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 | 19464.6 | - | - | - | - | - | - | - |
37 | 16165.4 | - | - | - | - | - | - | - |
38 | 17574.9 | - | - | - | - | - | - | - |
39 | 19795.4 | - | - | - | - | - | - | - |
40 | 19439.5 | - | - | - | - | - | - | - |
41 | 17170 | - | - | - | - | - | - | - |
42 | 21072.4 | - | - | - | - | - | - | - |
43 | 17751.8 | - | - | - | - | - | - | - |
44 | 17515.5 | - | - | - | - | - | - | - |
45 | 18040.3 | - | - | - | - | - | - | - |
46 | 19090.1 | - | - | - | - | - | - | - |
47 | 17746.5 | - | - | - | - | - | - | - |
48 | 19202.1 | - | - | - | - | - | - | - |
49 | 15141.6 | 14165.2682 | 12212.8708 | 16293.8667 | 0.1843 | 0 | 0.0328 | 0 |
50 | 16258.1 | 15764.5458 | 13436.3454 | 18319.3879 | 0.3525 | 0.6836 | 0.0824 | 0.0042 |
51 | 18586.5 | 18703.3819 | 15448.6553 | 22338.2262 | 0.4749 | 0.9063 | 0.278 | 0.394 |
52 | 17209.4 | 16977.6011 | 13052.1574 | 21537.4666 | 0.4603 | 0.2446 | 0.145 | 0.1695 |
53 | 17838.7 | 15638.462 | 11627.2985 | 20382.3584 | 0.1817 | 0.2582 | 0.2634 | 0.0705 |
54 | 19123.5 | 19399.7742 | 14166.9738 | 25647.9041 | 0.4655 | 0.6878 | 0.2999 | 0.5247 |
55 | 16583.6 | 15550.7918 | 10554.5502 | 21749.0947 | 0.372 | 0.1293 | 0.2432 | 0.1241 |
56 | 15991.2 | 16049.9498 | 10674.3022 | 22788.8138 | 0.4932 | 0.4383 | 0.335 | 0.1796 |
57 | 16704.4 | 16236.2102 | 10381.3531 | 23723.8372 | 0.4512 | 0.5256 | 0.3184 | 0.2188 |
58 | 17420.4 | 16996.1861 | 10646.246 | 25201.0634 | 0.4596 | 0.5278 | 0.3085 | 0.2991 |
59 | 17872 | 16221.7385 | 9798.8201 | 24671.7029 | 0.3509 | 0.3905 | 0.3618 | 0.2447 |
60 | 17823.2 | 17201.2015 | 10176.9642 | 26536.8478 | 0.4481 | 0.444 | 0.3372 | 0.3372 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0767 | 0.0689 | 0 | 953223.7722 | 0 | 0 |
50 | 0.0827 | 0.0313 | 0.0501 | 243595.7537 | 598409.7629 | 773.5695 |
51 | 0.0992 | -0.0062 | 0.0355 | 13661.3864 | 403493.6374 | 635.2115 |
52 | 0.137 | 0.0137 | 0.03 | 53730.7244 | 316052.9092 | 562.1858 |
53 | 0.1548 | 0.1407 | 0.0522 | 4841047.3353 | 1221051.7944 | 1105.0121 |
54 | 0.1643 | -0.0142 | 0.0458 | 76327.4555 | 1030264.4046 | 1015.0194 |
55 | 0.2034 | 0.0664 | 0.0488 | 1066692.8643 | 1035468.4702 | 1017.5797 |
56 | 0.2142 | -0.0037 | 0.0431 | 3451.5345 | 906466.3533 | 952.0853 |
57 | 0.2353 | 0.0288 | 0.0416 | 219201.7231 | 830103.6166 | 911.1002 |
58 | 0.2463 | 0.025 | 0.0399 | 179957.4752 | 765089.0025 | 874.6937 |
59 | 0.2658 | 0.1017 | 0.0455 | 2723363.133 | 943113.9234 | 971.1405 |
60 | 0.2769 | 0.0362 | 0.0447 | 386882.1955 | 896761.2794 | 946.9748 |