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 | 11156.2143 | 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 | 12605.0558 | 9749.0683 | 15461.0433 | 0.0098 | 0.0089 | 0.0187 | 0.072 |
48 | 15806.8 | 11500.9462 | 8376.1566 | 14625.7358 | 0.0035 | 0.0024 | 0.0352 | 0.0213 |
49 | 15160 | 10793.9986 | 7174.0158 | 14413.9814 | 0.009 | 0.0033 | 0.0487 | 0.0165 |
50 | 15692.1 | 10963.1503 | 6921.9733 | 15004.3273 | 0.0109 | 0.0209 | 0.0524 | 0.0337 |
51 | 18908.9 | 13449.8506 | 9097.5803 | 17802.121 | 0.007 | 0.1563 | 0.2036 | 0.2816 |
52 | 16969.9 | 10341.8782 | 5566.7326 | 15117.0239 | 0.0033 | 2e-04 | 0.0469 | 0.0357 |
53 | 16997.5 | 11346.3344 | 6245.2553 | 16447.4135 | 0.015 | 0.0154 | 0.1749 | 0.0965 |
54 | 19858.9 | 12869.1572 | 7454.2857 | 18284.0286 | 0.0057 | 0.0675 | 0.1539 | 0.2499 |
55 | 17681.2 | 11537.5795 | 5778.2968 | 17296.8623 | 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 | 1866736.5048 | 0 | 0 |
45 | 0.0551 | -0.0188 | 0.0706 | 95932.5495 | 981334.5271 | 990.6233 |
46 | 0.0751 | 0.0691 | 0.0701 | 1077000.6588 | 1013223.2377 | 1006.5899 |
47 | 0.1156 | 0.2699 | 0.1201 | 11573904.4525 | 3653393.5414 | 1911.3852 |
48 | 0.1386 | 0.3744 | 0.1709 | 18540377.1572 | 6630790.2645 | 2575.0321 |
49 | 0.1711 | 0.4045 | 0.2098 | 19061968.178 | 8702653.2501 | 2950.026 |
50 | 0.1881 | 0.4313 | 0.2415 | 22362965.2262 | 10654126.3896 | 3264.0659 |
51 | 0.1651 | 0.4059 | 0.262 | 29801219.837 | 13047513.0705 | 3612.1341 |
52 | 0.2356 | 0.6409 | 0.3041 | 43930672.7149 | 16478975.2532 | 4059.4304 |
53 | 0.2294 | 0.4981 | 0.3235 | 31935672.7354 | 18024645.0014 | 4245.5441 |
54 | 0.2147 | 0.5431 | 0.3435 | 48856505.0272 | 20827541.3674 | 4563.7201 |
55 | 0.2547 | 0.5325 | 0.3592 | 37744072.2344 | 22237252.273 | 4715.6391 |