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[109]) |
97 | 2725 | - | - | - | - | - | - | - |
98 | 2408 | - | - | - | - | - | - | - |
99 | 2139 | - | - | - | - | - | - | - |
100 | 1898 | - | - | - | - | - | - | - |
101 | 2537 | - | - | - | - | - | - | - |
102 | 2069 | - | - | - | - | - | - | - |
103 | 2063 | - | - | - | - | - | - | - |
104 | 2524 | - | - | - | - | - | - | - |
105 | 2437 | - | - | - | - | - | - | - |
106 | 2189 | - | - | - | - | - | - | - |
107 | 2793 | - | - | - | - | - | - | - |
108 | 2074 | - | - | - | - | - | - | - |
109 | 2622 | - | - | - | - | - | - | - |
110 | 2278 | 2370.6852 | 1884.4469 | 2856.9234 | 0.3543 | 0.1555 | 0.4402 | 0.1555 |
111 | 2144 | 2126.3999 | 1635.2867 | 2617.5131 | 0.472 | 0.2726 | 0.4799 | 0.024 |
112 | 2427 | 2235.914 | 1717.5708 | 2754.2572 | 0.235 | 0.6359 | 0.8993 | 0.0722 |
113 | 2139 | 2342.5471 | 1782.7686 | 2902.3256 | 0.238 | 0.3837 | 0.248 | 0.1639 |
114 | 1828 | 2061.0709 | 1487.5664 | 2634.5754 | 0.2129 | 0.395 | 0.4892 | 0.0276 |
115 | 2072 | 2226.6978 | 1631.5596 | 2821.8361 | 0.3052 | 0.9054 | 0.7051 | 0.0965 |
116 | 1800 | 2363.2324 | 1748.3799 | 2978.0849 | 0.0363 | 0.8234 | 0.3042 | 0.2047 |
117 | 1758 | 2299.5048 | 1669.0944 | 2929.9152 | 0.0461 | 0.9398 | 0.3345 | 0.158 |
118 | 2246 | 2467.7044 | 1820.2081 | 3115.2007 | 0.2511 | 0.9842 | 0.8006 | 0.3202 |
119 | 1987 | 2400.1313 | 1736.9244 | 3063.3381 | 0.1111 | 0.6756 | 0.1228 | 0.256 |
120 | 1868 | 2359.6613 | 1681.6421 | 3037.6805 | 0.0776 | 0.8593 | 0.7955 | 0.2241 |
121 | 2514 | 2504.8962 | 1811.8224 | 3197.9699 | 0.4897 | 0.9642 | 0.3703 | 0.3703 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
110 | 0.1046 | -0.0391 | 0 | 8590.5437 | 0 | 0 |
111 | 0.1178 | 0.0083 | 0.0237 | 309.7633 | 4450.1535 | 66.7095 |
112 | 0.1183 | 0.0855 | 0.0443 | 36513.8586 | 15138.0552 | 123.0368 |
113 | 0.1219 | -0.0869 | 0.0549 | 41431.4232 | 21711.3972 | 147.3479 |
114 | 0.142 | -0.1131 | 0.0666 | 54322.0386 | 28233.5255 | 168.0283 |
115 | 0.1364 | -0.0695 | 0.067 | 23931.4239 | 27516.5085 | 165.881 |
116 | 0.1327 | -0.2383 | 0.0915 | 317230.6974 | 68904.2498 | 262.4962 |
117 | 0.1399 | -0.2355 | 0.1095 | 293227.475 | 96944.653 | 311.3594 |
118 | 0.1339 | -0.0898 | 0.1073 | 49152.8421 | 91634.4518 | 302.7118 |
119 | 0.141 | -0.1721 | 0.1138 | 170677.4469 | 99538.7513 | 315.4976 |
120 | 0.1466 | -0.2084 | 0.1224 | 241730.8759 | 112465.308 | 335.3585 |
121 | 0.1412 | 0.0036 | 0.1125 | 82.8794 | 103100.1057 | 321.0921 |