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[33]) |
21 | 57472 | - | - | - | - | - | - | - |
22 | 60463 | - | - | - | - | - | - | - |
23 | 60784 | - | - | - | - | - | - | - |
24 | 63154 | - | - | - | - | - | - | - |
25 | 64042 | - | - | - | - | - | - | - |
26 | 65460 | - | - | - | - | - | - | - |
27 | 65268 | - | - | - | - | - | - | - |
28 | 65774 | - | - | - | - | - | - | - |
29 | 66028 | - | - | - | - | - | - | - |
30 | 67104 | - | - | - | - | - | - | - |
31 | 68102 | - | - | - | - | - | - | - |
32 | 69897 | - | - | - | - | - | - | - |
33 | 72185 | - | - | - | - | - | - | - |
34 | 73538 | 73935.8688 | 68805.158 | 79251.0584 | 0.4417 | 0.7407 | 1 | 0.7407 |
35 | 72325 | 72733.6352 | 63796.6153 | 82256.284 | 0.4665 | 0.4343 | 0.993 | 0.545 |
36 | 74820 | 77035.3565 | 64063.1005 | 91202.7818 | 0.3796 | 0.7427 | 0.9726 | 0.7489 |
37 | 74813 | 79436.9348 | 62605.4915 | 98269.8856 | 0.3152 | 0.6846 | 0.9454 | 0.7748 |
38 | 74533 | 81448.5634 | 61004.9565 | 104841.3108 | 0.2811 | 0.7109 | 0.9098 | 0.7812 |
39 | 76916 | 83571.4749 | 59501.0816 | 111720.5167 | 0.3215 | 0.7354 | 0.8987 | 0.7861 |
40 | 80371 | 84155.8022 | 56764.2609 | 116922.8777 | 0.4104 | 0.6675 | 0.8642 | 0.763 |
41 | 81261 | 84436.751 | 53902.4871 | 121794.6892 | 0.4338 | 0.5845 | 0.8329 | 0.7398 |
42 | 81557 | 86031.1727 | 52202.9861 | 128265.4718 | 0.4178 | 0.5876 | 0.8101 | 0.7397 |
43 | 81446 | 87492.4449 | 50493.835 | 134596.608 | 0.4007 | 0.5975 | 0.7901 | 0.7379 |
44 | 81995 | 90064.8533 | 49709.7641 | 142324.5589 | 0.3811 | 0.6267 | 0.7753 | 0.7488 |
45 | 79948 | 93180.8705 | 49386.893 | 150760.75 | 0.3262 | 0.6483 | 0.7626 | 0.7626 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.0367 | -0.0054 | 0 | 158299.5568 | 0 | 0 |
35 | 0.0668 | -0.0056 | 0.0055 | 166982.702 | 162641.1294 | 403.2879 |
36 | 0.0938 | -0.0288 | 0.0133 | 4907804.4266 | 1744362.2284 | 1320.7431 |
37 | 0.121 | -0.0582 | 0.0245 | 21380772.8467 | 6653464.883 | 2579.4311 |
38 | 0.1465 | -0.0849 | 0.0366 | 47825017.7692 | 14887775.4603 | 3858.468 |
39 | 0.1718 | -0.0796 | 0.0438 | 44295345.9495 | 19789037.2085 | 4448.4871 |
40 | 0.1987 | -0.045 | 0.0439 | 14324727.7725 | 19008421.5747 | 4359.8649 |
41 | 0.2257 | -0.0376 | 0.0431 | 10085394.2735 | 17893043.1621 | 4230.0169 |
42 | 0.2505 | -0.052 | 0.0441 | 20018221.0597 | 18129174.0396 | 4257.8368 |
43 | 0.2747 | -0.0691 | 0.0466 | 36559496.2138 | 19972206.257 | 4469.0274 |
44 | 0.296 | -0.0896 | 0.0505 | 65122532.9752 | 24076781.4132 | 4906.8097 |
45 | 0.3153 | -0.142 | 0.0582 | 175108860.7856 | 36662788.0276 | 6054.9804 |