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[33]) |
21 | 26736 | - | - | - | - | - | - | - |
22 | 23691 | - | - | - | - | - | - | - |
23 | 18157 | - | - | - | - | - | - | - |
24 | 17328 | - | - | - | - | - | - | - |
25 | 18205 | - | - | - | - | - | - | - |
26 | 20995 | - | - | - | - | - | - | - |
27 | 17382 | - | - | - | - | - | - | - |
28 | 9367 | - | - | - | - | - | - | - |
29 | 31124 | - | - | - | - | - | - | - |
30 | 26551 | - | - | - | - | - | - | - |
31 | 30651 | - | - | - | - | - | - | - |
32 | 25859 | - | - | - | - | - | - | - |
33 | 25100 | - | - | - | - | - | - | - |
34 | 25778 | 24007.9806 | 20415.6842 | 27600.277 | 0.1671 | 0.2756 | 0.5687 | 0.2756 |
35 | 20418 | 19164.4964 | 15459.428 | 22869.5649 | 0.2536 | 2e-04 | 0.703 | 8e-04 |
36 | 18688 | 18070.9166 | 13008.4422 | 23133.391 | 0.4056 | 0.1818 | 0.6132 | 0.0033 |
37 | 20424 | 18225.8107 | 13003.4994 | 23448.122 | 0.2047 | 0.4311 | 0.5031 | 0.0049 |
38 | 24776 | 20462.6138 | 15242.8307 | 25682.3969 | 0.0527 | 0.5058 | 0.4208 | 0.0408 |
39 | 19814 | 16689.1789 | 11456.9986 | 21921.3592 | 0.1209 | 0.0012 | 0.3976 | 8e-04 |
40 | 12738 | 8831.0083 | 3593.6282 | 14068.3885 | 0.0719 | 0 | 0.4205 | 0 |
41 | 31566 | 30835.6387 | 25603.4135 | 36067.8639 | 0.3922 | 1 | 0.457 | 0.9842 |
42 | 30111 | 26424.7853 | 21173.6553 | 31675.9153 | 0.0844 | 0.0275 | 0.4812 | 0.6895 |
43 | 30019 | 30547.69 | 25259.7713 | 35835.6087 | 0.4223 | 0.5643 | 0.4847 | 0.9783 |
44 | 31934 | 25686.9061 | 20371.5217 | 31002.2904 | 0.0106 | 0.0551 | 0.4747 | 0.5857 |
45 | 25826 | 24845.2888 | 19519.7945 | 30170.7832 | 0.3591 | 0.0045 | 0.4627 | 0.4627 |
46 | 26835 | 23708.8416 | 17123.3494 | 30294.3338 | 0.1761 | 0.2643 | 0.269 | 0.3394 |
47 | 20205 | 18867.3553 | 12178.3415 | 25556.3691 | 0.3475 | 0.0098 | 0.3248 | 0.0339 |
48 | 17789 | 17801.0353 | 10143.2179 | 25458.8526 | 0.4988 | 0.2692 | 0.4102 | 0.0309 |
49 | 20520 | 17982.3519 | 10163.7471 | 25800.9566 | 0.2623 | 0.5193 | 0.2702 | 0.0372 |
50 | 22518 | 20230.3854 | 12402.6954 | 28058.0754 | 0.2834 | 0.4711 | 0.1275 | 0.1114 |
51 | 15572 | 16453.2961 | 8650.0489 | 24256.5434 | 0.4124 | 0.0638 | 0.1993 | 0.0149 |
52 | 11509 | 8585.0524 | 802.1472 | 16367.9576 | 0.2308 | 0.0392 | 0.1478 | 0 |
53 | 25447 | 30581.5744 | 22803.9072 | 38359.2415 | 0.0978 | 1 | 0.402 | 0.9164 |
54 | 24090 | 26168.245 | 18359.3413 | 33977.1488 | 0.301 | 0.5718 | 0.1612 | 0.6057 |
55 | 27786 | 30293.2521 | 22433.9087 | 38152.5956 | 0.2659 | 0.9391 | 0.5273 | 0.9024 |
56 | 26195 | 25436 | 17535.6305 | 33336.3694 | 0.4253 | 0.2799 | 0.0535 | 0.5332 |
57 | 20516 | 24596.7592 | 16674.8033 | 32518.7152 | 0.1563 | 0.3463 | 0.3805 | 0.4505 |
58 | 22759 | 23460.7086 | 14487.6995 | 32433.7177 | 0.4391 | 0.74 | 0.2305 | 0.3601 |
59 | 19028 | 18618.2734 | 9521.1995 | 27715.3473 | 0.4648 | 0.1862 | 0.3662 | 0.0813 |
60 | 16971 | 17550.7687 | 7588.3577 | 27513.1798 | 0.4546 | 0.3857 | 0.4813 | 0.0687 |
61 | 20036 | 17731.4267 | 7596.0649 | 27866.7885 | 0.3279 | 0.5585 | 0.2949 | 0.0771 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.0763 | 0.0737 | 0 | 3132968.7274 | 0 | 0 |
35 | 0.0986 | 0.0654 | 0.0696 | 1571271.152 | 2352119.9397 | 1533.6623 |
36 | 0.1429 | 0.0341 | 0.0578 | 380791.9182 | 1695010.5992 | 1301.9257 |
37 | 0.1462 | 0.1206 | 0.0735 | 4832036.1109 | 2479266.9771 | 1574.5688 |
38 | 0.1301 | 0.2108 | 0.1009 | 18605300.4021 | 5704473.6621 | 2388.404 |
39 | 0.16 | 0.1872 | 0.1153 | 9764507.0077 | 6381145.8864 | 2526.093 |
40 | 0.3026 | 0.4424 | 0.162 | 15264583.782 | 7650208.4429 | 2765.901 |
41 | 0.0866 | 0.0237 | 0.1448 | 533427.6896 | 6760610.8487 | 2600.1175 |
42 | 0.1014 | 0.1395 | 0.1442 | 13588178.9946 | 7519229.5316 | 2742.1214 |
43 | 0.0883 | -0.0173 | 0.1315 | 279513.1206 | 6795257.8905 | 2606.7715 |
44 | 0.1056 | 0.2432 | 0.1416 | 39026182.7681 | 9725341.9703 | 3118.5481 |
45 | 0.1094 | 0.0395 | 0.1331 | 961794.3759 | 8995046.3374 | 2999.1743 |
46 | 0.1417 | 0.1319 | 0.133 | 9772866.1435 | 9054878.6302 | 3009.1325 |
47 | 0.1809 | 0.0709 | 0.1286 | 1789293.2793 | 8535908.248 | 2921.6277 |
48 | 0.2195 | -7e-04 | 0.1201 | 144.8476 | 7966857.3546 | 2822.5622 |
49 | 0.2218 | 0.1411 | 0.1214 | 6439658.0278 | 7871407.3967 | 2805.6029 |
50 | 0.1974 | 0.1131 | 0.1209 | 5233180.4627 | 7716217.5771 | 2777.8081 |
51 | 0.242 | -0.0536 | 0.1171 | 776682.895 | 7330687.8725 | 2707.5243 |
52 | 0.4625 | 0.3406 | 0.1289 | 8549469.5399 | 7394834.276 | 2719.3445 |
53 | 0.1298 | -0.1679 | 0.1309 | 26363853.837 | 8343285.2541 | 2888.4746 |
54 | 0.1523 | -0.0794 | 0.1284 | 4319102.4751 | 8151657.5027 | 2855.1108 |
55 | 0.1324 | -0.0828 | 0.1263 | 6286313.2396 | 8066869.1271 | 2840.2234 |
56 | 0.1585 | 0.0298 | 0.1221 | 576081.0502 | 7741182.689 | 2782.2981 |
57 | 0.1643 | -0.1659 | 0.124 | 16652595.957 | 8112491.5752 | 2848.2436 |
58 | 0.1951 | -0.0299 | 0.1202 | 492394.9549 | 7807687.7103 | 2794.224 |
59 | 0.2493 | 0.022 | 0.1164 | 167875.8993 | 7513848.7945 | 2741.1401 |
60 | 0.2896 | -0.033 | 0.1133 | 336131.791 | 7248007.424 | 2692.2124 |
61 | 0.2916 | 0.13 | 0.1139 | 5311058.0394 | 7178830.6603 | 2679.334 |