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[45]) |
33 | 20359.8 | - | - | - | - | - | - | - |
34 | 19711.6 | - | - | - | - | - | - | - |
35 | 15638.6 | - | - | - | - | - | - | - |
36 | 14384.5 | - | - | - | - | - | - | - |
37 | 13721.4 | - | - | - | - | - | - | - |
38 | 14134.3 | - | - | - | - | - | - | - |
39 | 15021.7 | - | - | - | - | - | - | - |
40 | 14212.6 | - | - | - | - | - | - | - |
41 | 13635 | - | - | - | - | - | - | - |
42 | 15446.9 | - | - | - | - | - | - | - |
43 | 14762.1 | - | - | - | - | - | - | - |
44 | 12521 | - | - | - | - | - | - | - |
45 | 16236.8 | - | - | - | - | - | - | - |
46 | 16065 | 15974.4172 | 13831.8162 | 18117.0182 | 0.467 | 0.4052 | 3e-04 | 0.4052 |
47 | 16032.1 | 12598.6861 | 10225.7862 | 14971.5861 | 0.0023 | 0.0021 | 0.006 | 0.0013 |
48 | 15794.3 | 10855.9857 | 7873.1337 | 13838.8378 | 6e-04 | 3e-04 | 0.0102 | 2e-04 |
49 | 15160 | 10711.5888 | 6815.3233 | 14607.8544 | 0.0126 | 0.0053 | 0.065 | 0.0027 |
50 | 15692.1 | 11229.4999 | 6963.0391 | 15495.9607 | 0.0202 | 0.0355 | 0.091 | 0.0107 |
51 | 18908.9 | 11889.0559 | 6898.0963 | 16880.0155 | 0.0029 | 0.0677 | 0.1093 | 0.0439 |
52 | 17424.5 | 11474.1126 | 5882.8788 | 17065.3465 | 0.0185 | 0.0046 | 0.1685 | 0.0475 |
53 | 17014.2 | 10763.7529 | 4733.2251 | 16794.2807 | 0.0211 | 0.0152 | 0.1754 | 0.0376 |
54 | 19790.4 | 12565.1958 | 5906.655 | 19223.7366 | 0.0167 | 0.0952 | 0.1981 | 0.1399 |
55 | 17681.2 | 12081.7393 | 4961.6509 | 19201.8277 | 0.0616 | 0.0169 | 0.2303 | 0.1264 |
56 | 16006.9 | 9686.5663 | 2111.2857 | 17261.8468 | 0.051 | 0.0193 | 0.2317 | 0.0451 |
57 | 19601.7 | 13489.5426 | 5404.6613 | 21574.4238 | 0.0692 | 0.2708 | 0.2527 | 0.2527 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0684 | 0.0057 | 0 | 8205.2491 | 0 | 0 |
47 | 0.0961 | 0.2725 | 0.1391 | 11788330.8372 | 5898268.0431 | 2428.635 |
48 | 0.1402 | 0.4549 | 0.2444 | 24386947.8505 | 12061161.3123 | 3472.9183 |
49 | 0.1856 | 0.4153 | 0.2871 | 19788361.7892 | 13992961.4315 | 3740.7167 |
50 | 0.1938 | 0.3974 | 0.3092 | 19914799.5854 | 15177329.0623 | 3895.8092 |
51 | 0.2142 | 0.5904 | 0.356 | 49278211.144 | 20860809.4092 | 4567.3635 |
52 | 0.2486 | 0.5186 | 0.3793 | 35407110.0335 | 22938852.3556 | 4789.4522 |
53 | 0.2858 | 0.5807 | 0.4044 | 39068089.2269 | 24955006.9645 | 4995.4987 |
54 | 0.2704 | 0.575 | 0.4234 | 52203575.4339 | 27982625.6833 | 5289.8606 |
55 | 0.3007 | 0.4635 | 0.4274 | 31353960.0156 | 28319759.1165 | 5321.6312 |
56 | 0.399 | 0.6525 | 0.4479 | 39946618.67 | 29376746.3487 | 5420.032 |
57 | 0.3058 | 0.4531 | 0.4483 | 37358468.3042 | 30041889.845 | 5481.0482 |