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[49]) |
37 | 78872 | - | - | - | - | - | - | - |
38 | 81632 | - | - | - | - | - | - | - |
39 | 84822 | - | - | - | - | - | - | - |
40 | 92175 | - | - | - | - | - | - | - |
41 | 92844 | - | - | - | - | - | - | - |
42 | 77443 | - | - | - | - | - | - | - |
43 | 77550 | - | - | - | - | - | - | - |
44 | 80367 | - | - | - | - | - | - | - |
45 | 83117 | - | - | - | - | - | - | - |
46 | 86622 | - | - | - | - | - | - | - |
47 | 90999 | - | - | - | - | - | - | - |
48 | 90276 | - | - | - | - | - | - | - |
49 | 91982 | - | - | - | - | - | - | - |
50 | 96279 | 95479.977 | 89557.0338 | 101402.9202 | 0.3957 | 0.8765 | 1 | 0.8765 |
51 | 106810 | 98352.2048 | 88511.2614 | 108193.1483 | 0.046 | 0.6602 | 0.9965 | 0.8977 |
52 | 109483 | 104145.1374 | 91146.9107 | 117143.3642 | 0.2104 | 0.3439 | 0.9645 | 0.9667 |
53 | 110159 | 104794.7005 | 89154.3903 | 120435.0107 | 0.2507 | 0.2784 | 0.9329 | 0.9458 |
54 | 98305 | 90398.2788 | 72468.8202 | 108327.7373 | 0.1937 | 0.0154 | 0.9216 | 0.4313 |
55 | 99450 | 89484.9531 | 69517.4896 | 109452.4167 | 0.164 | 0.1933 | 0.8793 | 0.4032 |
56 | 101536 | 93138.2577 | 71319.4417 | 114957.0737 | 0.2253 | 0.2854 | 0.8744 | 0.5414 |
57 | 99925 | 95000.3331 | 71474.5303 | 118526.1359 | 0.3408 | 0.293 | 0.8389 | 0.5993 |
58 | 102850 | 97650.2046 | 72532.8869 | 122767.5222 | 0.3425 | 0.4296 | 0.8053 | 0.6709 |
59 | 101993 | 101266.6854 | 74652.773 | 127880.5979 | 0.4787 | 0.4536 | 0.7752 | 0.7529 |
60 | 108928 | 101161.1551 | 73130.4135 | 129191.8967 | 0.2935 | 0.4768 | 0.7767 | 0.7395 |
61 | 107605 | 101154.4239 | 71775.093 | 130533.7548 | 0.3335 | 0.302 | 0.7297 | 0.7297 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0316 | 0.0084 | 0 | 638437.7968 | 0 | 0 |
51 | 0.0511 | 0.086 | 0.0472 | 71534299.3242 | 36086368.5605 | 6007.1931 |
52 | 0.0637 | 0.0513 | 0.0485 | 28492776.9889 | 33555171.3699 | 5792.6826 |
53 | 0.0761 | 0.0512 | 0.0492 | 28775708.8764 | 32360305.7465 | 5688.6119 |
54 | 0.1012 | 0.0875 | 0.0569 | 62516240.6733 | 38391492.7319 | 6196.0869 |
55 | 0.1138 | 0.1114 | 0.0659 | 99302159.4154 | 48543270.5125 | 6967.3001 |
56 | 0.1195 | 0.0902 | 0.0694 | 70522075.7917 | 51683099.8381 | 7189.0959 |
57 | 0.1263 | 0.0518 | 0.0672 | 24252344.1185 | 48254255.3731 | 6946.5283 |
58 | 0.1312 | 0.0532 | 0.0657 | 27037872.4734 | 45896879.4954 | 6774.7236 |
59 | 0.1341 | 0.0072 | 0.0598 | 527532.8459 | 41359944.8304 | 6431.1698 |
60 | 0.1414 | 0.0768 | 0.0613 | 60323879.9819 | 43083938.9351 | 6563.8357 |
61 | 0.1482 | 0.0638 | 0.0616 | 41609931.8646 | 42961105.0126 | 6554.4721 |