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 | 82719 | - | - | - | - | - | - | - |
37 | 83614 | - | - | - | - | - | - | - |
38 | 81640 | - | - | - | - | - | - | - |
39 | 78665 | - | - | - | - | - | - | - |
40 | 77828 | - | - | - | - | - | - | - |
41 | 75728 | - | - | - | - | - | - | - |
42 | 72187 | - | - | - | - | - | - | - |
43 | 79357 | - | - | - | - | - | - | - |
44 | 81329 | - | - | - | - | - | - | - |
45 | 77304 | - | - | - | - | - | - | - |
46 | 75576 | - | - | - | - | - | - | - |
47 | 72932 | - | - | - | - | - | - | - |
48 | 74291 | - | - | - | - | - | - | - |
49 | 74988 | 74937.0991 | 72242.8717 | 77631.3265 | 0.4852 | 0.6808 | 0 | 0.6808 |
50 | 73302 | 73470.9233 | 69661.6124 | 77280.2343 | 0.4654 | 0.2175 | 0 | 0.3365 |
51 | 70483 | 71084.4472 | 66419.3815 | 75749.5129 | 0.4003 | 0.1757 | 7e-04 | 0.089 |
52 | 69848 | 70220.7788 | 64834.2375 | 75607.32 | 0.4461 | 0.462 | 0.0028 | 0.0693 |
53 | 66466 | 68664.412 | 62642.2185 | 74686.6055 | 0.2371 | 0.35 | 0.0108 | 0.0335 |
54 | 67610 | 66288.0451 | 59691.1668 | 72884.9233 | 0.3472 | 0.4789 | 0.0398 | 0.0087 |
55 | 75091 | 73093.1798 | 65967.8173 | 80218.5424 | 0.2913 | 0.9343 | 0.0424 | 0.3709 |
56 | 76207 | 74814.6271 | 67197.3586 | 82431.8956 | 0.3601 | 0.4717 | 0.0468 | 0.5536 |
57 | 73454 | 71998.924 | 63919.6438 | 80078.2041 | 0.362 | 0.1537 | 0.099 | 0.2891 |
58 | 72008 | 69447.469 | 60931.2048 | 77963.7332 | 0.2778 | 0.1782 | 0.0792 | 0.1325 |
59 | 71362 | 66604.8732 | 57672.9784 | 75536.768 | 0.1483 | 0.1179 | 0.0825 | 0.0458 |
60 | 74250 | 67444.5161 | 58115.4898 | 76773.5425 | 0.0764 | 0.2052 | 0.0752 | 0.0752 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0183 | 7e-04 | 0 | 2590.9028 | 0 | 0 |
50 | 0.0265 | -0.0023 | 0.0015 | 28535.0904 | 15562.9966 | 124.7517 |
51 | 0.0335 | -0.0085 | 0.0038 | 361738.7044 | 130954.8992 | 361.8769 |
52 | 0.0391 | -0.0053 | 0.0042 | 138964.0091 | 132957.1767 | 364.6329 |
53 | 0.0447 | -0.032 | 0.0098 | 4833015.4099 | 1072968.8233 | 1035.8421 |
54 | 0.0508 | 0.0199 | 0.0115 | 1747564.8794 | 1185401.4993 | 1088.7615 |
55 | 0.0497 | 0.0273 | 0.0137 | 3991285.49 | 1586242.0694 | 1259.461 |
56 | 0.0519 | 0.0186 | 0.0143 | 1938702.2692 | 1630299.5944 | 1276.8319 |
57 | 0.0573 | 0.0202 | 0.015 | 2117246.2658 | 1684404.7801 | 1297.8462 |
58 | 0.0626 | 0.0369 | 0.0172 | 6556319.1479 | 2171596.2169 | 1473.6337 |
59 | 0.0684 | 0.0714 | 0.0221 | 22630255.2565 | 4031474.3114 | 2007.8532 |
60 | 0.0706 | 0.1009 | 0.0287 | 46314610.7192 | 7555069.012 | 2748.6486 |