 | 0.1254 | 0.6742 | 0.3417 |
86 | 10436 | 10394.2979 | 7506.7901 | 13981.5543 | 0.4909 | 0.4038 | 0.7899 | 0.3859 |
87 | 13589 | 12774.8376 | 9216.0663 | 17199.0581 | 0.3592 | 0.8499 | 0.6976 | 0.7938 |
88 | 13402 | 12283.7341 | 8645.531 | 16877.8564 | 0.3166 | 0.2888 | 0.9284 | 0.7189 |
89 | 13103 | 13093.3152 | 9103.2655 | 18170.6108 | 0.4985 | 0.4526 | 0.585 | 0.7987 |
90 | 14933 | 12432.5897 | 8432.3694 | 17602.2278 | 0.1716 | 0.3997 | 0.1889 | 0.7162 |
91 | 14147 | 12663.027 | 8455.1852 | 18154.1267 | 0.2982 | 0.2089 | 0.36 | 0.7325 |
92 | 14057 | 14866.5975 | 9963.6698 | 21249.9678 | 0.4018 | 0.5874 | 0.6363 | 0.8869 |
93 | 16234 | 16024.1691 | 10675.1656 | 23014.2735 | 0.4765 | 0.7094 | 0.6012 | 0.9236 |
94 | 12389 | 12733.4716 | 8091.9292 | 18977.5421 | 0.4569 | 0.1359 | 0.5683 | 0.7149 |
95 | 11595 | 10977.0486 | 6710.4491 | 16853.3072 | 0.4184 | 0.3188 | 0.5441 | 0.5069 |
96 | 12772 | 12809.492 | 7898.269 | 19538.551 | 0.4956 | 0.6382 | 0.5749 | 0.7085 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0659 | 0.0078 | 0 | 5356.89 | 0 | 0 |
74 | 0.0731 | -0.067 | 0.0374 | 409694.2317 | 207525.5609 | 455.5497 |
75 | 0.0749 | -0.017 | 0.0306 | 40489.5507 | 151846.8908 | 389.6754 |
76 | 0.0819 | -0.2196 | 0.0779 | 6207999.4459 | 1665885.0296 | 1290.6917 |
77 | 0.0859 | 0.0353 | 0.0693 | 182590.8649 | 1369226.1967 | 1170.1394 |
78 | 0.0927 | 0.2851 | 0.1053 | 10723096.6688 | 2928204.6087 | 1711.1998 |
79 | 0.0973 | 0.1679 | 0.1142 | 3859617.7542 | 3061263.6295 | 1749.6467 |
80 | 0.097 | -0.0043 | 0.1005 | 3531.0283 | 2679047.0543 | 1636.7795 |
81 | 0.099 | 0.0148 | 0.091 | 48690.7901 | 2386785.2472 | 1544.9224 |
82 | 0.1112 | 0.0353 | 0.0854 | 172996.1556 | 2165406.338 | 1471.532 |
83 | 0.1214 | 0.053 | 0.0825 | 287398.5599 | 1994678.3582 | 1412.3308 |
84 | 0.1197 | 0.027 | 0.0779 | 102388.2864 | 1836987.5189 | 1355.3551 |
85 | 0.1629 | 0.0581 | 0.0763 | 354640.2443 | 1722960.8054 | 1312.616 |
86 | 0.1761 | 0.004 | 0.0712 | 1739.0661 | 1600016.3955 | 1264.9175 |
87 | 0.1767 | 0.0637 | 0.0707 | 662860.4869 | 1537539.3349 | 1239.9755 |
88 | 0.1908 | 0.091 | 0.0719 | 1250518.6532 | 1519600.5423 | 1232.7208 |
89 | 0.1978 | 7e-04 | 0.0678 | 93.7947 | 1430217.7924 | 1195.9171 |
90 | 0.2121 | 0.2011 | 0.0752 | 6252051.5044 | 1698097.4431 | 1303.1107 |
91 | 0.2212 | 0.1172 | 0.0774 | 2202175.9913 | 1724627.893 | 1313.2509 |
92 | 0.2191 | -0.0545 | 0.0762 | 655448.0821 | 1671168.9025 | 1292.737 |
93 | 0.2226 | 0.0131 | 0.0732 | 44029.0224 | 1593686.051 | 1262.4128 |
94 | 0.2502 | -0.0271 | 0.0711 | 118660.6568 | 1526639.4422 | 1235.5725 |
95 | 0.2731 | 0.0563 | 0.0705 | 381863.9581 | 1476866.5951 | 1215.264 |
96 | 0.268 | -0.0029 | 0.0677 | 1405.6513 | 1415389.0558 | 1189.7012 |