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 | 30639.6694 | 24004.2401 | 40461.0168 | 0.429 | 0.9996 | 0.6988 | 0.9996 |
50 | 25591 | 28304.3781 | 22255.6753 | 37201.0394 | 0.275 | 0.3756 | 0.4061 | 0.9993 |
51 | 29096 | 33609.3507 | 25450.4487 | 46426.858 | 0.245 | 0.8899 | 0.3327 | 0.9988 |
52 | 26482 | 28833.1909 | 22198.793 | 38955.5506 | 0.3245 | 0.4797 | 0.2677 | 0.9982 |
53 | 22405 | 22301.8124 | 17642.593 | 29083.4927 | 0.4881 | 0.1135 | 0.4566 | 0.993 |
54 | 27044 | 24304.0249 | 19025.6835 | 32127.3501 | 0.2462 | 0.6829 | 0.4985 | 0.9957 |
55 | 17970 | 19339.2693 | 15514.7853 | 24774.0884 | 0.3107 | 0.0027 | 0.6849 | 0.977 |
56 | 18730 | 17916.6466 | 14483.6649 | 22732.2319 | 0.3703 | 0.4913 | 0.5614 | 0.9528 |
57 | 19684 | 20498.9674 | 16338.6802 | 26476.9012 | 0.3947 | 0.719 | 0.5174 | 0.9859 |
58 | 19785 | 23886.0641 | 18716.9148 | 31534.5004 | 0.1466 | 0.8592 | 0.6114 | 0.9951 |
59 | 18479 | 18633.0479 | 14999.7221 | 23766.0932 | 0.4765 | 0.33 | 0.4189 | 0.9673 |
60 | 10698 | 15105.2232 | 12412.5455 | 18779.5 | 0.0094 | 0.036 | 0.7557 | 0.7557 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1635 | -0.0293 | 0.0024 | 804015.9722 | 67001.331 | 258.8462 |
50 | 0.1604 | -0.0959 | 0.008 | 7362420.9842 | 613535.082 | 783.2848 |
51 | 0.1946 | -0.1343 | 0.0112 | 20370334.8779 | 1697527.9065 | 1302.8921 |
52 | 0.1791 | -0.0815 | 0.0068 | 5528098.5287 | 460674.8774 | 678.7303 |
53 | 0.1551 | 0.0046 | 4e-04 | 10647.6882 | 887.3073 | 29.7877 |
54 | 0.1642 | 0.1127 | 0.0094 | 7507463.3621 | 625621.9468 | 790.9627 |
55 | 0.1434 | -0.0708 | 0.0059 | 1874898.5435 | 156241.5453 | 395.274 |
56 | 0.1371 | 0.0454 | 0.0038 | 661543.7335 | 55128.6445 | 234.7949 |
57 | 0.1488 | -0.0398 | 0.0033 | 664171.9167 | 55347.6597 | 235.2608 |
58 | 0.1634 | -0.1717 | 0.0143 | 16818727.0678 | 1401560.589 | 1183.8752 |
59 | 0.1406 | -0.0083 | 7e-04 | 23730.755 | 1977.5629 | 44.4698 |
60 | 0.1241 | -0.2918 | 0.0243 | 19423616.6983 | 1618634.7249 | 1272.2558 |