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[58]) |
46 | 14636 | - | - | - | - | - | - | - |
47 | 15104 | - | - | - | - | - | - | - |
48 | 14393 | - | - | - | - | - | - | - |
49 | 13919 | - | - | - | - | - | - | - |
50 | 13751 | - | - | - | - | - | - | - |
51 | 13628 | - | - | - | - | - | - | - |
52 | 13792 | - | - | - | - | - | - | - |
53 | 13892 | - | - | - | - | - | - | - |
54 | 14024 | - | - | - | - | - | - | - |
55 | 13908 | - | - | - | - | - | - | - |
56 | 13920 | - | - | - | - | - | - | - |
57 | 13897 | - | - | - | - | - | - | - |
58 | 13759 | - | - | - | - | - | - | - |
59 | 13323 | 13745.4171 | 13101.1265 | 14389.7076 | 0.0994 | 0.4835 | 0 | 0.4835 |
60 | 13097 | 13641.4245 | 12596.7777 | 14686.0713 | 0.1535 | 0.7249 | 0.0793 | 0.4127 |
61 | 12758 | 13492.0476 | 12055.5054 | 14928.5897 | 0.1583 | 0.7051 | 0.2801 | 0.3578 |
62 | 12806 | 13426.782 | 11602.0843 | 15251.4797 | 0.2524 | 0.7637 | 0.3638 | 0.3606 |
63 | 12673 | 13422.5416 | 11201.9063 | 15643.1768 | 0.2541 | 0.7068 | 0.428 | 0.3832 |
64 | 12500 | 13419.2666 | 10796.7946 | 16041.7386 | 0.246 | 0.7115 | 0.3903 | 0.3998 |
65 | 12720 | 13530.7286 | 10502.4054 | 16559.0519 | 0.2999 | 0.7476 | 0.4076 | 0.4413 |
66 | 12749 | 13496.5274 | 10060.0575 | 16932.9973 | 0.3349 | 0.6711 | 0.3818 | 0.4405 |
67 | 12794 | 13475.8875 | 9630.4993 | 17321.2757 | 0.3641 | 0.6445 | 0.4128 | 0.4426 |
68 | 12544 | 13525.8558 | 9272.1169 | 17779.5947 | 0.3255 | 0.632 | 0.4279 | 0.4572 |
69 | 12088 | 13449.0982 | 8788.7546 | 18109.4418 | 0.2835 | 0.6483 | 0.4253 | 0.4482 |
70 | 12258 | 13547.2973 | 8483.138 | 18611.4567 | 0.3089 | 0.7139 | 0.4673 | 0.4673 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
59 | 0.0239 | -0.0307 | 0 | 178436.189 | 0 | 0 |
60 | 0.0391 | -0.0399 | 0.0353 | 296398.0143 | 237417.1017 | 487.2547 |
61 | 0.0543 | -0.0544 | 0.0417 | 538825.8239 | 337886.6758 | 581.2802 |
62 | 0.0693 | -0.0462 | 0.0428 | 385370.2877 | 349757.5787 | 591.4031 |
63 | 0.0844 | -0.0558 | 0.0454 | 561812.5777 | 392168.5785 | 626.2336 |
64 | 0.0997 | -0.0685 | 0.0493 | 845051.0935 | 467648.9977 | 683.8487 |
65 | 0.1142 | -0.0599 | 0.0508 | 657280.9204 | 494739.2724 | 703.377 |
66 | 0.1299 | -0.0554 | 0.0514 | 558797.1735 | 502746.51 | 709.0462 |
67 | 0.1456 | -0.0506 | 0.0513 | 464970.5505 | 498549.1812 | 706.0802 |
68 | 0.1605 | -0.0726 | 0.0534 | 964040.7347 | 545098.3365 | 738.3078 |
69 | 0.1768 | -0.1012 | 0.0578 | 1852588.3145 | 663961.0618 | 814.8381 |
70 | 0.1907 | -0.0952 | 0.0609 | 1662287.6303 | 747154.9425 | 864.3812 |