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[84]) |
72 | 13916 | - | - | - | - | - | - | - |
73 | 2639 | - | - | - | - | - | - | - |
74 | 2899 | - | - | - | - | - | - | - |
75 | 3370 | - | - | - | - | - | - | - |
76 | 3740 | - | - | - | - | - | - | - |
77 | 2927 | - | - | - | - | - | - | - |
78 | 3986 | - | - | - | - | - | - | - |
79 | 4217 | - | - | - | - | - | - | - |
80 | 1738 | - | - | - | - | - | - | - |
81 | 5221 | - | - | - | - | - | - | - |
82 | 6424 | - | - | - | - | - | - | - |
83 | 9842 | - | - | - | - | - | - | - |
84 | 13076 | - | - | - | - | - | - | - |
85 | 3934 | 2887.7899 | 2184.5782 | 3953.7812 | 0.0272 | 0 | 0.6763 | 0 |
86 | 3162 | 3029.3652 | 2262.0974 | 4216.9125 | 0.4134 | 0.0677 | 0.5852 | 0 |
87 | 4286 | 3571.5841 | 2588.5908 | 5168.4018 | 0.1903 | 0.6924 | 0.5977 | 0 |
88 | 4676 | 3864.5475 | 2768.0646 | 5680.5324 | 0.1906 | 0.3246 | 0.5535 | 0 |
89 | 5010 | 3264.9338 | 2384.1158 | 4678.4123 | 0.0078 | 0.0252 | 0.6803 | 0 |
90 | 4874 | 4110.5711 | 2916.6265 | 6119.0117 | 0.2281 | 0.19 | 0.5484 | 0 |
91 | 4633 | 4001.0917 | 2848.2827 | 5929.836 | 0.2604 | 0.1875 | 0.4132 | 0 |
92 | 1659 | 1762.0991 | 1373.1328 | 2324.6857 | 0.3597 | 0 | 0.5335 | 0 |
93 | 5951 | 5240.303 | 3598.3972 | 8157.7069 | 0.3165 | 0.9919 | 0.5052 | 0 |
94 | 6981 | 6471.7299 | 4310.2104 | 10517.7175 | 0.4026 | 0.5996 | 0.5092 | 7e-04 |
95 | 9851 | 10078.9921 | 6248.2464 | 18214.4284 | 0.4781 | 0.7723 | 0.5228 | 0.2351 |
96 | 12670 | 13488.3629 | 7928.3613 | 26509.8507 | 0.451 | 0.708 | 0.5247 | 0.5247 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
85 | 0.1883 | 0.3623 | 0 | 1094555.6181 | 0 | 0 |
86 | 0.2 | 0.0438 | 0.203 | 17591.9778 | 556073.7979 | 745.7036 |
87 | 0.2281 | 0.2 | 0.202 | 510390.0519 | 540845.8826 | 735.4222 |
88 | 0.2397 | 0.21 | 0.204 | 658455.0993 | 570248.1868 | 755.1478 |
89 | 0.2209 | 0.5345 | 0.2701 | 3045256.1802 | 1065249.7854 | 1032.1094 |
90 | 0.2493 | 0.1857 | 0.256 | 582823.7611 | 984845.448 | 992.3938 |
91 | 0.2459 | 0.1579 | 0.242 | 399308.1415 | 901197.2614 | 949.3141 |
92 | 0.1629 | -0.0585 | 0.2191 | 10629.4266 | 789876.282 | 888.7498 |
93 | 0.284 | 0.1356 | 0.2098 | 505090.272 | 758233.392 | 870.766 |
94 | 0.319 | 0.0787 | 0.1967 | 259355.9977 | 708345.6526 | 841.6327 |
95 | 0.4118 | -0.0226 | 0.1809 | 51980.3839 | 648676.0827 | 805.4043 |
96 | 0.4925 | -0.0607 | 0.1709 | 669717.7896 | 650429.5583 | 806.4921 |