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 | 50556 | - | - | - | - | - | - | - |
37 | 18387 | - | - | - | - | - | - | - |
38 | 27534 | - | - | - | - | - | - | - |
39 | 38030 | - | - | - | - | - | - | - |
40 | 31917 | - | - | - | - | - | - | - |
41 | 26414 | - | - | - | - | - | - | - |
42 | 35306 | - | - | - | - | - | - | - |
43 | 38271 | - | - | - | - | - | - | - |
44 | 41454 | - | - | - | - | - | - | - |
45 | 52408 | - | - | - | - | - | - | - |
46 | 53536 | - | - | - | - | - | - | - |
47 | 53152 | - | - | - | - | - | - | - |
48 | 56421 | - | - | - | - | - | - | - |
49 | 21538 | 26451.4889 | 18169.0787 | 34733.8991 | 0.1225 | 0 | 0.9718 | 0 |
50 | 33625 | 33245.7405 | 24363.7911 | 42127.6899 | 0.4667 | 0.9951 | 0.8962 | 0 |
51 | 42625 | 44672.0891 | 35228.587 | 54115.5913 | 0.3355 | 0.9891 | 0.916 | 0.0074 |
52 | 31295 | 37645.7811 | 27672.2942 | 47619.2679 | 0.106 | 0.1639 | 0.8699 | 1e-04 |
53 | 33795 | 32125.7005 | 21649.0051 | 42602.3959 | 0.3774 | 0.5618 | 0.8574 | 0 |
54 | 41227 | 40110.5713 | 29153.7536 | 51067.389 | 0.4209 | 0.8707 | 0.805 | 0.0018 |
55 | 45382 | 43694.5915 | 32277.8248 | 55111.3581 | 0.386 | 0.6641 | 0.8241 | 0.0145 |
56 | 47206 | 44369.4112 | 32510.5214 | 56228.301 | 0.3196 | 0.4335 | 0.685 | 0.0232 |
57 | 46235 | 53167.1948 | 40882.0829 | 65452.3068 | 0.1344 | 0.8292 | 0.5482 | 0.3018 |
58 | 51378 | 55711.2856 | 43014.2512 | 68408.32 | 0.2518 | 0.9282 | 0.6315 | 0.4564 |
59 | 46865 | 53691.131 | 40595.1244 | 66787.1377 | 0.1535 | 0.6354 | 0.5322 | 0.3414 |
60 | 58608 | 58645.9535 | 45162.7752 | 72129.1317 | 0.4978 | 0.9566 | 0.6268 | 0.6268 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1598 | -0.1858 | 0.0155 | 24142373.0419 | 2011864.4202 | 1418.4021 |
50 | 0.1363 | 0.0114 | 0.001 | 143837.772 | 11986.481 | 109.4828 |
51 | 0.1079 | -0.0458 | 0.0038 | 4190573.8582 | 349214.4882 | 590.9437 |
52 | 0.1352 | -0.1687 | 0.0141 | 40332420.265 | 3361035.0221 | 1833.3126 |
53 | 0.1664 | 0.052 | 0.0043 | 2786560.8058 | 232213.4005 | 481.8853 |
54 | 0.1394 | 0.0278 | 0.0023 | 1246413.0826 | 103867.7569 | 322.2852 |
55 | 0.1333 | 0.0386 | 0.0032 | 2847347.5547 | 237278.9629 | 487.1129 |
56 | 0.1364 | 0.0639 | 0.0053 | 8046236.0077 | 670519.6673 | 818.8527 |
57 | 0.1179 | -0.1304 | 0.0109 | 48055325.3261 | 4004610.4438 | 2001.1523 |
58 | 0.1163 | -0.0778 | 0.0065 | 18777364.0373 | 1564780.3364 | 1250.9118 |
59 | 0.1244 | -0.1271 | 0.0106 | 46596065.0044 | 3883005.417 | 1970.5343 |
60 | 0.1173 | -6e-04 | 1e-04 | 1440.4647 | 120.0387 | 10.9562 |