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[37]) |
25 | 501866 | - | - | - | - | - | - | - |
26 | 506174 | - | - | - | - | - | - | - |
27 | 517945 | - | - | - | - | - | - | - |
28 | 533590 | - | - | - | - | - | - | - |
29 | 528379 | - | - | - | - | - | - | - |
30 | 477580 | - | - | - | - | - | - | - |
31 | 469357 | - | - | - | - | - | - | - |
32 | 490243 | - | - | - | - | - | - | - |
33 | 492622 | - | - | - | - | - | - | - |
34 | 507561 | - | - | - | - | - | - | - |
35 | 516922 | - | - | - | - | - | - | - |
36 | 514258 | - | - | - | - | - | - | - |
37 | 509846 | - | - | - | - | - | - | - |
38 | 527070 | 520645.4517 | 508484.7538 | 532806.1496 | 0.1502 | 0.9591 | 0.9902 | 0.9591 |
39 | 541657 | 536688.8785 | 513141.3546 | 560236.4023 | 0.3396 | 0.7883 | 0.9406 | 0.9873 |
40 | 564591 | 555145.8274 | 520486.3434 | 589805.3114 | 0.2966 | 0.7772 | 0.8886 | 0.9948 |
41 | 555362 | 551785.5453 | 506658.5936 | 596912.4969 | 0.4383 | 0.289 | 0.8453 | 0.9657 |
42 | 498662 | 502204.6174 | 447353.0128 | 557056.222 | 0.4496 | 0.0288 | 0.8105 | 0.3924 |
43 | 511038 | 494783.3062 | 430932.9469 | 558633.6655 | 0.3089 | 0.4526 | 0.7825 | 0.3219 |
44 | 525919 | 516196.9473 | 444012.2805 | 588381.6141 | 0.3959 | 0.5557 | 0.7595 | 0.5685 |
45 | 531673 | 518923.2206 | 438994.3924 | 598852.0489 | 0.3773 | 0.4319 | 0.7405 | 0.5881 |
46 | 548854 | 534090.7827 | 446934.6934 | 621246.872 | 0.3699 | 0.5217 | 0.7246 | 0.7072 |
47 | 560576 | 543602.2136 | 449669.1771 | 637535.2501 | 0.3616 | 0.4564 | 0.7111 | 0.7594 |
48 | 557274 | 541037.2215 | 440719.3453 | 641355.0976 | 0.3755 | 0.3513 | 0.6996 | 0.7289 |
49 | 565742 | 536690.3847 | 430329.9114 | 643050.858 | 0.2962 | 0.3522 | 0.6896 | 0.6896 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.0119 | 0.0123 | 0 | 41274820.8246 | 0 | 0 |
39 | 0.0224 | 0.0093 | 0.0108 | 24682231.5346 | 32978526.1796 | 5742.6933 |
40 | 0.0319 | 0.017 | 0.0129 | 89211285.9794 | 51722779.4462 | 7191.8551 |
41 | 0.0417 | 0.0065 | 0.0113 | 12791028.5427 | 41989841.7203 | 6479.9569 |
42 | 0.0557 | -0.0071 | 0.0104 | 12550138.1791 | 36101901.0121 | 6008.4858 |
43 | 0.0658 | 0.0329 | 0.0142 | 264215069.94 | 74120762.5001 | 8609.3416 |
44 | 0.0713 | 0.0188 | 0.0148 | 94518308.4466 | 77034697.6353 | 8776.9412 |
45 | 0.0786 | 0.0246 | 0.0161 | 162556874.0885 | 87724969.6919 | 9366.1609 |
46 | 0.0833 | 0.0276 | 0.0173 | 217952584.4465 | 102194704.6647 | 10109.1397 |
47 | 0.0882 | 0.0312 | 0.0187 | 288109424.6459 | 120786176.6628 | 10990.2765 |
48 | 0.0946 | 0.03 | 0.0198 | 263632976.3092 | 133772249.3579 | 11565.9954 |
49 | 0.1011 | 0.0541 | 0.0226 | 843996350.2872 | 192957591.102 | 13890.9176 |