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[108]) |
96 | 2727.3 | - | - | - | - | - | - | - |
97 | 2790.7 | - | - | - | - | - | - | - |
98 | 2385.4 | - | - | - | - | - | - | - |
99 | 3206.6 | - | - | - | - | - | - | - |
100 | 2705.6 | - | - | - | - | - | - | - |
101 | 3518.4 | - | - | - | - | - | - | - |
102 | 1954.9 | - | - | - | - | - | - | - |
103 | 2584.3 | - | - | - | - | - | - | - |
104 | 2535.8 | - | - | - | - | - | - | - |
105 | 2685.9 | - | - | - | - | - | - | - |
106 | 2866 | - | - | - | - | - | - | - |
107 | 2236.6 | - | - | - | - | - | - | - |
108 | 2934.9 | - | - | - | - | - | - | - |
109 | 2668.6 | 2737.7548 | 2196.2486 | 3279.2611 | 0.4012 | 0.2377 | 0.424 | 0.2377 |
110 | 2371.2 | 2623.5683 | 2042.2308 | 3204.9058 | 0.1974 | 0.4397 | 0.789 | 0.1469 |
111 | 3165.9 | 3186.7073 | 2538.8916 | 3834.523 | 0.4749 | 0.9932 | 0.476 | 0.7769 |
112 | 2887.2 | 2943.09 | 2266.0846 | 3620.0955 | 0.4357 | 0.2594 | 0.7541 | 0.5095 |
113 | 3112.2 | 3455.4308 | 2751.8137 | 4159.048 | 0.1695 | 0.9433 | 0.4304 | 0.9265 |
114 | 2671.2 | 2365.7403 | 1644.4068 | 3087.0738 | 0.2033 | 0.0213 | 0.8679 | 0.061 |
115 | 2432.6 | 2782.7472 | 2046.8254 | 3518.6689 | 0.1755 | 0.6168 | 0.7014 | 0.3427 |
116 | 2812.3 | 2817.4569 | 2070.1669 | 3564.7468 | 0.4946 | 0.8436 | 0.77 | 0.379 |
117 | 3095.7 | 3063.0245 | 2306.1971 | 3819.8519 | 0.4663 | 0.7419 | 0.8356 | 0.63 |
118 | 2862.9 | 3013.0503 | 2248.166 | 3777.9346 | 0.3502 | 0.4161 | 0.6468 | 0.5794 |
119 | 2607.3 | 2667.8049 | 1895.8713 | 3439.7386 | 0.439 | 0.3102 | 0.8632 | 0.2488 |
120 | 2862.5 | 3121.9848 | 2343.7754 | 3900.1943 | 0.2567 | 0.9026 | 0.6812 | 0.6812 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
109 | 0.1009 | -0.0253 | 0.0021 | 4782.3928 | 398.5327 | 19.9633 |
110 | 0.1131 | -0.0962 | 0.008 | 63689.7546 | 5307.4795 | 72.8525 |
111 | 0.1037 | -0.0065 | 5e-04 | 432.9425 | 36.0785 | 6.0065 |
112 | 0.1174 | -0.019 | 0.0016 | 3123.6944 | 260.3079 | 16.1341 |
113 | 0.1039 | -0.0993 | 0.0083 | 117807.4031 | 9817.2836 | 99.0822 |
114 | 0.1556 | 0.1291 | 0.0108 | 93305.6254 | 7775.4688 | 88.1786 |
115 | 0.1349 | -0.1258 | 0.0105 | 122603.0345 | 10216.9195 | 101.0788 |
116 | 0.1353 | -0.0018 | 2e-04 | 26.5934 | 2.2161 | 1.4887 |
117 | 0.1261 | 0.0107 | 9e-04 | 1067.6885 | 88.974 | 9.4326 |
118 | 0.1295 | -0.0498 | 0.0042 | 22545.1135 | 1878.7595 | 43.3447 |
119 | 0.1476 | -0.0227 | 0.0019 | 3660.8444 | 305.0704 | 17.4663 |
120 | 0.1272 | -0.0831 | 0.0069 | 67332.3698 | 5611.0308 | 74.9068 |