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 | 2713 | - | - | - | - | - | - | - |
37 | 12842 | - | - | - | - | - | - | - |
38 | 19244 | - | - | - | - | - | - | - |
39 | 48488 | - | - | - | - | - | - | - |
40 | 54464 | - | - | - | - | - | - | - |
41 | 84192 | - | - | - | - | - | - | - |
42 | 84458 | - | - | - | - | - | - | - |
43 | 85793 | - | - | - | - | - | - | - |
44 | 75163 | - | - | - | - | - | - | - |
45 | 68212 | - | - | - | - | - | - | - |
46 | 49233 | - | - | - | - | - | - | - |
47 | 24302 | - | - | - | - | - | - | - |
48 | 5402 | - | - | - | - | - | - | - |
49 | 15058 | 21178.0273 | 4456.8918 | 37899.1627 | 0.2366 | 0.9678 | 0.8357 | 0.9678 |
50 | 33559 | 27580.0273 | 10226.4614 | 44933.5931 | 0.2497 | 0.9214 | 0.8268 | 0.9939 |
51 | 70358 | 56824.0273 | 38860.2826 | 74787.772 | 0.0699 | 0.9944 | 0.8185 | 1 |
52 | 85934 | 62800.0273 | 44246.1597 | 81353.8948 | 0.0073 | 0.2123 | 0.8107 | 1 |
53 | 94452 | 92528.0273 | 73402.2364 | 111653.8182 | 0.4218 | 0.7504 | 0.8035 | 1 |
54 | 129305 | 92794.0273 | 73112.9258 | 112475.1287 | 1e-04 | 0.4344 | 0.7968 | 1 |
55 | 113882 | 94129.0273 | 73907.8594 | 114350.1951 | 0.0278 | 3e-04 | 0.7905 | 1 |
56 | 107256 | 83499.0273 | 62751.8466 | 104246.208 | 0.0124 | 0.0021 | 0.7845 | 1 |
57 | 94274 | 76548.0273 | 55287.8442 | 97808.2103 | 0.0511 | 0.0023 | 0.7789 | 1 |
58 | 57842 | 57569.0273 | 35807.9322 | 79330.1224 | 0.4902 | 5e-04 | 0.7736 | 1 |
59 | 26611 | 32638.0273 | 10387.2939 | 54888.7607 | 0.2977 | 0.0132 | 0.7686 | 0.9918 |
60 | 14521 | 13738.0273 | -8991.7992 | 36467.8538 | 0.4731 | 0.1335 | 0.7639 | 0.7639 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.4028 | -0.289 | 0 | 37454733.8283 | 0 | 0 |
50 | 0.321 | 0.2168 | 0.2529 | 35748114.8643 | 36601424.3463 | 6049.9111 |
51 | 0.1613 | 0.2382 | 0.248 | 183168417.7618 | 85457088.8181 | 9244.3003 |
52 | 0.1507 | 0.3684 | 0.2781 | 535180694.1107 | 197887990.1413 | 14067.2666 |
53 | 0.1055 | 0.0208 | 0.2266 | 3701671.0523 | 159050726.3235 | 12611.5315 |
54 | 0.1082 | 0.3935 | 0.2544 | 1333051129.4356 | 354717460.1755 | 18833.9444 |
55 | 0.1096 | 0.2098 | 0.2481 | 390179931.5341 | 359783527.5124 | 18967.9606 |
56 | 0.1268 | 0.2845 | 0.2526 | 564393753.1279 | 385359805.7144 | 19630.5834 |
57 | 0.1417 | 0.2316 | 0.2503 | 314210109.1008 | 377454283.8684 | 19428.1827 |
58 | 0.1929 | 0.0047 | 0.2257 | 74514.1094 | 339716306.8925 | 18431.3946 |
59 | 0.3478 | -0.1847 | 0.222 | 36325057.7554 | 312135284.2437 | 17667.3508 |
60 | 0.8441 | 0.057 | 0.2082 | 613046.2905 | 286175097.7476 | 16916.7106 |