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 | 20515.2 | - | - | - | - | - | - | - |
38 | 18374.4 | - | - | - | - | - | - | - |
39 | 16192.9 | - | - | - | - | - | - | - |
40 | 18147.5 | - | - | - | - | - | - | - |
41 | 19301.4 | - | - | - | - | - | - | - |
42 | 18344.7 | - | - | - | - | - | - | - |
43 | 17183.6 | - | - | - | - | - | - | - |
44 | 19630 | - | - | - | - | - | - | - |
45 | 17167.2 | - | - | - | - | - | - | - |
46 | 17428.5 | - | - | - | - | - | - | - |
47 | 16016.5 | - | - | - | - | - | - | - |
48 | 18466.5 | - | - | - | - | - | - | - |
49 | 18406.6 | - | - | - | - | - | - | - |
50 | 18174.1 | 17195.6095 | 14580.7648 | 19810.4541 | 0.2316 | 0.182 | 0.1885 | 0.182 |
51 | 14851.9 | 14495.9415 | 11332.8303 | 17659.0526 | 0.4127 | 0.0113 | 0.1465 | 0.0077 |
52 | 16260.7 | 15950.49 | 11994.3037 | 19906.6762 | 0.4389 | 0.7069 | 0.1382 | 0.1118 |
53 | 18329.6 | 17648.5868 | 12467.4645 | 22829.7092 | 0.3983 | 0.7002 | 0.2659 | 0.3872 |
54 | 18003.8 | 16204.3721 | 10358.6105 | 22050.1336 | 0.2731 | 0.2381 | 0.2365 | 0.2301 |
55 | 15903.8 | 15025.6341 | 8302.0225 | 21749.2457 | 0.399 | 0.1927 | 0.2647 | 0.1622 |
56 | 19554.2 | 17679.4862 | 10092.9697 | 25266.0026 | 0.3141 | 0.6768 | 0.3072 | 0.4255 |
57 | 16554.2 | 14912.3555 | 6670.2813 | 23154.4297 | 0.3481 | 0.1348 | 0.2959 | 0.203 |
58 | 16198.9 | 15288.4589 | 6279.8766 | 24297.0413 | 0.4215 | 0.3915 | 0.3207 | 0.2488 |
59 | 16571.8 | 13901.7956 | 4215.3446 | 23588.2466 | 0.2945 | 0.321 | 0.3344 | 0.181 |
60 | 17535.2 | 16210.9428 | 5913.2603 | 26508.6252 | 0.4005 | 0.4726 | 0.3338 | 0.338 |
61 | 16198.1 | 16254.7579 | 5310.2071 | 27199.3086 | 0.496 | 0.4093 | 0.35 | 0.35 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0776 | 0.0569 | 0 | 957443.7125 | 0 | 0 |
51 | 0.1113 | 0.0246 | 0.0407 | 126706.4771 | 542075.0948 | 736.2575 |
52 | 0.1265 | 0.0194 | 0.0336 | 96230.259 | 393460.1495 | 627.264 |
53 | 0.1498 | 0.0386 | 0.0349 | 463778.9163 | 411039.8412 | 641.1239 |
54 | 0.1841 | 0.111 | 0.0501 | 3237940.8687 | 976420.0467 | 988.1397 |
55 | 0.2283 | 0.0584 | 0.0515 | 771175.3248 | 942212.5931 | 970.6764 |
56 | 0.2189 | 0.106 | 0.0593 | 3514552.0013 | 1309689.6514 | 1144.4167 |
57 | 0.282 | 0.1101 | 0.0656 | 2695653.3262 | 1482935.1107 | 1217.7582 |
58 | 0.3006 | 0.0596 | 0.065 | 828902.9471 | 1410264.8703 | 1187.5457 |
59 | 0.3555 | 0.1921 | 0.0777 | 7128923.407 | 1982130.724 | 1407.8816 |
60 | 0.3241 | 0.0817 | 0.078 | 1753657.26 | 1961360.4091 | 1400.4858 |
61 | 0.3435 | -0.0035 | 0.0718 | 3210.1157 | 1798181.218 | 1340.9628 |