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[43]) |
31 | 20056.9 | - | - | - | - | - | - | - |
32 | 16141.4 | - | - | - | - | - | - | - |
33 | 20359.8 | - | - | - | - | - | - | - |
34 | 19711.6 | - | - | - | - | - | - | - |
35 | 15638.6 | - | - | - | - | - | - | - |
36 | 14384.5 | - | - | - | - | - | - | - |
37 | 13855.6 | - | - | - | - | - | - | - |
38 | 14308.3 | - | - | - | - | - | - | - |
39 | 15290.6 | - | - | - | - | - | - | - |
40 | 14423.8 | - | - | - | - | - | - | - |
41 | 13779.7 | - | - | - | - | - | - | - |
42 | 15686.3 | - | - | - | - | - | - | - |
43 | 14733.8 | - | - | - | - | - | - | - |
44 | 12522.5 | 11285.9023 | 9788.6247 | 12783.18 | 0.0527 | 0 | 0 | 0 |
45 | 16189.4 | 16221.8893 | 14551.3181 | 17892.4605 | 0.4848 | 1 | 0 | 0.9596 |
46 | 16059.1 | 14413.7196 | 12472.1603 | 16355.2789 | 0.0484 | 0.0365 | 0 | 0.3733 |
47 | 16007.1 | 12160.3104 | 10017.0234 | 14303.5974 | 2e-04 | 2e-04 | 7e-04 | 0.0093 |
48 | 15806.8 | 10716.6386 | 8378.4576 | 13054.8195 | 0 | 0 | 0.0011 | 4e-04 |
49 | 15160 | 9951.0064 | 7436.2259 | 12465.787 | 0 | 0 | 0.0012 | 1e-04 |
50 | 15692.1 | 9927.2679 | 7246.5001 | 12608.0356 | 0 | 1e-04 | 7e-04 | 2e-04 |
51 | 18908.9 | 12683.3039 | 9846.5546 | 15520.0532 | 0 | 0.0188 | 0.0358 | 0.0783 |
52 | 16969.9 | 9006.4042 | 6021.7172 | 11991.0913 | 0 | 0 | 2e-04 | 1e-04 |
53 | 16997.5 | 10274.4442 | 7148.8441 | 13400.0444 | 0 | 0 | 0.014 | 0.0026 |
54 | 19858.9 | 11798.2902 | 8537.8518 | 15058.7286 | 0 | 9e-04 | 0.0097 | 0.0388 |
55 | 17681.2 | 10405.1546 | 7015.2401 | 13795.0691 | 0 | 0 | 0.0062 | 0.0062 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
44 | 0.0677 | 0.1096 | 0 | 1529173.7967 | 0 | 0 |
45 | 0.0525 | -0.002 | 0.0558 | 1055.556 | 765114.6763 | 874.7083 |
46 | 0.0687 | 0.1142 | 0.0752 | 2707276.6764 | 1412502.0097 | 1188.4873 |
47 | 0.0899 | 0.3163 | 0.1355 | 14797790.5395 | 4758824.1422 | 2181.4729 |
48 | 0.1113 | 0.475 | 0.2034 | 25909743.3798 | 8989007.9897 | 2998.1674 |
49 | 0.1289 | 0.5235 | 0.2568 | 27133613.9602 | 12013108.9848 | 3465.9932 |
50 | 0.1378 | 0.5807 | 0.303 | 33233289.639 | 15044563.3639 | 3878.7322 |
51 | 0.1141 | 0.4908 | 0.3265 | 38758046.7473 | 18008748.7869 | 4243.6716 |
52 | 0.1691 | 0.8842 | 0.3885 | 63417264.8736 | 23054139.4632 | 4801.4726 |
53 | 0.1552 | 0.6543 | 0.4151 | 45199478.8179 | 25268673.3986 | 5026.7955 |
54 | 0.141 | 0.6832 | 0.4394 | 64973429.6139 | 28878196.6909 | 5373.8438 |
55 | 0.1662 | 0.6993 | 0.4611 | 52940837.0454 | 30883416.7205 | 5557.285 |