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[119]) |
107 | 2689 | - | - | - | - | - | - | - |
108 | 3187 | - | - | - | - | - | - | - |
109 | 2540 | - | - | - | - | - | - | - |
110 | 3469 | - | - | - | - | - | - | - |
111 | 3005 | - | - | - | - | - | - | - |
112 | 2573 | - | - | - | - | - | - | - |
113 | 2998 | - | - | - | - | - | - | - |
114 | 2768 | - | - | - | - | - | - | - |
115 | 2556 | - | - | - | - | - | - | - |
116 | 2414 | - | - | - | - | - | - | - |
117 | 2467 | - | - | - | - | - | - | - |
118 | 2136 | - | - | - | - | - | - | - |
119 | 2493 | - | - | - | - | - | - | - |
120 | 2735 | 2460.3224 | 1691.3066 | 3229.3382 | 0.2419 | 0.4668 | 0.032 | 0.4668 |
121 | 2316 | 2189.0591 | 1119.1504 | 3258.9678 | 0.4081 | 0.1586 | 0.2601 | 0.2888 |
122 | 3042 | 2588.5595 | 1299.2198 | 3877.8992 | 0.2453 | 0.6607 | 0.0904 | 0.5577 |
123 | 2364 | 2248.349 | 783.164 | 3713.534 | 0.4385 | 0.1442 | 0.1557 | 0.3717 |
124 | 2248 | 2092.6463 | 480.2072 | 3705.0855 | 0.4251 | 0.3708 | 0.2796 | 0.3133 |
125 | 2714 | 2289.8269 | 550.8667 | 4028.7871 | 0.3163 | 0.5188 | 0.2124 | 0.4094 |
126 | 2583 | 1937.2789 | 87.7622 | 3786.7956 | 0.2469 | 0.2052 | 0.1893 | 0.278 |
127 | 2631 | 1973.7976 | 26.5161 | 3921.0792 | 0.2541 | 0.2699 | 0.2789 | 0.3006 |
128 | 1965 | 1928.4639 | -106.0401 | 3962.9679 | 0.486 | 0.2493 | 0.32 | 0.2933 |
129 | 2209 | 1782.2679 | -330.5863 | 3895.122 | 0.3461 | 0.4327 | 0.2627 | 0.2548 |
130 | 1964 | 1880.2824 | -303.3346 | 4063.8993 | 0.47 | 0.384 | 0.4092 | 0.2912 |
131 | 2132 | 1859.6296 | -388.179 | 4107.4383 | 0.4061 | 0.4637 | 0.2904 | 0.2904 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
120 | 0.1595 | 0.1116 | 0 | 75447.7939 | 0 | 0 |
121 | 0.2494 | 0.058 | 0.0848 | 16113.9975 | 45780.8957 | 213.9647 |
122 | 0.2541 | 0.1752 | 0.1149 | 205608.3085 | 99056.7 | 314.7327 |
123 | 0.3325 | 0.0514 | 0.0991 | 13375.1582 | 77636.3145 | 278.6329 |
124 | 0.3931 | 0.0742 | 0.0941 | 24134.7663 | 66936.0049 | 258.7199 |
125 | 0.3875 | 0.1852 | 0.1093 | 179922.8082 | 85767.1388 | 292.8603 |
126 | 0.4871 | 0.3333 | 0.1413 | 416955.719 | 133079.7931 | 364.801 |
127 | 0.5033 | 0.333 | 0.1652 | 431914.9677 | 170434.1899 | 412.8368 |
128 | 0.5383 | 0.0189 | 0.149 | 1334.8869 | 151645.3785 | 389.4167 |
129 | 0.6048 | 0.2394 | 0.158 | 182100.3167 | 154690.8723 | 393.3076 |
130 | 0.5925 | 0.0445 | 0.1477 | 7008.644 | 141265.2152 | 375.8527 |
131 | 0.6167 | 0.1465 | 0.1476 | 74185.6153 | 135675.2485 | 368.3412 |