| 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[32]) |
| 20 | 16530.69231 | - | - | - | - | - | - | - |
| 21 | 10038.41176 | - | - | - | - | - | - | - |
| 22 | 11681.25 | - | - | - | - | - | - | - |
| 23 | 11148.88235 | - | - | - | - | - | - | - |
| 24 | 8631 | - | - | - | - | - | - | - |
| 25 | 9386.444444 | - | - | - | - | - | - | - |
| 26 | 9764.736842 | - | - | - | - | - | - | - |
| 27 | 12043.75 | - | - | - | - | - | - | - |
| 28 | 12948.06667 | - | - | - | - | - | - | - |
| 29 | 10987.125 | - | - | - | - | - | - | - |
| 30 | 11648.3125 | - | - | - | - | - | - | - |
| 31 | 10633.35294 | - | - | - | - | - | - | - |
| 32 | 10219.3 | - | - | - | - | - | - | - |
| 33 | 9037.6 | 11376.5664 | 8302.8517 | 14450.2811 | 0.0679 | 0.7697 | 0.8033 | 0.7697 |
| 34 | 10296.3158 | 9845.4174 | 6745.0215 | 12945.8134 | 0.3878 | 0.6952 | 0.1229 | 0.4066 |
| 35 | 11705.4118 | 11631.9743 | 7731.9065 | 15532.0421 | 0.4853 | 0.749 | 0.5959 | 0.7611 |
| 36 | 10681.9444 | 11235.2551 | 7327.9369 | 15142.5732 | 0.3907 | 0.4068 | 0.9043 | 0.6948 |
| 37 | 9362.9474 | 10878.1531 | 6942.1 | 14814.2062 | 0.2253 | 0.5389 | 0.7712 | 0.6286 |
| 38 | 11306.3529 | 11125.0232 | 7078.0834 | 15171.963 | 0.465 | 0.8033 | 0.745 | 0.6695 |
| 39 | 10984.45 | 11138.8392 | 7053.0146 | 15224.6639 | 0.4705 | 0.468 | 0.3321 | 0.6704 |
| 40 | 10062.619 | 11060.9611 | 6936.2108 | 15185.7115 | 0.3176 | 0.5145 | 0.1849 | 0.6554 |
| 41 | 8118.5833 | 11085.8138 | 6906.0685 | 15265.559 | 0.082 | 0.6843 | 0.5185 | 0.6578 |
| 42 | 8867.48 | 11099.5228 | 6871.9819 | 15327.0637 | 0.1504 | 0.9165 | 0.3996 | 0.6584 |
| 43 | 8346.72 | 11087.1125 | 6814.794 | 15359.431 | 0.1043 | 0.8457 | 0.5825 | 0.6547 |
| 44 | 8529.3077 | 11087.6829 | 6768.3475 | 15407.0182 | 0.1228 | 0.8932 | 0.6532 | 0.6532 |
| 45 | 10697.1818 | 11091.1264 | 6725.56 | 15456.6927 | 0.4298 | 0.875 | 0.8217 | 0.6523 |
| 46 | 8591.84 | 11089.6797 | 6679.0504 | 15500.309 | 0.1335 | 0.5692 | 0.6378 | 0.6505 |
| 47 | 8695.6071 | 11089.2027 | 6633.6353 | 15544.7701 | 0.1462 | 0.864 | 0.3932 | 0.649 |
| 48 | 8125.5714 | 11089.8059 | 6589.6736 | 15589.9381 | 0.0983 | 0.8515 | 0.5705 | 0.6477 |
| 49 | 7009.7586 | 11089.7224 | 6545.5858 | 15633.859 | 0.0392 | 0.8995 | 0.7718 | 0.6463 |
| 50 | 7883.4667 | 11089.5757 | 6501.8333 | 15677.3182 | 0.0854 | 0.9593 | 0.4631 | 0.645 |
| 51 | 7527.6452 | 11089.6548 | 6458.6901 | 15720.6195 | 0.0658 | 0.9126 | 0.5178 | 0.6437 |
| 52 | 6763.7586 | 11089.6686 | 6415.8981 | 15763.4392 | 0.0348 | 0.9324 | 0.6667 | 0.6424 |
| 53 | 6682.3333 | 11089.6402 | 6373.454 | 15805.8264 | 0.0335 | 0.9639 | 0.8915 | 0.6412 |
| 54 | 7855.6818 | 11089.6467 | 6331.4174 | 15847.876 | 0.0914 | 0.9653 | 0.82 | 0.64 |
| 55 | 6738.88 | 11089.6527 | 6289.7501 | 15889.5552 | 0.0378 | 0.9067 | 0.8687 | 0.6389 |
| 56 | 7895.4348 | 11089.6485 | 6248.4324 | 15930.8646 | 0.098 | 0.9609 | 0.85 | 0.6377 |
| 57 | 6361.8846 | 11089.6483 | 6207.4674 | 15971.8292 | 0.0288 | 0.9001 | 0.5626 | 0.6366 |
| 58 | 6935.9565 | 11089.6496 | 6166.8449 | 16012.4543 | 0.0491 | 0.9701 | 0.84 | 0.6355 |
| 59 | 8344.4545 | 11089.6492 | 6126.5533 | 16052.7451 | 0.1392 | 0.9495 | 0.8278 | 0.6345 |
| 60 | 9107.9444 | 11089.649 | 6086.5863 | 16092.7116 | 0.2188 | 0.8589 | 0.8772 | 0.6334 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 33 | 0.1378 | -0.2056 | 0 | 5470763.7857 | 0 | 0 |
| 34 | 0.1607 | 0.0458 | 0.1257 | 203309.3198 | 2837036.5528 | 1684.3505 |
| 35 | 0.1711 | 0.0063 | 0.0859 | 5393.0569 | 1893155.3875 | 1375.9198 |
| 36 | 0.1774 | -0.0492 | 0.0767 | 306152.6356 | 1496404.6995 | 1223.2762 |
| 37 | 0.1846 | -0.1393 | 0.0892 | 2295848.4809 | 1656293.4558 | 1286.9707 |
| 38 | 0.1856 | 0.0163 | 0.0771 | 32880.4698 | 1385724.6248 | 1177.1681 |
| 39 | 0.1871 | -0.0139 | 0.0681 | 23836.0402 | 1191169.1127 | 1091.4069 |
| 40 | 0.1903 | -0.0903 | 0.0708 | 996686.929 | 1166858.8398 | 1080.2124 |
| 41 | 0.1924 | -0.2677 | 0.0927 | 8804456.3753 | 2015480.7882 | 1419.6763 |
| 42 | 0.1943 | -0.2011 | 0.1035 | 4982015.203 | 2312134.2296 | 1520.5704 |
| 43 | 0.1966 | -0.2472 | 0.1166 | 7509750.9111 | 2784644.837 | 1668.7255 |
| 44 | 0.1988 | -0.2307 | 0.1261 | 6545283.5511 | 3098031.3965 | 1760.1226 |
| 45 | 0.2008 | -0.0355 | 0.1191 | 155192.2994 | 2871659.1583 | 1694.597 |
| 46 | 0.2029 | -0.2252 | 0.1267 | 6239203.2773 | 3112198.0239 | 1764.1423 |
| 47 | 0.205 | -0.2158 | 0.1327 | 5729299.4893 | 3286671.455 | 1812.9179 |
| 48 | 0.207 | -0.2673 | 0.1411 | 8786685.9191 | 3630422.359 | 1905.3667 |
| 49 | 0.2091 | -0.3679 | 0.1544 | 16646104.5043 | 4396050.7205 | 2096.6761 |
| 50 | 0.2111 | -0.2891 | 0.1619 | 10279135.3448 | 4722888.7552 | 2173.2208 |
| 51 | 0.2131 | -0.3212 | 0.1703 | 12687912.5531 | 5142100.534 | 2267.62 |
| 52 | 0.215 | -0.3901 | 0.1813 | 18713497.4208 | 5820670.3783 | 2412.6066 |
| 53 | 0.217 | -0.3974 | 0.1916 | 19424353.8777 | 6468464.8307 | 2543.3177 |
| 54 | 0.2189 | -0.2916 | 0.1961 | 10458528.746 | 6649831.3723 | 2578.7267 |
| 55 | 0.2208 | -0.3923 | 0.2046 | 18929222.6535 | 7183717.9497 | 2680.2459 |
| 56 | 0.2227 | -0.288 | 0.2081 | 10203001.4416 | 7309521.4286 | 2703.6127 |
| 57 | 0.2246 | -0.4263 | 0.2169 | 22351749.4641 | 7911210.55 | 2812.6874 |
| 58 | 0.2265 | -0.3746 | 0.2229 | 17253166.177 | 8270516.5356 | 2875.8506 |
| 59 | 0.2283 | -0.2475 | 0.2238 | 7536093.6029 | 8243315.6863 | 2871.1175 |
| 60 | 0.2302 | -0.1787 | 0.2222 | 3927152.7698 | 8089167.0107 | 2844.1461 |
