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 | 20159479.84 | - | - | - | - | - | - | - |
37 | 18203628.31 | - | - | - | - | - | - | - |
38 | 21289464.94 | - | - | - | - | - | - | - |
39 | 20432335.71 | - | - | - | - | - | - | - |
40 | 17180395.07 | - | - | - | - | - | - | - |
41 | 15816786.32 | - | - | - | - | - | - | - |
42 | 15071819.75 | - | - | - | - | - | - | - |
43 | 14521120.61 | - | - | - | - | - | - | - |
44 | 15668789.39 | - | - | - | - | - | - | - |
45 | 14346884.11 | - | - | - | - | - | - | - |
46 | 13881008.13 | - | - | - | - | - | - | - |
47 | 15465943.69 | - | - | - | - | - | - | - |
48 | 14238232.92 | - | - | - | - | - | - | - |
49 | 13557713.21 | 12531393.6223 | 10201699.396 | 14861087.8487 | 0.1939 | 0.0755 | 0 | 0.0755 |
50 | 16127590.29 | 15322623.1756 | 12562045.1714 | 18083201.1799 | 0.2838 | 0.8949 | 0 | 0.7793 |
51 | 16793894.2 | 14937786.5117 | 11720176.5072 | 18155396.5161 | 0.1291 | 0.2343 | 4e-04 | 0.665 |
52 | 16014007.43 | 12803697.5267 | 8496010.9405 | 17111384.1129 | 0.072 | 0.0347 | 0.0232 | 0.257 |
53 | 16867867.15 | 11699283.835 | 6952815.3265 | 16445752.3434 | 0.0164 | 0.0374 | 0.0445 | 0.1472 |
54 | 16014583.21 | 11230454.3365 | 5941116.3707 | 16519792.3023 | 0.0381 | 0.0184 | 0.0773 | 0.1325 |
55 | 15878594.85 | 10770857.0596 | 4732123.5942 | 16809590.525 | 0.0487 | 0.0444 | 0.1118 | 0.1302 |
56 | 18664899.14 | 11594667.2002 | 5160206.1344 | 18029128.2661 | 0.0156 | 0.096 | 0.1073 | 0.2103 |
57 | 17962530.06 | 11431343.1371 | 4483019.4019 | 18379666.8724 | 0.0327 | 0.0207 | 0.2054 | 0.2142 |
58 | 17332692.2 | 10085079.7306 | 2581096.7635 | 17589062.6977 | 0.0292 | 0.0198 | 0.1607 | 0.139 |
59 | 19542066.35 | 11603312.0642 | 3734883.8873 | 19471740.2411 | 0.024 | 0.0768 | 0.168 | 0.2558 |
60 | 17203555.19 | 10340396.9065 | 2008251.4372 | 18672542.3758 | 0.0532 | 0.0152 | 0.1796 | 0.1796 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0949 | 0.0819 | 0 | 1053331896011.80 | 0 | 0 |
50 | 0.0919 | 0.0525 | 0.0672 | 647972055202.773 | 850651975607.289 | 922307.9614 |
51 | 0.1099 | 0.1243 | 0.0862 | 3445135750682.14 | 1715479900632.24 | 1309763.2995 |
52 | 0.1717 | 0.2507 | 0.1274 | 10306089675275.3 | 3863132344293.00 | 1965485.2694 |
53 | 0.207 | 0.4418 | 0.1902 | 26714253484466.1 | 8433356572327.61 | 2904024.2031 |
54 | 0.2403 | 0.426 | 0.2295 | 22887889078295.6 | 10842445323322.3 | 3292786.8627 |
55 | 0.286 | 0.4742 | 0.2645 | 26088985335404.5 | 13020522467905.5 | 3608396.1074 |
56 | 0.2831 | 0.6098 | 0.3077 | 49988179682400.9 | 17641479619717.4 | 4200176.1415 |
57 | 0.3101 | 0.5713 | 0.3369 | 42656402621520.1 | 20420915508806.6 | 4518950.7088 |
58 | 0.3796 | 0.7186 | 0.3751 | 52527886506272.4 | 23631612608553.2 | 4861235.708 |
59 | 0.346 | 0.6842 | 0.4032 | 63023819609859.5 | 27212722335944.6 | 5216581.4799 |
60 | 0.4111 | 0.6637 | 0.4249 | 47102941624112.6 | 28870240609958.6 | 5373103.4431 |