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[97]) |
85 | 2546 | - | - | - | - | - | - | - |
86 | 2456 | - | - | - | - | - | - | - |
87 | 2295 | - | - | - | - | - | - | - |
88 | 2379 | - | - | - | - | - | - | - |
89 | 2479 | - | - | - | - | - | - | - |
90 | 2057 | - | - | - | - | - | - | - |
91 | 2280 | - | - | - | - | - | - | - |
92 | 2351 | - | - | - | - | - | - | - |
93 | 2276 | - | - | - | - | - | - | - |
94 | 2548 | - | - | - | - | - | - | - |
95 | 2311 | - | - | - | - | - | - | - |
96 | 2201 | - | - | - | - | - | - | - |
97 | 2725 | - | - | - | - | - | - | - |
98 | 2408 | 2279.2863 | 1791.2989 | 2767.2736 | 0.3026 | 0.0367 | 0.2389 | 0.0367 |
99 | 2139 | 2204.2607 | 1705.9375 | 2702.5838 | 0.3987 | 0.2115 | 0.3606 | 0.0203 |
100 | 1898 | 2319.8398 | 1792.1359 | 2847.5436 | 0.0586 | 0.7491 | 0.413 | 0.0662 |
101 | 2537 | 2337.93 | 1765.3346 | 2910.5254 | 0.2478 | 0.934 | 0.3146 | 0.0926 |
102 | 2069 | 2110.0593 | 1519.3181 | 2700.8006 | 0.4458 | 0.0783 | 0.5699 | 0.0207 |
103 | 2063 | 2287.8698 | 1673.6647 | 2902.0749 | 0.2365 | 0.7575 | 0.51 | 0.0815 |
104 | 2524 | 2389.265 | 1752.884 | 3025.646 | 0.3391 | 0.8425 | 0.5469 | 0.1506 |
105 | 2437 | 2319.9462 | 1665.6215 | 2974.2708 | 0.3629 | 0.2705 | 0.5524 | 0.1125 |
106 | 2189 | 2540.1603 | 1867.2625 | 3213.0581 | 0.1532 | 0.6181 | 0.4909 | 0.2952 |
107 | 2793 | 2373.3613 | 1683.0931 | 3063.6294 | 0.1167 | 0.6997 | 0.5703 | 0.159 |
108 | 2074 | 2432.4019 | 1725.8212 | 3138.9827 | 0.1601 | 0.1586 | 0.7395 | 0.2085 |
109 | 2622 | 2529.0082 | 1806.1726 | 3251.8439 | 0.4005 | 0.8914 | 0.2976 | 0.2976 |
110 | 2278 | 2324.6209 | 1569.0052 | 3080.2367 | 0.4519 | 0.2202 | 0.4144 | 0.1495 |
111 | 2144 | 2226.8964 | 1453.6762 | 3000.1166 | 0.4168 | 0.4485 | 0.5882 | 0.1034 |
112 | 2427 | 2281.0046 | 1488.3826 | 3073.6267 | 0.359 | 0.6326 | 0.8282 | 0.1361 |
113 | 2139 | 2344.4206 | 1531.4177 | 3157.4234 | 0.3102 | 0.4211 | 0.3212 | 0.1794 |
114 | 1828 | 2111.0398 | 1280.5258 | 2941.5539 | 0.2521 | 0.4737 | 0.5395 | 0.0737 |
115 | 2072 | 2276.0657 | 1427.7488 | 3124.3827 | 0.3186 | 0.8497 | 0.6887 | 0.1498 |
116 | 1800 | 2381.4775 | 1515.7985 | 3247.1565 | 0.094 | 0.7583 | 0.3735 | 0.2184 |
117 | 1758 | 2310.7414 | 1428.4782 | 3193.0046 | 0.1097 | 0.8717 | 0.3896 | 0.1787 |
118 | 2246 | 2522.1477 | 1623.4058 | 3420.8897 | 0.2735 | 0.9522 | 0.7662 | 0.3291 |
119 | 1987 | 2363.11 | 1448.3432 | 3277.8768 | 0.2102 | 0.5991 | 0.1785 | 0.2191 |
120 | 1868 | 2418.8524 | 1488.4747 | 3349.2302 | 0.1229 | 0.8185 | 0.7662 | 0.2595 |
121 | 2514 | 2511.7771 | 1565.714 | 3457.8402 | 0.4982 | 0.9089 | 0.4097 | 0.3293 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
98 | 0.1092 | 0.0565 | 0 | 16567.2208 | 0 | 0 |
99 | 0.1153 | -0.0296 | 0.043 | 4258.9546 | 10413.0877 | 102.0445 |
100 | 0.1161 | -0.1818 | 0.0893 | 177948.7769 | 66258.3175 | 257.4069 |
101 | 0.125 | 0.0851 | 0.0883 | 39628.8606 | 59600.9533 | 244.1331 |
102 | 0.1428 | -0.0195 | 0.0745 | 1685.8687 | 48017.9363 | 219.13 |
103 | 0.137 | -0.0983 | 0.0785 | 50566.427 | 48442.6848 | 220.097 |
104 | 0.1359 | 0.0564 | 0.0753 | 18153.5164 | 44115.6607 | 210.0373 |
105 | 0.1439 | 0.0505 | 0.0722 | 13701.5983 | 40313.9029 | 200.7832 |
106 | 0.1352 | -0.1382 | 0.0795 | 123313.5513 | 49536.0861 | 222.567 |
107 | 0.1484 | 0.1768 | 0.0893 | 176096.6575 | 62192.1432 | 249.3835 |
108 | 0.1482 | -0.1473 | 0.0946 | 128451.9365 | 68215.7608 | 261.1815 |
109 | 0.1458 | 0.0368 | 0.0897 | 8647.4705 | 63251.7366 | 251.499 |
110 | 0.1658 | -0.0201 | 0.0844 | 2173.5127 | 58553.4117 | 241.9781 |
111 | 0.1772 | -0.0372 | 0.081 | 6871.814 | 54861.869 | 234.2261 |
112 | 0.1773 | 0.064 | 0.0799 | 21314.6502 | 52625.3877 | 229.4022 |
113 | 0.1769 | -0.0876 | 0.0804 | 42197.6029 | 51973.6512 | 227.9773 |
114 | 0.2007 | -0.1341 | 0.0835 | 80111.5466 | 53628.8215 | 231.579 |
115 | 0.1902 | -0.0897 | 0.0839 | 41642.8241 | 52962.9328 | 230.1368 |
116 | 0.1855 | -0.2442 | 0.0923 | 338116.0614 | 67970.9922 | 260.7125 |
117 | 0.1948 | -0.2392 | 0.0996 | 305523.0738 | 79848.5962 | 282.5749 |
118 | 0.1818 | -0.1095 | 0.1001 | 76257.563 | 79677.5947 | 282.2722 |
119 | 0.1975 | -0.1592 | 0.1028 | 141458.7368 | 82485.8284 | 287.2035 |
120 | 0.1962 | -0.2277 | 0.1082 | 303438.4043 | 92092.4621 | 303.4674 |
121 | 0.1922 | 9e-04 | 0.1038 | 4.9412 | 88255.4821 | 297.0782 |