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[55]) |
43 | 10881.3 | - | - | - | - | - | - | - |
44 | 11301.2 | - | - | - | - | - | - | - |
45 | 13643.9 | - | - | - | - | - | - | - |
46 | 12517 | - | - | - | - | - | - | - |
47 | 13981.1 | - | - | - | - | - | - | - |
48 | 14275.7 | - | - | - | - | - | - | - |
49 | 13435 | - | - | - | - | - | - | - |
50 | 13565.7 | - | - | - | - | - | - | - |
51 | 16216.3 | - | - | - | - | - | - | - |
52 | 12970 | - | - | - | - | - | - | - |
53 | 14079.9 | - | - | - | - | - | - | - |
54 | 14235 | - | - | - | - | - | - | - |
55 | 12213.4 | - | - | - | - | - | - | - |
56 | 12581 | 12146.1303 | 11161.4159 | 13217.7211 | 0.2132 | 0.451 | 0.9389 | 0.451 |
57 | 14130.4 | 14736.7158 | 13534.9773 | 16045.1539 | 0.1819 | 0.9994 | 0.9492 | 0.9999 |
58 | 14210.8 | 14324.3287 | 13059.071 | 15712.1737 | 0.4363 | 0.6079 | 0.9947 | 0.9986 |
59 | 14378.5 | 14947.0328 | 13480.1514 | 16573.537 | 0.2466 | 0.8125 | 0.8778 | 0.9995 |
60 | 13142.8 | 15293.3644 | 13753.2296 | 17005.969 | 0.0069 | 0.8525 | 0.8779 | 0.9998 |
61 | 13714.7 | 14486.8268 | 12941.2334 | 16217.013 | 0.1909 | 0.9361 | 0.8833 | 0.995 |
62 | 13621.9 | 14797.8796 | 13148.5561 | 16654.0903 | 0.1072 | 0.8736 | 0.9034 | 0.9968 |
63 | 15379.8 | 17558.0269 | 15539.4403 | 19838.8297 | 0.0306 | 0.9996 | 0.8755 | 1 |
64 | 14441.8 | 14252.1632 | 12550.7495 | 16184.2252 | 0.4237 | 0.1263 | 0.9033 | 0.9807 |
65 | 15354.8 | 14755.0565 | 12940.2528 | 16824.3769 | 0.285 | 0.6167 | 0.7387 | 0.992 |
66 | 15537.8 | 15931.1838 | 13917.379 | 18236.3803 | 0.369 | 0.688 | 0.9254 | 0.9992 |
67 | 14552.7 | 13539.3827 | 11780.8653 | 15560.3922 | 0.1629 | 0.0263 | 0.9008 | 0.9008 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.045 | 0.0358 | 0.003 | 189111.6218 | 15759.3018 | 125.5361 |
57 | 0.0453 | -0.0411 | 0.0034 | 367618.899 | 30634.9082 | 175.0283 |
58 | 0.0494 | -0.0079 | 7e-04 | 12888.7682 | 1074.064 | 32.7729 |
59 | 0.0555 | -0.038 | 0.0032 | 323229.531 | 26935.7942 | 164.1213 |
60 | 0.0571 | -0.1406 | 0.0117 | 4624927.3966 | 385410.6164 | 620.8145 |
61 | 0.0609 | -0.0533 | 0.0044 | 596179.7736 | 49681.6478 | 222.8938 |
62 | 0.064 | -0.0795 | 0.0066 | 1382928.0147 | 115244.0012 | 339.4761 |
63 | 0.0663 | -0.1241 | 0.0103 | 4744672.63 | 395389.3858 | 628.8 |
64 | 0.0692 | 0.0133 | 0.0011 | 35962.0972 | 2996.8414 | 54.7434 |
65 | 0.0716 | 0.0406 | 0.0034 | 359692.3126 | 29974.3594 | 173.131 |
66 | 0.0738 | -0.0247 | 0.0021 | 154750.7902 | 12895.8992 | 113.5601 |
67 | 0.0762 | 0.0748 | 0.0062 | 1026811.9175 | 85567.6598 | 292.5195 |