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]) |
27 | 65268 | - | - | - | - | - | - | - |
28 | 65774 | - | - | - | - | - | - | - |
29 | 66028 | - | - | - | - | - | - | - |
30 | 67104 | - | - | - | - | - | - | - |
31 | 68102 | - | - | - | - | - | - | - |
32 | 69897 | - | - | - | - | - | - | - |
33 | 72185 | - | - | - | - | - | - | - |
34 | 73538 | 72827.666 | 69422.8296 | 76080.2773 | 0.3343 | 0.6507 | 1 | 0.6507 |
35 | 72325 | 72827.666 | 66901.7632 | 78306.3979 | 0.4286 | 0.3997 | 0.9925 | 0.5909 |
36 | 74820 | 72827.666 | 65097.8239 | 79812.3499 | 0.2881 | 0.5561 | 0.9459 | 0.5716 |
37 | 74813 | 72827.666 | 63591.1208 | 81017.9439 | 0.3174 | 0.3168 | 0.8709 | 0.5611 |
38 | 74533 | 72827.666 | 62257.7434 | 82047.0064 | 0.3585 | 0.3365 | 0.7334 | 0.5543 |
39 | 76916 | 72827.666 | 61040.7089 | 82956.4327 | 0.2144 | 0.3707 | 0.5495 | 0.5495 |
40 | 80371 | 72827.666 | 59908.1838 | 83777.9648 | 0.0885 | 0.2322 | 0.4494 | 0.5458 |
41 | 81261 | 72827.666 | 58840.2297 | 84531.4453 | 0.0789 | 0.1032 | 0.5335 | 0.5429 |
42 | 81557 | 72827.666 | 57823.3672 | 85230.2533 | 0.0839 | 0.0913 | 0.3764 | 0.5404 |
43 | 81446 | 72827.666 | 56847.9675 | 85883.9127 | 0.0979 | 0.095 | 0.3828 | 0.5384 |
44 | 81995 | 72827.666 | 55906.8577 | 86499.4863 | 0.0944 | 0.1083 | 0.4034 | 0.5367 |
45 | 79948 | 72827.666 | 54994.5144 | 87082.382 | 0.1638 | 0.1037 | 0.287 | 0.5352 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.0228 | 0.0098 | 0 | 504574.3857 | 0 | 0 |
35 | 0.0384 | -0.0069 | 0.0083 | 252673.1117 | 378623.7487 | 615.3241 |
36 | 0.0489 | 0.0274 | 0.0147 | 3969394.7512 | 1575547.4162 | 1255.2081 |
37 | 0.0574 | 0.0273 | 0.0178 | 3941551.0752 | 2167048.3309 | 1472.0898 |
38 | 0.0646 | 0.0234 | 0.0189 | 2908164.0375 | 2315271.4723 | 1521.6016 |
39 | 0.071 | 0.0561 | 0.0251 | 16714474.8619 | 4715138.7039 | 2171.437 |
40 | 0.0767 | 0.1036 | 0.0363 | 56901887.7735 | 12170388.571 | 3488.6084 |
41 | 0.082 | 0.1158 | 0.0463 | 71121122.2861 | 19539230.2854 | 4420.3202 |
42 | 0.0869 | 0.1199 | 0.0545 | 76201272.0117 | 25835012.6994 | 5082.8154 |
43 | 0.0915 | 0.1183 | 0.0608 | 74275680.8646 | 30679079.5159 | 5538.8699 |
44 | 0.0958 | 0.1259 | 0.0668 | 84040012.5921 | 35530073.4319 | 5960.7108 |
45 | 0.0999 | 0.0978 | 0.0693 | 50699156.213 | 36794163.6637 | 6065.8193 |