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 | 11156.2144 | 9541.4946 | 12770.9341 | 0.0486 | 0 | 0 | 0 |
45 | 16189.4 | 16499.1298 | 14718.1135 | 18280.1461 | 0.3666 | 1 | 0 | 0.974 |
46 | 16059.1 | 15021.3136 | 12809.3968 | 17233.2304 | 0.1789 | 0.1503 | 0 | 0.6005 |
47 | 16007.1 | 12605.0559 | 9749.0684 | 15461.0435 | 0.0098 | 0.0089 | 0.0187 | 0.072 |
48 | 15806.8 | 11500.9462 | 8376.1566 | 14625.7359 | 0.0035 | 0.0024 | 0.0352 | 0.0213 |
49 | 15160 | 10793.9987 | 7174.0158 | 14413.9815 | 0.009 | 0.0033 | 0.0487 | 0.0165 |
50 | 15692.1 | 10963.1504 | 6921.9734 | 15004.3275 | 0.0109 | 0.0209 | 0.0524 | 0.0337 |
51 | 18908.9 | 13449.8507 | 9097.5803 | 17802.1211 | 0.007 | 0.1563 | 0.2036 | 0.2816 |
52 | 16969.9 | 10341.8784 | 5566.7327 | 15117.024 | 0.0033 | 2e-04 | 0.0469 | 0.0357 |
53 | 16997.5 | 11346.3345 | 6245.2554 | 16447.4136 | 0.015 | 0.0154 | 0.1749 | 0.0965 |
54 | 19858.9 | 12869.1572 | 7454.2858 | 18284.0287 | 0.0057 | 0.0675 | 0.1539 | 0.2499 |
55 | 17681.2 | 11537.5797 | 5778.2969 | 17296.8624 | 0.0183 | 0.0023 | 0.1384 | 0.1384 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
44 | 0.0738 | 0.1225 | 0 | 1866736.4075 | 0 | 0 |
45 | 0.0551 | -0.0188 | 0.0706 | 95932.5498 | 981334.4787 | 990.6233 |
46 | 0.0751 | 0.0691 | 0.0701 | 1077000.5935 | 1013223.1836 | 1006.5899 |
47 | 0.1156 | 0.2699 | 0.1201 | 11573903.8624 | 3653393.3533 | 1911.3852 |
48 | 0.1386 | 0.3744 | 0.1709 | 18540376.6894 | 6630790.0205 | 2575.032 |
49 | 0.1711 | 0.4045 | 0.2098 | 19061967.4476 | 8702652.925 | 2950.0259 |
50 | 0.1881 | 0.4313 | 0.2415 | 22362964.0088 | 10654125.937 | 3264.0659 |
51 | 0.1651 | 0.4059 | 0.262 | 29801219.278 | 13047512.6046 | 3612.1341 |
52 | 0.2356 | 0.6409 | 0.3041 | 43930670.859 | 16478974.6329 | 4059.4303 |
53 | 0.2294 | 0.4981 | 0.3235 | 31935671.3743 | 18024644.307 | 4245.5441 |
54 | 0.2147 | 0.5431 | 0.3435 | 48856503.8816 | 20827540.632 | 4563.72 |
55 | 0.2547 | 0.5325 | 0.3592 | 37744070.8422 | 22237251.4828 | 4715.639 |