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[36]) |
24 | 97073 | - | - | - | - | - | - | - |
25 | 40284 | - | - | - | - | - | - | - |
26 | 24421 | - | - | - | - | - | - | - |
27 | 116346 | - | - | - | - | - | - | - |
28 | 72120 | - | - | - | - | - | - | - |
29 | 108751 | - | - | - | - | - | - | - |
30 | 91738 | - | - | - | - | - | - | - |
31 | 402216 | - | - | - | - | - | - | - |
32 | 390070 | - | - | - | - | - | - | - |
33 | 106045 | - | - | - | - | - | - | - |
34 | 110070 | - | - | - | - | - | - | - |
35 | 70668 | - | - | - | - | - | - | - |
36 | 167841 | - | - | - | - | - | - | - |
37 | 28607 | 31581.9225 | -58845.5113 | 122009.3563 | 0.4743 | 0.0016 | 0.4252 | 0.0016 |
38 | 95371 | 35485.4166 | -56450.8825 | 127421.7157 | 0.1009 | 0.5583 | 0.5932 | 0.0024 |
39 | 30605 | 107468.6665 | 14990.5245 | 199946.8085 | 0.0516 | 0.6012 | 0.4254 | 0.1004 |
40 | 131063 | 92347.6566 | -182.7381 | 184878.0513 | 0.2061 | 0.9045 | 0.6658 | 0.0549 |
41 | 81214 | 107047.689 | 14507.6067 | 199587.7714 | 0.2921 | 0.3055 | 0.4856 | 0.0989 |
42 | 85451 | 93617.6371 | 1076.2854 | 186158.9888 | 0.4313 | 0.6036 | 0.5159 | 0.058 |
43 | 455196 | 405068.2293 | 312526.6786 | 497609.7799 | 0.1442 | 1 | 0.5241 | 1 |
44 | 454570 | 386521.4895 | 293979.9105 | 479063.0685 | 0.0748 | 0.0729 | 0.47 | 1 |
45 | 63114 | 102716.5098 | 10174.9266 | 195258.0931 | 0.2008 | 0 | 0.4719 | 0.0839 |
46 | 74287 | 103925.6398 | 11384.0559 | 196467.2237 | 0.2651 | 0.8063 | 0.4482 | 0.0879 |
47 | 42350 | 64658.4232 | -27883.1608 | 157200.0072 | 0.3183 | 0.4192 | 0.4494 | 0.0144 |
48 | 113375 | 157779.7189 | 65238.1349 | 250321.303 | 0.1735 | 0.9928 | 0.4156 | 0.4156 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 1.4608 | -0.0942 | 0 | 8850163.7318 | 0 | 0 |
38 | 1.3218 | 1.6876 | 0.8909 | 3586283098.5308 | 1797566631.1313 | 42397.7196 |
39 | 0.439 | -0.7152 | 0.8323 | 5908023224.2236 | 3167718828.8287 | 56282.4913 |
40 | 0.5112 | 0.4192 | 0.7291 | 1498877815.8019 | 2750508575.572 | 52445.2913 |
41 | 0.4411 | -0.2413 | 0.6315 | 667379488.8258 | 2333882758.2228 | 48310.2759 |
42 | 0.5043 | -0.0872 | 0.5408 | 66693961.5571 | 1956017958.7785 | 44226.8918 |
43 | 0.1166 | 0.1238 | 0.4812 | 2512793395.6669 | 2035557306.9054 | 45117.1509 |
44 | 0.1222 | 0.1761 | 0.4431 | 4630599779.9084 | 2359937616.0308 | 48579.1891 |
45 | 0.4597 | -0.3856 | 0.4367 | 1568358785.6588 | 2271984412.6561 | 47665.3376 |
46 | 0.4543 | -0.2852 | 0.4215 | 878448966.9762 | 2132630868.0881 | 46180.4165 |
47 | 0.7302 | -0.345 | 0.4146 | 497665746.5749 | 1983997675.2233 | 44542.0888 |
48 | 0.2992 | -0.2814 | 0.4035 | 1971779064.8429 | 1982979457.6916 | 44530.6575 |