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 | 19406.8 | - | - | - | - | - | - | - |
37 | 18385.3 | - | - | - | - | - | - | - |
38 | 20739.3 | - | - | - | - | - | - | - |
39 | 22268.3 | - | - | - | - | - | - | - |
40 | 21569 | - | - | - | - | - | - | - |
41 | 17514.8 | - | - | - | - | - | - | - |
42 | 21124.7 | - | - | - | - | - | - | - |
43 | 21251 | - | - | - | - | - | - | - |
44 | 21393 | - | - | - | - | - | - | - |
45 | 22145.2 | - | - | - | - | - | - | - |
46 | 20310.5 | - | - | - | - | - | - | - |
47 | 23466.9 | - | - | - | - | - | - | - |
48 | 21264.6 | - | - | - | - | - | - | - |
49 | 18388.1 | 20354.9442 | 18795.1857 | 21914.7028 | 0.0067 | 0.1265 | 0.9933 | 0.1265 |
50 | 22635.4 | 22001.4017 | 20430.2374 | 23572.566 | 0.2145 | 1 | 0.9423 | 0.821 |
51 | 22014.3 | 24161.371 | 22539.3038 | 25783.4383 | 0.0047 | 0.9674 | 0.9889 | 0.9998 |
52 | 18422.7 | 23504.3063 | 21751.3223 | 25257.2903 | 0 | 0.9521 | 0.9848 | 0.9939 |
53 | 16120.2 | 19345.596 | 17516.1621 | 21175.0298 | 3e-04 | 0.8386 | 0.9751 | 0.0199 |
54 | 16037.7 | 22925.2253 | 21083.3073 | 24767.1432 | 0 | 1 | 0.9723 | 0.9614 |
55 | 16410.7 | 23273.2134 | 21340.9228 | 25205.5039 | 0 | 1 | 0.9799 | 0.9792 |
56 | 17749.8 | 22884.2642 | 20889.1384 | 24879.3899 | 0 | 1 | 0.9285 | 0.9442 |
57 | 16349.8 | 24188.4518 | 22155.4717 | 26221.4319 | 0 | 1 | 0.9756 | 0.9976 |
58 | 15662.3 | 22123.7315 | 20043.6744 | 24203.7886 | 0 | 1 | 0.9562 | 0.7909 |
59 | 17782.3 | 25680.3435 | 23538.5394 | 27822.1477 | 0 | 1 | 0.9786 | 1 |
60 | 16398.9 | 23070.0186 | 20885.5778 | 25254.4594 | 0 | 1 | 0.9474 | 0.9474 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0391 | -0.0966 | 0.0081 | 3868476.2742 | 322373.0228 | 567.779 |
50 | 0.0364 | 0.0288 | 0.0024 | 401953.881 | 33496.1567 | 183.0196 |
51 | 0.0343 | -0.0889 | 0.0074 | 4609914.0375 | 384159.5031 | 619.806 |
52 | 0.0381 | -0.2162 | 0.018 | 25822722.5532 | 2151893.5461 | 1466.9334 |
53 | 0.0482 | -0.1667 | 0.0139 | 10403179.157 | 866931.5964 | 931.0916 |
54 | 0.041 | -0.3004 | 0.025 | 47438004.2397 | 3953167.02 | 1988.2573 |
55 | 0.0424 | -0.2949 | 0.0246 | 47094089.5085 | 3924507.459 | 1981.037 |
56 | 0.0445 | -0.2244 | 0.0187 | 26362722.1636 | 2196893.5136 | 1482.1921 |
57 | 0.0429 | -0.3241 | 0.027 | 61444461.8638 | 5120371.822 | 2262.8239 |
58 | 0.048 | -0.2921 | 0.0243 | 41750097.3425 | 3479174.7785 | 1865.2546 |
59 | 0.0426 | -0.3076 | 0.0256 | 62379091.3066 | 5198257.6089 | 2279.9688 |
60 | 0.0483 | -0.2892 | 0.0241 | 44503823.3212 | 3708651.9434 | 1925.7861 |