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 | 9451 | - | - | - | - | - | - | - |
61 | 10041 | - | - | - | - | - | - | - |
62 | 9411 | - | - | - | - | - | - | - |
63 | 10405 | - | - | - | - | - | - | - |
64 | 8467 | - | - | - | - | - | - | - |
65 | 8464 | - | - | - | - | - | - | - |
66 | 8102 | - | - | - | - | - | - | - |
67 | 7627 | - | - | - | - | - | - | - |
68 | 7513 | - | - | - | - | - | - | - |
69 | 7510 | - | - | - | - | - | - | - |
70 | 8291 | - | - | - | - | - | - | - |
71 | 8064 | - | - | - | - | - | - | - |
72 | 9383 | - | - | - | - | - | - | - |
73 | 9706 | 10209.5533 | 9421.095 | 10998.0115 | 0.1053 | 0.98 | 0.6624 | 0.98 |
74 | 8579 | 9024.1683 | 8146.1188 | 9902.2177 | 0.1602 | 0.064 | 0.1939 | 0.2116 |
75 | 9474 | 9677.1927 | 8781.9069 | 10572.4784 | 0.3282 | 0.9919 | 0.0555 | 0.7402 |
76 | 8318 | 8285.6623 | 7386.8886 | 9184.4359 | 0.4719 | 0.0048 | 0.3463 | 0.0084 |
77 | 8213 | 8204.1547 | 7304.6688 | 9103.6407 | 0.4923 | 0.402 | 0.2856 | 0.0051 |
78 | 8059 | 7964.5791 | 7064.9474 | 8864.2109 | 0.4185 | 0.2942 | 0.3823 | 0.001 |
79 | 9111 | 7790.3116 | 6890.6502 | 8689.9731 | 0.002 | 0.2792 | 0.639 | 3e-04 |
80 | 7708 | 7532.5313 | 6632.8643 | 8432.1984 | 0.3511 | 3e-04 | 0.517 | 0 |
81 | 7680 | 7518.2581 | 6618.5922 | 8417.924 | 0.3623 | 0.3397 | 0.5072 | 0 |
82 | 8014 | 8373.3866 | 7473.7324 | 9273.0409 | 0.2168 | 0.9346 | 0.5712 | 0.0139 |
83 | 8007 | 8067.7953 | 7168.1991 | 8967.3916 | 0.4473 | 0.5467 | 0.5033 | 0.0021 |
84 | 8718 | 9187.8371 | 8288.5246 | 10087.1496 | 0.1529 | 0.995 | 0.3353 | 0.3353 |
85 | 9486 | 9848.7281 | 8823.9963 | 10873.4599 | 0.2439 | 0.9847 | 0.6076 | 0.8135 |
86 | 9113 | 9196.9202 | 8144.0479 | 10249.7926 | 0.4379 | 0.2952 | 0.875 | 0.3645 |
87 | 9025 | 10159.7011 | 9101.1601 | 11218.2422 | 0.0178 | 0.9737 | 0.8979 | 0.9248 |
88 | 8476 | 8445.8212 | 7386.1234 | 9505.519 | 0.4777 | 0.142 | 0.5934 | 0.0415 |
89 | 7952 | 8420.3641 | 7360.4296 | 9480.2986 | 0.1932 | 0.459 | 0.6493 | 0.0375 |
90 | 7759 | 8082.1456 | 7022.1626 | 9142.1285 | 0.2751 | 0.5951 | 0.5171 | 0.0081 |
91 | 7835 | 7701.2786 | 6641.2857 | 8761.2714 | 0.4024 | 0.4575 | 0.0046 | 9e-04 |
92 | 7600 | 7576.3891 | 6516.3943 | 8636.384 | 0.4826 | 0.3163 | 0.4039 | 4e-04 |
93 | 7651 | 7554.9368 | 6494.9416 | 8614.932 | 0.4295 | 0.4668 | 0.4086 | 4e-04 |
94 | 8319 | 8301.5629 | 7241.5678 | 9361.5579 | 0.4871 | 0.8855 | 0.7025 | 0.0228 |
95 | 8812 | 8093.3804 | 7033.3866 | 9153.3742 | 0.092 | 0.3383 | 0.5635 | 0.0085 |
96 | 8630 | 9428.0944 | 8368.1066 | 10488.0821 | 0.07 | 0.8727 | 0.9054 | 0.5332 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0394 | -0.0493 | 0 | 253565.8981 | 0 | 0 |
74 | 0.0496 | -0.0493 | 0.0493 | 198174.7718 | 225870.335 | 475.2582 |
75 | 0.0472 | -0.021 | 0.0399 | 41287.2634 | 164342.6445 | 405.392 |
76 | 0.0553 | 0.0039 | 0.0309 | 1045.7298 | 123518.4158 | 351.4519 |
77 | 0.0559 | 0.0011 | 0.0249 | 78.2386 | 98830.3803 | 314.373 |
78 | 0.0576 | 0.0119 | 0.0227 | 8915.3002 | 83844.5337 | 289.5592 |
79 | 0.0589 | 0.1695 | 0.0437 | 1744217.8017 | 321040.7148 | 566.6045 |
80 | 0.0609 | 0.0233 | 0.0412 | 30789.2508 | 284759.2818 | 533.6284 |
81 | 0.0611 | 0.0215 | 0.039 | 26160.4431 | 256026.0775 | 505.9902 |
82 | 0.0548 | -0.0429 | 0.0394 | 129158.7357 | 243339.3433 | 493.2944 |
83 | 0.0569 | -0.0075 | 0.0365 | 3696.0735 | 221553.5915 | 470.6948 |
84 | 0.0499 | -0.0511 | 0.0377 | 220746.9198 | 221486.3689 | 470.6234 |
85 | 0.0531 | -0.0368 | 0.0376 | 131571.6878 | 214569.8549 | 463.2169 |
86 | 0.0584 | -0.0091 | 0.0356 | 7042.6066 | 199746.4801 | 446.9301 |
87 | 0.0532 | -0.1117 | 0.0407 | 1287546.651 | 272266.4915 | 521.7916 |
88 | 0.064 | 0.0036 | 0.0384 | 910.7611 | 255306.7583 | 505.2789 |
89 | 0.0642 | -0.0556 | 0.0394 | 219364.9165 | 253192.5323 | 503.1824 |
90 | 0.0669 | -0.04 | 0.0394 | 104423.0565 | 244927.5614 | 494.9016 |
91 | 0.0702 | 0.0174 | 0.0382 | 17881.4167 | 232977.7643 | 482.6777 |
92 | 0.0714 | 0.0031 | 0.0365 | 557.4723 | 221356.7497 | 470.4857 |
93 | 0.0716 | 0.0127 | 0.0354 | 9228.1368 | 211255.3872 | 459.6253 |
94 | 0.0651 | 0.0021 | 0.0338 | 304.0538 | 201666.6903 | 449.0731 |
95 | 0.0668 | 0.0888 | 0.0362 | 516414.1054 | 215351.3605 | 464.0597 |
96 | 0.0574 | -0.0847 | 0.0382 | 636954.6181 | 232918.1629 | 482.616 |