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[48]) |
36 | 15548 | - | - | - | - | - | - | - |
37 | 28029 | - | - | - | - | - | - | - |
38 | 29383 | - | - | - | - | - | - | - |
39 | 36438 | - | - | - | - | - | - | - |
40 | 32034 | - | - | - | - | - | - | - |
41 | 22679 | - | - | - | - | - | - | - |
42 | 24319 | - | - | - | - | - | - | - |
43 | 18004 | - | - | - | - | - | - | - |
44 | 17537 | - | - | - | - | - | - | - |
45 | 20366 | - | - | - | - | - | - | - |
46 | 22782 | - | - | - | - | - | - | - |
47 | 19169 | - | - | - | - | - | - | - |
48 | 13807 | - | - | - | - | - | - | - |
49 | 29743 | 32964.7378 | 75382.185 | 23045.1972 | 0.7378 | 1e-04 | 0.1647 | 1e-04 |
50 | 25591 | 30337.651 | 59720.6241 | 21833.2049 | 0.863 | 0.4455 | 0.4129 | 1e-04 |
51 | 29096 | 33461.837 | 88867.1405 | 22877.4005 | 0.7906 | 0.0725 | 0.7092 | 1e-04 |
52 | 26482 | 29291.214 | 57102.2411 | 21125.9178 | 0.7499 | 0.4813 | 0.7449 | 1e-04 |
53 | 22405 | 22967.0887 | 33843.2178 | 18002.8065 | 0.5878 | 0.9174 | 0.4547 | 1e-04 |
54 | 27044 | 24217.173 | 37346.3259 | 18665.5501 | 0.8409 | 0.2612 | 0.5143 | 1e-04 |
55 | 17970 | 20118.601 | 27146.0912 | 16373.8598 | 0.8696 | 0.9999 | 0.1342 | 5e-04 |
56 | 18730 | 17863.8783 | 22722.0386 | 14975.0233 | 0.7216 | 0.5287 | 0.4122 | 0.003 |
57 | 19684 | 20655.8659 | 28306.4965 | 16691.5081 | 0.6846 | 0.1705 | 0.443 | 4e-04 |
58 | 19785 | 24206.4941 | 37329.8789 | 18657.3155 | 0.9408 | 0.0551 | 0.3074 | 1e-04 |
59 | 18479 | 18274.795 | 23481.9493 | 15237.4406 | 0.5524 | 0.8351 | 0.718 | 0.002 |
60 | 10698 | 14468.7773 | 17087.2067 | 12666.7587 | 1 | 1 | 0.2358 | 0.2358 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | -0.1535 | -0.0977 | 0.0081 | 10379594.1848 | 864966.1821 | 930.0356 |
50 | -0.143 | -0.1565 | 0.013 | 22530695.4711 | 1877557.9559 | 1370.2401 |
51 | -0.1614 | -0.1305 | 0.0109 | 19060532.9462 | 1588377.7455 | 1260.3086 |
52 | -0.1422 | -0.0959 | 0.008 | 7891683.3186 | 657640.2765 | 810.9502 |
53 | -0.1103 | -0.0245 | 0.002 | 315943.7344 | 26328.6445 | 162.261 |
54 | -0.117 | 0.1167 | 0.0097 | 7990950.8788 | 665912.5732 | 816.0347 |
55 | -0.095 | -0.1068 | 0.0089 | 4616486.216 | 384707.1847 | 620.2477 |
56 | -0.0825 | 0.0485 | 0.004 | 750166.8062 | 62513.9005 | 250.0278 |
57 | -0.0979 | -0.0471 | 0.0039 | 944523.3738 | 78710.2811 | 280.5535 |
58 | -0.117 | -0.1827 | 0.0152 | 19549610.0966 | 1629134.1747 | 1276.3754 |
59 | -0.0848 | 0.0112 | 9e-04 | 41699.6894 | 3474.9741 | 58.9489 |
60 | -0.0635 | -0.2606 | 0.0217 | 14218761.373 | 1184896.7811 | 1088.5296 |