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[36]) |
24 | 17802737.97 | - | - | - | - | - | - | - |
25 | 16409869.75 | - | - | - | - | - | - | - |
26 | 17967742.04 | - | - | - | - | - | - | - |
27 | 20286602.27 | - | - | - | - | - | - | - |
28 | 19537280.81 | - | - | - | - | - | - | - |
29 | 18021889.62 | - | - | - | - | - | - | - |
30 | 20194317.23 | - | - | - | - | - | - | - |
31 | 19049596.62 | - | - | - | - | - | - | - |
32 | 20244720.94 | - | - | - | - | - | - | - |
33 | 21473302.24 | - | - | - | - | - | - | - |
34 | 19673603.19 | - | - | - | - | - | - | - |
35 | 21053177.29 | - | - | - | - | - | - | - |
36 | 20159479.84 | - | - | - | - | - | - | - |
37 | 18203628.31 | 18189904.7167 | 16099586.0763 | 20280223.357 | 0.4949 | 0.0324 | 0.9524 | 0.0324 |
38 | 21289464.94 | 20384608.8891 | 18262601.247 | 22506616.5312 | 0.2016 | 0.978 | 0.9872 | 0.5824 |
39 | 20432335.71 | 22554374.4488 | 20371044.2422 | 24737704.6554 | 0.0284 | 0.8719 | 0.9791 | 0.9842 |
40 | 17180395.07 | 21277479.9751 | 18626458.5082 | 23928501.4421 | 0.0012 | 0.734 | 0.9009 | 0.7958 |
41 | 15816786.32 | 19823103.4241 | 17118402.2834 | 22527804.5648 | 0.0018 | 0.9723 | 0.9041 | 0.4037 |
42 | 15071819.75 | 22075292.6215 | 19271866.3671 | 24878718.8758 | 0 | 1 | 0.9058 | 0.9098 |
43 | 14521120.61 | 20790843.6541 | 17743288.9436 | 23838398.3646 | 0 | 0.9999 | 0.8686 | 0.6576 |
44 | 15668789.39 | 22304719.3007 | 19186286.326 | 25423152.2755 | 0 | 1 | 0.9023 | 0.9112 |
45 | 14346884.11 | 23006456.579 | 19779124.8698 | 26233788.2883 | 0 | 1 | 0.8241 | 0.9581 |
46 | 13881008.13 | 21707741.3583 | 18320848.9229 | 25094633.7938 | 0 | 1 | 0.8804 | 0.8149 |
47 | 15465943.69 | 23076180.6233 | 19608373.145 | 26543988.1016 | 0 | 1 | 0.8736 | 0.9504 |
48 | 14238232.92 | 22300969.0693 | 18726473.9172 | 25875464.2214 | 0 | 0.9999 | 0.8799 | 0.8799 |
49 | 13557713.21 | 20243012.6337 | 15755073.7193 | 24730951.5481 | 0.0018 | 0.9956 | 0.8134 | 0.5146 |
50 | 16127590.29 | 22428445.7298 | 17805876.063 | 27051015.3966 | 0.0038 | 0.9999 | 0.6854 | 0.832 |
51 | 16793894.2 | 24634494.0303 | 19829663.5063 | 29439324.5542 | 7e-04 | 0.9997 | 0.9567 | 0.966 |
52 | 16014007.43 | 23557506.92 | 18277947.3039 | 28837066.5361 | 0.0026 | 0.994 | 0.991 | 0.8964 |
53 | 16867867.15 | 22375614.0383 | 16942553.245 | 27808674.8316 | 0.0235 | 0.9891 | 0.991 | 0.788 |
54 | 16014583.21 | 24457836.2764 | 18820987.0366 | 30094685.5161 | 0.0017 | 0.9958 | 0.9995 | 0.9325 |
55 | 15878594.85 | 23171296.3054 | 17221324.8738 | 29121267.7371 | 0.0081 | 0.9908 | 0.9978 | 0.8394 |
56 | 18664899.14 | 24564981.8216 | 18451194.4743 | 30678769.1689 | 0.0293 | 0.9973 | 0.9978 | 0.9211 |
57 | 17962530.06 | 25692557.3556 | 19377963.3068 | 32007151.4043 | 0.0082 | 0.9854 | 0.9998 | 0.957 |
58 | 17332692.2 | 23865390.2448 | 17311441.3911 | 30419339.0985 | 0.0254 | 0.9612 | 0.9986 | 0.8661 |
59 | 19542066.35 | 25340422.702 | 18620050.8494 | 32060794.5546 | 0.0454 | 0.9902 | 0.998 | 0.9346 |
60 | 17203555.19 | 24406230.663 | 17496286.7411 | 31316174.5849 | 0.0205 | 0.9162 | 0.998 | 0.8858 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0586 | 8e-04 | 0 | 188337013.9939 | 0 | 0 |
38 | 0.0531 | 0.0444 | 0.0226 | 818764472811.432 | 409476404912.713 | 639903.4341 |
39 | 0.0494 | -0.0941 | 0.0464 | 4503048409091.88 | 1774000406305.77 | 1331916.0658 |
40 | 0.0636 | -0.1926 | 0.0829 | 16786104719890.5 | 5527026484701.96 | 2350962.8846 |
41 | 0.0696 | -0.2021 | 0.1068 | 16050576738637.4 | 7631736535489.04 | 2762559.7795 |
42 | 0.0648 | -0.3173 | 0.1419 | 49048632261634.7 | 14534552489846.7 | 3812420.8175 |
43 | 0.0748 | -0.3016 | 0.1647 | 39309427049576.6 | 18073820284093.8 | 4251331.5895 |
44 | 0.0713 | -0.2975 | 0.1813 | 44035565780375.8 | 21319038471129.0 | 4617254.43 |
45 | 0.0716 | -0.3764 | 0.203 | 74988195346496.2 | 27282278123947.6 | 5223244.023 |
46 | 0.0796 | -0.3606 | 0.2187 | 61257753027563.8 | 30679825614309.2 | 5538937.2279 |
47 | 0.0767 | -0.3298 | 0.2288 | 57915706181155.2 | 33155814756749.8 | 5758108.6093 |
48 | 0.0818 | -0.3615 | 0.2399 | 65007714213238 | 35810139711457.1 | 5984157.3936 |
49 | 0.1131 | -0.3303 | 0.2468 | 44693228384114.7 | 36493454224738.5 | 6040981.2303 |
50 | 0.1052 | -0.2809 | 0.2493 | 39700779272924.8 | 36722548871037.5 | 6059913.2726 |
51 | 0.0995 | -0.3183 | 0.2539 | 61475005698473.6 | 38372712659533.2 | 6194571.2248 |
52 | 0.1143 | -0.3202 | 0.258 | 56904384555307.3 | 39530942153019.1 | 6287363.6886 |
53 | 0.1239 | -0.2461 | 0.2573 | 30335275785497.4 | 38990020601988.4 | 6244198.956 |
54 | 0.1176 | -0.3452 | 0.2622 | 71288522342820 | 40784381809812.4 | 6386265.0908 |
55 | 0.131 | -0.3147 | 0.265 | 53183494518000.3 | 41436966689190.7 | 6437155.1705 |
56 | 0.127 | -0.2402 | 0.2637 | 34810975649827.6 | 41105667137222.6 | 6411370.1451 |
57 | 0.1254 | -0.3009 | 0.2655 | 59753321990465.5 | 41993650701662.7 | 6480250.8209 |
58 | 0.1401 | -0.2737 | 0.2659 | 42676143744990.2 | 42024673112723 | 6482643.9909 |
59 | 0.1353 | -0.2288 | 0.2643 | 33620936384565.1 | 41659293254977.0 | 6454401.0764 |
60 | 0.1445 | -0.2951 | 0.2655 | 51878533969536.2 | 42085094951417 | 6487302.5944 |