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[48]) |
36 | 13807 | - | - | - | - | - | - | - |
37 | 29743 | - | - | - | - | - | - | - |
38 | 25591 | - | - | - | - | - | - | - |
39 | 29096 | - | - | - | - | - | - | - |
40 | 26482 | - | - | - | - | - | - | - |
41 | 22405 | - | - | - | - | - | - | - |
42 | 27044 | - | - | - | - | - | - | - |
43 | 17970 | - | - | - | - | - | - | - |
44 | 18730 | - | - | - | - | - | - | - |
45 | 19684 | - | - | - | - | - | - | - |
46 | 19785 | - | - | - | - | - | - | - |
47 | 18479 | - | - | - | - | - | - | - |
48 | 10698 | - | - | - | - | - | - | - |
49 | 31956 | 25996.164 | 20111.6979 | 33602.3616 | 0.0623 | 1 | 0.1671 | 1 |
50 | 29506 | 22367.2069 | 16943.0451 | 29527.8647 | 0.0253 | 0.0043 | 0.1888 | 0.9993 |
51 | 34506 | 25430.669 | 18889.7343 | 34236.5286 | 0.0217 | 0.1822 | 0.2073 | 0.9995 |
52 | 27165 | 23145.9643 | 16879.4794 | 31738.8736 | 0.1796 | 0.0048 | 0.2233 | 0.9977 |
53 | 26736 | 19582.5591 | 14034.8874 | 27323.0993 | 0.035 | 0.0274 | 0.2374 | 0.9878 |
54 | 23691 | 23637.1671 | 16663.4542 | 33529.4027 | 0.4957 | 0.2696 | 0.2498 | 0.9948 |
55 | 18157 | 15706.2525 | 10899.2333 | 22633.3688 | 0.244 | 0.0119 | 0.2609 | 0.9218 |
56 | 17328 | 16370.5125 | 11189.813 | 23949.7907 | 0.4022 | 0.322 | 0.2709 | 0.9288 |
57 | 18205 | 17204.3336 | 11590.0809 | 25538.1387 | 0.407 | 0.4884 | 0.2799 | 0.937 |
58 | 20995 | 17292.6102 | 11487.3899 | 26031.5329 | 0.2032 | 0.4189 | 0.2881 | 0.9304 |
59 | 17382 | 16151.1319 | 10584.6816 | 24644.9605 | 0.3882 | 0.1318 | 0.2956 | 0.8959 |
60 | 9367 | 9350.3333 | 6047.8213 | 14456.2361 | 0.4974 | 0.001 | 0.3025 | 0.3025 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1493 | 0.2293 | 0 | 35519644.7804 | 0 | 0 |
50 | 0.1633 | 0.3192 | 0.2742 | 50962367.4602 | 43241006.1203 | 6575.7894 |
51 | 0.1767 | 0.3569 | 0.3018 | 82361632.4107 | 56281214.8838 | 7502.0807 |
52 | 0.1894 | 0.1736 | 0.2697 | 16152648.0424 | 46249073.1734 | 6800.6671 |
53 | 0.2017 | 0.3653 | 0.2888 | 51171716.8071 | 47233601.9002 | 6872.6707 |
54 | 0.2135 | 0.0023 | 0.2411 | 2897.9848 | 39361817.9143 | 6273.8997 |
55 | 0.225 | 0.156 | 0.2289 | 6006163.387 | 34596724.4104 | 5881.898 |
56 | 0.2362 | 0.0585 | 0.2076 | 916782.3765 | 30386731.6561 | 5512.4161 |
57 | 0.2471 | 0.0582 | 0.191 | 1001333.3439 | 27121687.3992 | 5207.8486 |
58 | 0.2578 | 0.2141 | 0.1933 | 13707690.1889 | 25780287.6782 | 5077.4292 |
59 | 0.2683 | 0.0762 | 0.1827 | 1515036.3605 | 23574355.7402 | 4855.343 |
60 | 0.2786 | 0.0018 | 0.1676 | 277.7795 | 21609849.2435 | 4648.6395 |