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[49]) |
37 | 19123.5 | - | - | - | - | - | - | - |
38 | 17838.7 | - | - | - | - | - | - | - |
39 | 17209.4000000000 | - | - | - | - | - | - | - |
40 | 18586.5 | - | - | - | - | - | - | - |
41 | 16258.1 | - | - | - | - | - | - | - |
42 | 15141.6 | - | - | - | - | - | - | - |
43 | 19202.1 | - | - | - | - | - | - | - |
44 | 17746.5 | - | - | - | - | - | - | - |
45 | 19090.1 | - | - | - | - | - | - | - |
46 | 18040.3 | - | - | - | - | - | - | - |
47 | 17515.5 | - | - | - | - | - | - | - |
48 | 17751.8 | - | - | - | - | - | - | - |
49 | 21072.4 | - | - | - | - | - | - | - |
50 | 17170 | 19316.3207 | 17938.676 | 20799.7651 | 0.0023 | 0.0102 | 0.9745 | 0.0102 |
51 | 19439.5 | 18494.4726 | 17169.7158 | 19921.4431 | 0.0971 | 0.9656 | 0.9612 | 2e-04 |
52 | 19795.4 | 20207.9287 | 18712.511 | 21822.8533 | 0.3083 | 0.8245 | 0.9755 | 0.147 |
53 | 17574.9 | 17483.3615 | 15979.7546 | 19128.4495 | 0.4566 | 0.0029 | 0.9278 | 0 |
54 | 16165.4 | 16242.839 | 14830.818 | 17789.2965 | 0.4609 | 0.0457 | 0.9186 | 0 |
55 | 19464.6 | 20674.969 | 18815.6212 | 22718.0564 | 0.1228 | 1 | 0.9212 | 0.3515 |
56 | 19932.1 | 18980.9673 | 17177.7589 | 20973.4648 | 0.1747 | 0.3171 | 0.8877 | 0.0198 |
57 | 19961.2 | 20395.4336 | 18430.2533 | 22570.157 | 0.3478 | 0.6619 | 0.8803 | 0.2709 |
58 | 17343.4 | 19280.2789 | 17371.9903 | 21398.1902 | 0.0365 | 0.2643 | 0.8744 | 0.0486 |
59 | 18924.2 | 18642.4791 | 16744.1682 | 20756.0044 | 0.3969 | 0.8858 | 0.852 | 0.0121 |
60 | 18574.1 | 18876.0637 | 16926.2676 | 21050.4637 | 0.3927 | 0.4827 | 0.8446 | 0.0239 |
61 | 21350.6 | 22385.6019 | 20026.6915 | 25022.3643 | 0.2208 | 0.9977 | 0.8355 | 0.8355 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0392 | -0.1111 | 0.0093 | 4606692.7118 | 383891.0593 | 619.5894 |
51 | 0.0394 | 0.0511 | 0.0043 | 893076.8383 | 74423.0699 | 272.8059 |
52 | 0.0408 | -0.0204 | 0.0017 | 170179.9343 | 14181.6612 | 119.0868 |
53 | 0.048 | 0.0052 | 4e-04 | 8379.2931 | 698.2744 | 26.4249 |
54 | 0.0486 | -0.0048 | 4e-04 | 5996.7986 | 499.7332 | 22.3547 |
55 | 0.0504 | -0.0585 | 0.0049 | 1464993.1495 | 122082.7625 | 349.4034 |
56 | 0.0536 | 0.0501 | 0.0042 | 904653.3257 | 75387.7771 | 274.5683 |
57 | 0.0544 | -0.0213 | 0.0018 | 188558.8092 | 15713.2341 | 125.3524 |
58 | 0.056 | -0.1005 | 0.0084 | 3751499.7172 | 312624.9764 | 559.1288 |
59 | 0.0578 | 0.0151 | 0.0013 | 79366.6501 | 6613.8875 | 81.3258 |
60 | 0.0588 | -0.016 | 0.0013 | 91182.0813 | 7598.5068 | 87.1694 |
61 | 0.0601 | -0.0462 | 0.0039 | 1071228.9228 | 89269.0769 | 298.7793 |