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[36]) |
24 | 15548 | - | - | - | - | - | - | - |
25 | 28029 | - | - | - | - | - | - | - |
26 | 29383 | - | - | - | - | - | - | - |
27 | 36438 | - | - | - | - | - | - | - |
28 | 32034 | - | - | - | - | - | - | - |
29 | 22679 | - | - | - | - | - | - | - |
30 | 24319 | - | - | - | - | - | - | - |
31 | 18004 | - | - | - | - | - | - | - |
32 | 17537 | - | - | - | - | - | - | - |
33 | 20366 | - | - | - | - | - | - | - |
34 | 22782 | - | - | - | - | - | - | - |
35 | 19169 | - | - | - | - | - | - | - |
36 | 13807 | - | - | - | - | - | - | - |
37 | 29743 | 26633.4321 | 20516.9751 | 34573.3083 | 0.2214 | 0.9992 | 0.3652 | 0.9992 |
38 | 25591 | 27920.0163 | 21042.5065 | 37045.3637 | 0.3085 | 0.3477 | 0.3767 | 0.9988 |
39 | 29096 | 34623.7468 | 25570.3057 | 46882.6559 | 0.1884 | 0.9257 | 0.3859 | 0.9996 |
40 | 26482 | 30439.0226 | 22056.0405 | 42008.179 | 0.2513 | 0.59 | 0.3935 | 0.9976 |
41 | 22405 | 21549.8094 | 15336.8801 | 30279.5797 | 0.4239 | 0.1341 | 0.3999 | 0.9589 |
42 | 27044 | 23108.1535 | 16167.6771 | 33028.0445 | 0.2184 | 0.5552 | 0.4055 | 0.967 |
43 | 17970 | 17107.5783 | 11776.0058 | 24853.0138 | 0.4136 | 0.006 | 0.4103 | 0.7982 |
44 | 18730 | 16663.8303 | 11292.9449 | 24589.09 | 0.3047 | 0.3733 | 0.4145 | 0.7601 |
45 | 19684 | 19351.974 | 12919.3922 | 28987.3463 | 0.4731 | 0.5503 | 0.4183 | 0.8703 |
46 | 19785 | 21647.681 | 14244.4615 | 32898.5475 | 0.3728 | 0.6339 | 0.4217 | 0.914 |
47 | 18479 | 18214.5728 | 11819.0202 | 28070.9107 | 0.479 | 0.3774 | 0.4247 | 0.8096 |
48 | 10698 | 13119.5475 | 8398.4552 | 20494.5459 | 0.2599 | 0.0772 | 0.4275 | 0.4275 |
49 | 31956 | 25307.3497 | 14176.1018 | 45178.9894 | 0.256 | 0.9252 | 0.3309 | 0.8717 |
50 | 29506 | 26529.8747 | 14282.434 | 49279.7131 | 0.3988 | 0.3201 | 0.5322 | 0.8635 |
51 | 34506 | 32899.8255 | 17063.1162 | 63434.985 | 0.4589 | 0.5862 | 0.5964 | 0.8898 |
52 | 27165 | 28923.4593 | 14480.5527 | 57771.7245 | 0.4525 | 0.3522 | 0.5659 | 0.8478 |
53 | 26736 | 20476.8413 | 9913.1816 | 42297.3214 | 0.287 | 0.274 | 0.4312 | 0.7255 |
54 | 23691 | 21957.5953 | 10294.2809 | 46835.325 | 0.4457 | 0.3533 | 0.3443 | 0.7396 |
55 | 18157 | 16255.7895 | 7390.0518 | 35757.624 | 0.4242 | 0.2275 | 0.4316 | 0.5972 |
56 | 17328 | 15834.1358 | 6988.194 | 35877.6327 | 0.4419 | 0.4102 | 0.3885 | 0.5786 |
57 | 18205 | 18388.4364 | 7886.7257 | 42873.8882 | 0.4941 | 0.5338 | 0.4587 | 0.6431 |
58 | 20995 | 20569.8399 | 8581.6379 | 49305.0766 | 0.4884 | 0.5641 | 0.5213 | 0.6777 |
59 | 17382 | 17307.6666 | 7029.6506 | 42613.1171 | 0.4977 | 0.3876 | 0.4639 | 0.6069 |
60 | 9367 | 12466.3234 | 4933.171 | 31502.9052 | 0.3748 | 0.3064 | 0.5722 | 0.4451 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.1521 | 0.1168 | 0 | 9669412.4685 | 0 | 0 |
38 | 0.1668 | -0.0834 | 0.1001 | 5424316.7241 | 7546864.5963 | 2747.1557 |
39 | 0.1806 | -0.1597 | 0.1199 | 30555984.7369 | 15216571.3098 | 3900.8424 |
40 | 0.1939 | -0.13 | 0.1225 | 15658027.7794 | 15326935.4272 | 3914.963 |
41 | 0.2067 | 0.0397 | 0.1059 | 731351.0155 | 12407818.5449 | 3522.4734 |
42 | 0.219 | 0.1703 | 0.1166 | 15490887.3884 | 12921663.3521 | 3594.6715 |
43 | 0.231 | 0.0504 | 0.1072 | 743771.2181 | 11181964.4759 | 3343.9444 |
44 | 0.2427 | 0.124 | 0.1093 | 4269057.3151 | 10317851.0808 | 3212.1412 |
45 | 0.254 | 0.0172 | 0.099 | 110241.2863 | 9183672.2147 | 3030.4574 |
46 | 0.2652 | -0.086 | 0.0977 | 3469580.4492 | 8612263.0382 | 2934.6657 |
47 | 0.2761 | 0.0145 | 0.0902 | 69921.7613 | 7835686.5584 | 2799.2296 |
48 | 0.2868 | -0.1846 | 0.098 | 5863892.3383 | 7671370.3734 | 2769.7239 |
49 | 0.4006 | 0.2627 | 0.1107 | 44204550.2588 | 10481614.98 | 3237.5322 |
50 | 0.4375 | 0.1122 | 0.1108 | 8857321.9095 | 10365594.0464 | 3219.5643 |
51 | 0.4735 | 0.0488 | 0.1067 | 2579796.4162 | 9846540.8711 | 3137.9198 |
52 | 0.5089 | -0.0608 | 0.1038 | 3092179.2229 | 9424393.268 | 3069.9175 |
53 | 0.5437 | 0.3057 | 0.1157 | 39177067.6356 | 11174550.5838 | 3342.8357 |
54 | 0.5781 | 0.0789 | 0.1136 | 3004691.8909 | 10720669.5453 | 3274.2434 |
55 | 0.6121 | 0.117 | 0.1138 | 3614601.2497 | 10346665.9508 | 3216.6234 |
56 | 0.6458 | 0.0943 | 0.1128 | 2231630.2395 | 9940914.1652 | 3152.9215 |
57 | 0.6794 | -0.01 | 0.1079 | 33648.9257 | 9469139.63 | 3077.1967 |
58 | 0.7127 | 0.0207 | 0.104 | 180761.1332 | 9046940.6074 | 3007.8133 |
59 | 0.746 | 0.0043 | 0.0996 | 5525.454 | 8653835.6008 | 2941.7402 |
60 | 0.7791 | -0.2486 | 0.1059 | 9605805.3837 | 8693501.0084 | 2948.4744 |