| 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[46]) |
| 34 | 31555.4 | - | - | - | - | - | - | - |
| 35 | 29780.7 | - | - | - | - | - | - | - |
| 36 | 25656.6 | - | - | - | - | - | - | - |
| 37 | 26193 | - | - | - | - | - | - | - |
| 38 | 24095.9 | - | - | - | - | - | - | - |
| 39 | 22440.2 | - | - | - | - | - | - | - |
| 40 | 25951.7 | - | - | - | - | - | - | - |
| 41 | 27634.5 | - | - | - | - | - | - | - |
| 42 | 27930.6 | - | - | - | - | - | - | - |
| 43 | 31247.3 | - | - | - | - | - | - | - |
| 44 | 31823.7 | - | - | - | - | - | - | - |
| 45 | 33078.7 | - | - | - | - | - | - | - |
| 46 | 34032.4 | - | - | - | - | - | - | - |
| 47 | 28265 | 32625.7686 | 30759.0171 | 34492.5202 | 0 | 0.0699 | 0.9986 | 0.0699 |
| 48 | 25079.5 | 29290.4025 | 27297.1769 | 31283.6282 | 0 | 0.8433 | 0.9998 | 0 |
| 49 | 24743.5 | 30005.3933 | 27861.581 | 32149.2055 | 0 | 1 | 0.9998 | 1e-04 |
| 50 | 18845.5 | 27466.1496 | 25041.2468 | 29891.0525 | 0 | 0.9861 | 0.9968 | 0 |
| 51 | 21224.7 | 27393.1631 | 24811.1398 | 29975.1865 | 0 | 1 | 0.9999 | 0 |
| 52 | 21920.6 | 29655.1669 | 26913.0992 | 32397.2346 | 0 | 1 | 0.9959 | 9e-04 |
| 53 | 22734.1 | 30967.0349 | 28053.4353 | 33880.6345 | 0 | 1 | 0.9875 | 0.0196 |
| 54 | 23972.8 | 32006.603 | 28947.0054 | 35066.2006 | 0 | 1 | 0.9955 | 0.0972 |
| 55 | 25671.1 | 34116.2425 | 30914.1467 | 37318.3383 | 0 | 1 | 0.9605 | 0.5205 |
| 56 | 25798.1 | 34978.6511 | 31637.0629 | 38320.2392 | 0 | 1 | 0.9679 | 0.7106 |
| 57 | 27893.9 | 36055.5119 | 32582.8823 | 39528.1414 | 0 | 1 | 0.9535 | 0.8732 |
| 58 | 29557.8 | 37532.3232 | 33932.6758 | 41131.9707 | 0 | 1 | 0.9717 | 0.9717 |
| 59 | 27541.7 | 35982.0028 | 31939.988 | 40024.0176 | 0 | 0.9991 | 0.9999 | 0.8278 |
| 60 | 26470.1 | 32370.595 | 28130.6791 | 36610.5109 | 0.0032 | 0.9872 | 0.9996 | 0.2212 |
| 61 | 25185.1 | 33290.1108 | 28848.2583 | 37731.9632 | 2e-04 | 0.9987 | 0.9999 | 0.3716 |
| 62 | 23363.8 | 30831.3994 | 26146.8877 | 35515.9112 | 9e-04 | 0.9909 | 1 | 0.0902 |
| 63 | 24300.2 | 30330.8781 | 25450.0192 | 35211.737 | 0.0077 | 0.9974 | 0.9999 | 0.0686 |
| 64 | 25905.7 | 32650.0697 | 27575.7393 | 37724.4 | 0.0046 | 0.9994 | 1 | 0.2967 |
| 65 | 29036.8 | 33966.355 | 28697.804 | 39234.906 | 0.0333 | 0.9986 | 1 | 0.4902 |
| 66 | 32866.5 | 35061.3005 | 29611.7305 | 40510.8705 | 0.2149 | 0.9849 | 1 | 0.6443 |
| 67 | 33260 | 37267.8058 | 31641.7596 | 42893.852 | 0.0813 | 0.9374 | 1 | 0.8702 |
| 68 | 35288.5 | 37754.7356 | 31956.3396 | 43553.1315 | 0.2022 | 0.9357 | 1 | 0.8958 |
| 69 | 34999.2 | 38846.835 | 32882.2381 | 44811.432 | 0.1031 | 0.8789 | 0.9998 | 0.9432 |
| 70 | 34820.2 | 40404.0714 | 34277.4709 | 46530.672 | 0.037 | 0.9581 | 0.9997 | 0.9792 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 47 | 0.0292 | -0.1337 | 0 | 19016303.0732 | 0 | 0 |
| 48 | 0.0347 | -0.1438 | 0.1387 | 17731700.2204 | 18374001.6468 | 4286.4906 |
| 49 | 0.0365 | -0.1754 | 0.1509 | 27687520.6042 | 21478507.9659 | 4634.4911 |
| 50 | 0.045 | -0.3139 | 0.1917 | 74315600.2294 | 34687781.0318 | 5889.6334 |
| 51 | 0.0481 | -0.2252 | 0.1984 | 38049937.4475 | 35360212.3149 | 5946.4454 |
| 52 | 0.0472 | -0.2608 | 0.2088 | 59823524.9702 | 39437431.0908 | 6279.9229 |
| 53 | 0.048 | -0.2659 | 0.2169 | 67781217.2461 | 43486543.3987 | 6594.4328 |
| 54 | 0.0488 | -0.251 | 0.2212 | 64541990.1598 | 46118474.2438 | 6791.0584 |
| 55 | 0.0479 | -0.2475 | 0.2241 | 71320432.0422 | 48918691.777 | 6994.1899 |
| 56 | 0.0487 | -0.2625 | 0.228 | 84282518.39 | 52455074.4383 | 7242.5876 |
| 57 | 0.0491 | -0.2264 | 0.2278 | 66611908.2009 | 53742059.3258 | 7330.8976 |
| 58 | 0.0489 | -0.2125 | 0.2265 | 63593020.8415 | 54562972.7855 | 7386.6754 |
| 59 | 0.0573 | -0.2346 | 0.2271 | 71238711.5128 | 55845721.9183 | 7472.9995 |
| 60 | 0.0668 | -0.1823 | 0.2239 | 34815840.8243 | 54343587.5545 | 7371.8103 |
| 61 | 0.0681 | -0.2435 | 0.2252 | 65691199.3293 | 55100095.0061 | 7422.9438 |
| 62 | 0.0775 | -0.2422 | 0.2263 | 55765041.0869 | 55141654.1362 | 7425.7427 |
| 63 | 0.0821 | -0.1988 | 0.2247 | 36369077.8449 | 54037384.9426 | 7351.0125 |
| 64 | 0.0793 | -0.2066 | 0.2237 | 45486522.0119 | 53562337.002 | 7318.6294 |
| 65 | 0.0791 | -0.1451 | 0.2195 | 24300512.0417 | 52022240.9514 | 7212.6445 |
| 66 | 0.0793 | -0.0626 | 0.2117 | 4817149.174 | 49661986.3626 | 7047.1261 |
| 67 | 0.077 | -0.1075 | 0.2067 | 16062507.474 | 48062011.1774 | 6932.6771 |
| 68 | 0.0784 | -0.0653 | 0.2003 | 6082318.0049 | 46153843.3059 | 6793.662 |
| 69 | 0.0783 | -0.099 | 0.1959 | 14804295.2297 | 44790819.4765 | 6692.5944 |
| 70 | 0.0774 | -0.1382 | 0.1935 | 31179620.0861 | 44223686.1686 | 6650.0892 |
