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 | 30692.1921 | 24051.1774 | 40517.7118 | 0.4249 | 0.9996 | 0.7024 | 0.9996 |
50 | 25591 | 28220.6478 | 22207.8979 | 37052.0172 | 0.2797 | 0.3677 | 0.3982 | 0.9993 |
51 | 29096 | 33642.0035 | 25486.0029 | 46445.3047 | 0.2432 | 0.8911 | 0.3343 | 0.9988 |
52 | 26482 | 28798.5268 | 22187.2667 | 38873.513 | 0.3261 | 0.4769 | 0.2645 | 0.9982 |
53 | 22405 | 22442.1658 | 17749.898 | 29274.4152 | 0.4957 | 0.1232 | 0.4729 | 0.9934 |
54 | 27044 | 24494.8308 | 19167.5028 | 32396.1481 | 0.2636 | 0.6979 | 0.5174 | 0.996 |
55 | 17970 | 19408.988 | 15572.0298 | 24860.7504 | 0.3025 | 0.003 | 0.6933 | 0.978 |
56 | 18730 | 18107.1315 | 14628.5419 | 22991.8453 | 0.4013 | 0.5219 | 0.5905 | 0.9578 |
57 | 19684 | 20459.6424 | 16318.4097 | 26403.2915 | 0.3991 | 0.7158 | 0.5123 | 0.9859 |
58 | 19785 | 24018.6293 | 18818.3932 | 31714.7599 | 0.1405 | 0.8652 | 0.6236 | 0.9953 |
59 | 18479 | 18848.2496 | 15161.9818 | 24062.5023 | 0.4448 | 0.3624 | 0.452 | 0.971 |
60 | 10698 | 15189.1676 | 12480.2618 | 18886.2163 | 0.0086 | 0.0406 | 0.7681 | 0.7681 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1633 | -0.0309 | 0.0026 | 900965.5831 | 75080.4653 | 274.0081 |
50 | 0.1597 | -0.0932 | 0.0078 | 6915047.7974 | 576253.9831 | 759.1139 |
51 | 0.1942 | -0.1351 | 0.0113 | 20666147.8267 | 1722178.9856 | 1312.3182 |
52 | 0.1785 | -0.0804 | 0.0067 | 5366296.3428 | 447191.3619 | 668.7237 |
53 | 0.1553 | -0.0017 | 1e-04 | 1381.2961 | 115.108 | 10.7288 |
54 | 0.1646 | 0.1041 | 0.0087 | 6498263.5515 | 541521.9626 | 735.8818 |
55 | 0.1433 | -0.0741 | 0.0062 | 2070686.5097 | 172557.2091 | 415.4001 |
56 | 0.1376 | 0.0344 | 0.0029 | 387965.1317 | 32330.4276 | 179.8066 |
57 | 0.1482 | -0.0379 | 0.0032 | 601621.1889 | 50135.0991 | 223.9087 |
58 | 0.1635 | -0.1763 | 0.0147 | 17923617.031 | 1493634.7526 | 1222.1435 |
59 | 0.1411 | -0.0196 | 0.0016 | 136345.2317 | 11362.1026 | 106.5932 |
60 | 0.1242 | -0.2957 | 0.0246 | 20170586.5786 | 1680882.2149 | 1296.4884 |