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[50]) |
38 | 15998.1 | - | - | - | - | - | - | - |
39 | 15370.6 | - | - | - | - | - | - | - |
40 | 14956.9 | - | - | - | - | - | - | - |
41 | 15469.7 | - | - | - | - | - | - | - |
42 | 15101.8 | - | - | - | - | - | - | - |
43 | 16283.6 | - | - | - | - | - | - | - |
44 | 16726.5 | - | - | - | - | - | - | - |
45 | 14968.9 | - | - | - | - | - | - | - |
46 | 14861 | - | - | - | - | - | - | - |
47 | 14583.3 | - | - | - | - | - | - | - |
48 | 15305.8 | - | - | - | - | - | - | - |
49 | 17903.9 | - | - | - | - | - | - | - |
50 | 16379.4 | - | - | - | - | - | - | - |
51 | 15420.3 | 15283.1554 | 13170.6178 | 17395.693 | 0.4494 | 0.1546 | 0.4677 | 0.1546 |
52 | 17870.5 | 15705.7178 | 13430.8786 | 17980.5569 | 0.0311 | 0.5971 | 0.7406 | 0.2808 |
53 | 15912.8 | 15445.8696 | 13171.0305 | 17720.7087 | 0.3437 | 0.0184 | 0.4918 | 0.2106 |
54 | 13866.5 | 14617.4108 | 12342.5717 | 16892.2499 | 0.2588 | 0.1322 | 0.3382 | 0.0645 |
55 | 17823.2 | 16417.3802 | 14142.5411 | 18692.2193 | 0.1129 | 0.986 | 0.5459 | 0.5131 |
56 | 17872 | 17908.5606 | 15633.7215 | 20183.3997 | 0.4874 | 0.5293 | 0.8458 | 0.9062 |
57 | 17420.4 | 16023.6042 | 13748.7651 | 18298.4433 | 0.1144 | 0.0556 | 0.8183 | 0.3796 |
58 | 16704.4 | 14401.2276 | 12126.3885 | 16676.0667 | 0.0236 | 0.0046 | 0.346 | 0.0442 |
59 | 15991.2 | 13627.6538 | 11352.8146 | 15902.4929 | 0.0209 | 0.004 | 0.2051 | 0.0089 |
60 | 16583.6 | 15662.3659 | 13394.5772 | 17930.1546 | 0.213 | 0.3881 | 0.621 | 0.2677 |
61 | 17838.7 | 17414.8788 | 15191.7866 | 19637.9709 | 0.3543 | 0.7682 | 0.3332 | 0.8194 |
62 | 17209.4 | 16834.4126 | 14611.3204 | 19057.5047 | 0.3705 | 0.188 | 0.6559 | 0.6559 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
51 | 0.0705 | 0.009 | 7e-04 | 18808.6515 | 1567.3876 | 39.5902 |
52 | 0.0739 | 0.1378 | 0.0115 | 4686282.1893 | 390523.5158 | 624.9188 |
53 | 0.0751 | 0.0302 | 0.0025 | 218024.0078 | 18168.6673 | 134.7912 |
54 | 0.0794 | -0.0514 | 0.0043 | 563867.0328 | 46988.9194 | 216.7693 |
55 | 0.0707 | 0.0856 | 0.0071 | 1976329.3792 | 164694.1149 | 405.8252 |
56 | 0.0648 | -0.002 | 2e-04 | 1336.676 | 111.3897 | 10.5541 |
57 | 0.0724 | 0.0872 | 0.0073 | 1951038.4276 | 162586.5356 | 403.2202 |
58 | 0.0806 | 0.1599 | 0.0133 | 5304603.1072 | 442050.2589 | 664.8686 |
59 | 0.0852 | 0.1734 | 0.0145 | 5586350.8002 | 465529.2333 | 682.297 |
60 | 0.0739 | 0.0588 | 0.0049 | 848672.2128 | 70722.6844 | 265.9374 |
61 | 0.0651 | 0.0243 | 0.002 | 179624.4428 | 14968.7036 | 122.3467 |
62 | 0.0674 | 0.0223 | 0.0019 | 140615.5782 | 11717.9649 | 108.2495 |