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 | 21289.5 | - | - | - | - | - | - | - |
34 | 20432.3 | - | - | - | - | - | - | - |
35 | 17180.4 | - | - | - | - | - | - | - |
36 | 15816.8 | - | - | - | - | - | - | - |
37 | 15076.6 | - | - | - | - | - | - | - |
38 | 14531.6 | - | - | - | - | - | - | - |
39 | 15761.3 | - | - | - | - | - | - | - |
40 | 14345.5 | - | - | - | - | - | - | - |
41 | 13916.8 | - | - | - | - | - | - | - |
42 | 15496.8 | - | - | - | - | - | - | - |
43 | 14285.6 | - | - | - | - | - | - | - |
44 | 13597.3 | - | - | - | - | - | - | - |
45 | 16263.1 | - | - | - | - | - | - | - |
46 | 16773.3 | 15503.682 | 13084.5223 | 17922.8418 | 0.1518 | 0.2692 | 0 | 0.2692 |
47 | 15986.9 | 12805.5415 | 9921.5992 | 15689.4839 | 0.0153 | 0.0035 | 0.0015 | 0.0094 |
48 | 16842.6 | 11049.1765 | 7498.536 | 14599.8169 | 7e-04 | 0.0032 | 0.0042 | 0.002 |
49 | 16014.6 | 10541.4379 | 5884.3056 | 15198.5702 | 0.0106 | 0.004 | 0.0282 | 0.008 |
50 | 15878.6 | 10154.1739 | 4956.8224 | 15351.5253 | 0.0154 | 0.0136 | 0.0494 | 0.0106 |
51 | 18664.9 | 11154.877 | 5212.5001 | 17097.254 | 0.0066 | 0.0596 | 0.0643 | 0.046 |
52 | 17690.5 | 9947.0246 | 3252.1972 | 16641.8521 | 0.0117 | 0.0054 | 0.0989 | 0.0322 |
53 | 17107.6 | 9503.6675 | 2279.912 | 16727.423 | 0.0195 | 0.0132 | 0.1156 | 0.0333 |
54 | 19165.7 | 10993.6627 | 3116.0204 | 18871.305 | 0.021 | 0.0641 | 0.1313 | 0.0949 |
55 | 17203.6 | 9915.0877 | 1463.8643 | 18366.3111 | 0.0455 | 0.016 | 0.1554 | 0.0705 |
56 | 16579 | 9165.4662 | 216.452 | 18114.4804 | 0.0522 | 0.0392 | 0.1659 | 0.06 |
57 | 18885.1 | 11819.6681 | 2319.6347 | 21319.7015 | 0.0725 | 0.1631 | 0.1796 | 0.1796 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
46 | 0.0796 | 0.0819 | 0 | 1611929.7623 | 0 | 0 |
47 | 0.1149 | 0.2484 | 0.1652 | 10121041.6741 | 5866485.7182 | 2422.0829 |
48 | 0.164 | 0.5243 | 0.2849 | 33563756.2456 | 15098909.2273 | 3885.7315 |
49 | 0.2254 | 0.5192 | 0.3435 | 29955503.0607 | 18813057.6857 | 4337.4022 |
50 | 0.2611 | 0.5638 | 0.3875 | 32769054.62 | 21604257.0725 | 4648.038 |
51 | 0.2718 | 0.6733 | 0.4351 | 56400445.1661 | 27403621.7548 | 5234.8469 |
52 | 0.3434 | 0.7785 | 0.4842 | 59961411.1232 | 32054734.5217 | 5661.6901 |
53 | 0.3878 | 0.8001 | 0.5237 | 57819789.3987 | 35275366.3813 | 5939.3069 |
54 | 0.3656 | 0.7433 | 0.5481 | 66782194.0663 | 38776125.013 | 6227.0479 |
55 | 0.4349 | 0.7351 | 0.5668 | 53122411.281 | 40210753.6398 | 6341.195 |
56 | 0.4982 | 0.8089 | 0.5888 | 54960483.52 | 41551638.1743 | 6446.056 |
57 | 0.4101 | 0.5978 | 0.5895 | 49920328.3544 | 42249029.0227 | 6499.9253 |