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 | 19814 | - | - | - | - | - | - | - |
86 | 12738 | - | - | - | - | - | - | - |
87 | 31566 | - | - | - | - | - | - | - |
88 | 30111 | - | - | - | - | - | - | - |
89 | 30019 | - | - | - | - | - | - | - |
90 | 31934 | - | - | - | - | - | - | - |
91 | 25826 | - | - | - | - | - | - | - |
92 | 26835 | - | - | - | - | - | - | - |
93 | 20205 | - | - | - | - | - | - | - |
94 | 17789 | - | - | - | - | - | - | - |
95 | 20520 | - | - | - | - | - | - | - |
96 | 22518 | - | - | - | - | - | - | - |
97 | 15572 | - | - | - | - | - | - | - |
98 | 11509 | 11759.1244 | 10248.3622 | 13630.3435 | 0.3967 | 0 | 0.1526 | 0 |
99 | 25447 | 27856.4472 | 22599.1113 | 35186.8792 | 0.2597 | 1 | 0.1606 | 0.9995 |
100 | 24090 | 25584.3809 | 20698.6969 | 32428.4766 | 0.3343 | 0.5157 | 0.0974 | 0.9979 |
101 | 27786 | 28709.1046 | 22738.1795 | 37382.3701 | 0.4174 | 0.8517 | 0.3836 | 0.9985 |
102 | 26195 | 25973.4869 | 20726.9491 | 33496.8332 | 0.477 | 0.3184 | 0.0602 | 0.9966 |
103 | 20516 | 22733.3579 | 18319.4816 | 28958.1648 | 0.2425 | 0.1379 | 0.1651 | 0.9879 |
104 | 22759 | 23091.3627 | 18527.5002 | 29575.3168 | 0.46 | 0.7819 | 0.1289 | 0.9885 |
105 | 19028 | 18744.381 | 15325.8592 | 23448.6001 | 0.453 | 0.0472 | 0.2714 | 0.9069 |
106 | 16971 | 17026.1838 | 14022.4096 | 21109.6272 | 0.4894 | 0.1683 | 0.3571 | 0.7574 |
107 | 20036 | 18641.3945 | 15199.2273 | 23400.4388 | 0.2829 | 0.7543 | 0.2196 | 0.8969 |
108 | 22485 | 21537.9434 | 17287.2042 | 27573.4093 | 0.3792 | 0.6871 | 0.3751 | 0.9737 |
109 | 18730 | 17091.6521 | 14018.0358 | 21299.2174 | 0.2227 | 0.006 | 0.7605 | 0.7605 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
98 | 0.0812 | -0.0213 | 0 | 62562.2155 | 0 | 0 |
99 | 0.1343 | -0.0865 | 0.0539 | 5805435.8442 | 2933999.0298 | 1712.892 |
100 | 0.1365 | -0.0584 | 0.0554 | 2233174.181 | 2700390.7469 | 1643.2866 |
101 | 0.1541 | -0.0322 | 0.0496 | 852122.1344 | 2238323.5938 | 1496.1028 |
102 | 0.1478 | 0.0085 | 0.0414 | 49068.0425 | 1800472.4835 | 1341.8169 |
103 | 0.1397 | -0.0975 | 0.0507 | 4916676.1907 | 2319839.7681 | 1523.102 |
104 | 0.1433 | -0.0144 | 0.0455 | 110464.9614 | 2004214.7957 | 1415.7029 |
105 | 0.128 | 0.0151 | 0.0417 | 80439.7215 | 1763742.9114 | 1328.0598 |
106 | 0.1224 | -0.0032 | 0.0375 | 3045.2483 | 1568109.8377 | 1252.2419 |
107 | 0.1303 | 0.0748 | 0.0412 | 1944924.4553 | 1605791.2995 | 1267.1982 |
108 | 0.143 | 0.044 | 0.0414 | 896916.1979 | 1541348.1084 | 1241.5104 |
109 | 0.1256 | 0.0959 | 0.046 | 2684183.8712 | 1636584.422 | 1279.2906 |