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 | 9512.6374 | 8438.6276 | 10497.2713 | 0.4038 | 0.6082 | 7e-04 | 0.6082 |
51 | 9857.34 | 9512.6374 | 7775.4049 | 11026.0004 | 0.3276 | 0.4371 | 0.6659 | 0.5709 |
52 | 10238.83 | 9512.6374 | 7265.7639 | 11396.2849 | 0.2249 | 0.3599 | 0.825 | 0.5571 |
53 | 10433.44 | 9512.6374 | 6822.5852 | 11694.7562 | 0.2041 | 0.2571 | 0.795 | 0.5493 |
54 | 10471.24 | 9512.6374 | 6416.8095 | 11949.8998 | 0.2204 | 0.2295 | 0.8154 | 0.5442 |
55 | 10214.51 | 9512.6374 | 6034.1556 | 12175.3142 | 0.3027 | 0.2402 | 0.9101 | 0.5405 |
56 | 10677.52 | 9512.6374 | 5666.0616 | 12378.7394 | 0.2128 | 0.3156 | 0.9403 | 0.5376 |
57 | 11052.15 | 9512.6374 | 5306.6248 | 12565.0728 | 0.1614 | 0.2272 | 0.8356 | 0.5353 |
58 | 10500.19 | 9512.6374 | 4951.2664 | 12737.6431 | 0.2742 | 0.1747 | 0.7509 | 0.5334 |
59 | 10159.27 | 9512.6374 | 4596.0152 | 12898.8328 | 0.3541 | 0.2838 | 0.7027 | 0.5318 |
60 | 10222.24 | 9512.6374 | 4237.0268 | 13050.4156 | 0.3471 | 0.3601 | 0.6778 | 0.5305 |
61 | 10350.4 | 9512.6374 | 3870.1545 | 13193.7535 | 0.3278 | 0.3528 | 0.5293 | 0.5293 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0528 | 0.0129 | 0 | 14965.2634 | 0 | 0 |
51 | 0.0812 | 0.0362 | 0.0245 | 118819.8777 | 66892.5705 | 258.636 |
52 | 0.101 | 0.0763 | 0.0418 | 527355.6824 | 220380.2745 | 469.4468 |
53 | 0.117 | 0.0968 | 0.0556 | 847877.4156 | 377254.5598 | 614.2105 |
54 | 0.1307 | 0.1008 | 0.0646 | 918918.9316 | 485587.4341 | 696.841 |
55 | 0.1428 | 0.0738 | 0.0661 | 492625.1371 | 486760.3846 | 697.6822 |
56 | 0.1537 | 0.1225 | 0.0742 | 1356951.4559 | 611073.3948 | 781.7118 |
57 | 0.1637 | 0.1618 | 0.0851 | 2370099.0246 | 830951.5985 | 911.5655 |
58 | 0.173 | 0.1038 | 0.0872 | 975260.1243 | 846985.8792 | 920.3184 |
59 | 0.1816 | 0.068 | 0.0853 | 418133.7106 | 804100.6623 | 896.7166 |
60 | 0.1897 | 0.0746 | 0.0843 | 503535.8402 | 776776.5876 | 881.3493 |
61 | 0.1974 | 0.0881 | 0.0846 | 701846.1625 | 770532.3855 | 877.7997 |