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 | 11530.75 | - | - | - | - | - | - | - |
38 | 11114.08 | - | - | - | - | - | - | - |
39 | 9181.73 | - | - | - | - | - | - | - |
40 | 8614.55 | - | - | - | - | - | - | - |
41 | 8595.56 | - | - | - | - | - | - | - |
42 | 8396.2 | - | - | - | - | - | - | - |
43 | 7690.5 | - | - | - | - | - | - | - |
44 | 7235.47 | - | - | - | - | - | - | - |
45 | 7992.12 | - | - | - | - | - | - | - |
46 | 8398.37 | - | - | - | - | - | - | - |
47 | 8593 | - | - | - | - | - | - | - |
48 | 8679.75 | - | - | - | - | - | - | - |
49 | 9374.63 | - | - | - | - | - | - | - |
50 | 9634.97 | 9364.3171 | 8251.6187 | 10379.943 | 0.3007 | 0.4921 | 4e-04 | 0.4921 |
51 | 9857.34 | 9320.4104 | 7702.9274 | 10738.7448 | 0.229 | 0.3319 | 0.576 | 0.4701 |
52 | 10238.83 | 9308.779 | 7286.7063 | 11027.0427 | 0.1444 | 0.2657 | 0.7858 | 0.4701 |
53 | 10433.44 | 9308.3997 | 6932.3867 | 11273.5774 | 0.1309 | 0.1767 | 0.7614 | 0.4737 |
54 | 10471.24 | 9304.457 | 6603.0176 | 11484.2087 | 0.1471 | 0.155 | 0.7929 | 0.4748 |
55 | 10214.51 | 9291.0892 | 6280.0982 | 11663.8355 | 0.2228 | 0.1648 | 0.9069 | 0.4725 |
56 | 10677.52 | 9282.9633 | 5976.8954 | 11830.5308 | 0.1417 | 0.2368 | 0.9424 | 0.4719 |
57 | 11052.15 | 9296.6897 | 5714.6517 | 12001.3702 | 0.1017 | 0.1585 | 0.8278 | 0.4775 |
58 | 10500.19 | 9304.4995 | 5451.4909 | 12155.9806 | 0.2056 | 0.1148 | 0.7333 | 0.4808 |
59 | 10159.27 | 9308.3486 | 5187.2348 | 12297.9534 | 0.2885 | 0.2173 | 0.6805 | 0.4827 |
60 | 10222.24 | 9310.0864 | 4922.2877 | 12430.2567 | 0.2833 | 0.2969 | 0.6539 | 0.4838 |
61 | 10350.4 | 9324.4982 | 4680.1697 | 12565.6687 | 0.2675 | 0.2936 | 0.4879 | 0.4879 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0553 | 0.0289 | 0 | 73253.0037 | 0 | 0 |
51 | 0.0776 | 0.0576 | 0.0433 | 288293.4089 | 180773.2063 | 425.1743 |
52 | 0.0942 | 0.0999 | 0.0621 | 864994.8688 | 408847.0938 | 639.4115 |
53 | 0.1077 | 0.1209 | 0.0768 | 1265715.7867 | 623064.267 | 789.3442 |
54 | 0.1195 | 0.1254 | 0.0865 | 1361382.6249 | 770727.9386 | 877.9111 |
55 | 0.1303 | 0.0994 | 0.0887 | 852705.9378 | 784390.9385 | 885.6585 |
56 | 0.14 | 0.1502 | 0.0975 | 1944788.3763 | 950162.001 | 974.7625 |
57 | 0.1484 | 0.1888 | 0.1089 | 3081640.9672 | 1216596.8718 | 1102.9945 |
58 | 0.1564 | 0.1285 | 0.1111 | 1429675.7722 | 1240272.3052 | 1113.6751 |
59 | 0.1639 | 0.0914 | 0.1091 | 724067.2926 | 1188651.8039 | 1090.2531 |
60 | 0.171 | 0.098 | 0.1081 | 832024.1244 | 1156231.1058 | 1075.2819 |
61 | 0.1773 | 0.11 | 0.1083 | 1052474.4974 | 1147584.7217 | 1071.2538 |