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[60]) |
48 | 15548 | - | - | - | - | - | - | - |
49 | 28029 | - | - | - | - | - | - | - |
50 | 29383 | - | - | - | - | - | - | - |
51 | 36438 | - | - | - | - | - | - | - |
52 | 32034 | - | - | - | - | - | - | - |
53 | 22679 | - | - | - | - | - | - | - |
54 | 24319 | - | - | - | - | - | - | - |
55 | 18004 | - | - | - | - | - | - | - |
56 | 17537 | - | - | - | - | - | - | - |
57 | 20366 | - | - | - | - | - | - | - |
58 | 22782 | - | - | - | - | - | - | - |
59 | 19169 | - | - | - | - | - | - | - |
60 | 13807 | - | - | - | - | - | - | - |
61 | 29743 | 28695.6819 | 24814.8654 | 32576.4984 | 0.2984 | 1 | 0.6318 | 1 |
62 | 25591 | 25959.4415 | 21850.6264 | 30068.2566 | 0.4302 | 0.0355 | 0.0512 | 1 |
63 | 29096 | 31485.4166 | 27145.1659 | 35825.6673 | 0.1403 | 0.9961 | 0.0127 | 1 |
64 | 26482 | 27568.6355 | 22532.7579 | 32604.5131 | 0.3362 | 0.2761 | 0.0411 | 1 |
65 | 22405 | 22637.8511 | 17486.6176 | 27789.0845 | 0.4647 | 0.0718 | 0.4938 | 0.9996 |
66 | 27044 | 26305.1384 | 20874.6447 | 31735.6321 | 0.3949 | 0.9204 | 0.7633 | 1 |
67 | 17970 | 21387.6461 | 15690.6793 | 27084.6129 | 0.1198 | 0.0258 | 0.8778 | 0.9954 |
68 | 18730 | 20549.7131 | 14740.0382 | 26359.3881 | 0.2696 | 0.8079 | 0.8453 | 0.9885 |
69 | 19684 | 21357.141 | 15339.7591 | 27374.5229 | 0.2929 | 0.8039 | 0.6266 | 0.993 |
70 | 19785 | 26224.9081 | 20079.8364 | 32369.9798 | 0.02 | 0.9815 | 0.8639 | 1 |
71 | 18479 | 21400.516 | 15145.3016 | 27655.7304 | 0.18 | 0.6936 | 0.7578 | 0.9913 |
72 | 10698 | 17602.02 | 11213.248 | 23990.7919 | 0.0171 | 0.3939 | 0.8778 | 0.8778 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.069 | 0.0365 | 0.003 | 1096875.2128 | 91406.2677 | 302.3347 |
62 | 0.0808 | -0.0142 | 0.0012 | 135749.1502 | 11312.4292 | 106.3599 |
63 | 0.0703 | -0.0759 | 0.0063 | 5709311.7988 | 475775.9832 | 689.7652 |
64 | 0.0932 | -0.0394 | 0.0033 | 1180776.8059 | 98398.0672 | 313.6847 |
65 | 0.1161 | -0.0103 | 9e-04 | 54219.6158 | 4518.3013 | 67.2183 |
66 | 0.1053 | 0.0281 | 0.0023 | 545916.4701 | 45493.0392 | 213.291 |
67 | 0.1359 | -0.1598 | 0.0133 | 11680304.6112 | 973358.7176 | 986.5894 |
68 | 0.1442 | -0.0886 | 0.0074 | 3311355.8457 | 275946.3205 | 525.3059 |
69 | 0.1438 | -0.0783 | 0.0065 | 2799400.7616 | 233283.3968 | 482.9942 |
70 | 0.1196 | -0.2456 | 0.0205 | 41472416.3571 | 3456034.6964 | 1859.0413 |
71 | 0.1491 | -0.1365 | 0.0114 | 8535255.7869 | 711271.3156 | 843.369 |
72 | 0.1852 | -0.3922 | 0.0327 | 47665491.522 | 3972124.2935 | 1993.0189 |