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[39]) |
27 | 17714362.2 | - | - | - | - | - | - | - |
28 | 16282088 | - | - | - | - | - | - | - |
29 | 15014866.2 | - | - | - | - | - | - | - |
30 | 17722582.4 | - | - | - | - | - | - | - |
31 | 13876509.4 | - | - | - | - | - | - | - |
32 | 15495489.6 | - | - | - | - | - | - | - |
33 | 17799521.1 | - | - | - | - | - | - | - |
34 | 17920079.1 | - | - | - | - | - | - | - |
35 | 17248022.4 | - | - | - | - | - | - | - |
36 | 18813782.4 | - | - | - | - | - | - | - |
37 | 16249688.3 | - | - | - | - | - | - | - |
38 | 17823358.5 | - | - | - | - | - | - | - |
39 | 20424438.3 | - | - | - | - | - | - | - |
40 | 17814218.7 | 19048152.8461 | 17586698.4141 | 20509607.2782 | 0.049 | 0.0325 | 0.9999 | 0.0325 |
41 | 19699959.6 | 17828351.8966 | 16164719.2957 | 19491984.4975 | 0.0137 | 0.5066 | 0.9995 | 0.0011 |
42 | 19776328.1 | 20491638.603 | 18559289.1957 | 22423988.0102 | 0.2341 | 0.789 | 0.9975 | 0.5272 |
43 | 15679833.1 | 16667530.8523 | 14501307.6426 | 18833754.062 | 0.1857 | 0.0025 | 0.9942 | 3e-04 |
44 | 17119266.5 | 18276819.0866 | 15913259.0427 | 20640379.1305 | 0.1686 | 0.9844 | 0.9895 | 0.0375 |
45 | 20092613 | 20583012.3959 | 18028169.6361 | 23137855.1557 | 0.3534 | 0.9961 | 0.9836 | 0.5484 |
46 | 20863688.3 | 20704042.3506 | 17975088.0018 | 23432996.6995 | 0.4544 | 0.6697 | 0.9772 | 0.5796 |
47 | 20925203.1 | 20030633.2747 | 17137068.5989 | 22924197.9505 | 0.2723 | 0.2863 | 0.9703 | 0.3948 |
48 | 21032593 | 21595816.8913 | 18546500.3112 | 24645133.4715 | 0.3587 | 0.6668 | 0.9631 | 0.7743 |
49 | 20664684.3 | 19032263.6864 | 15834951.18 | 22229576.1928 | 0.1585 | 0.1101 | 0.956 | 0.1967 |
50 | 19711511.4 | 20603773.204 | 17264900.6229 | 23942645.785 | 0.3002 | 0.4857 | 0.9487 | 0.5419 |
51 | 22553293.4 | 23205438.0937 | 19730816.2009 | 26680059.9865 | 0.3565 | 0.9756 | 0.9416 | 0.9416 |
52 | 19498332.9 | 21829069.4046 | 17593983.7952 | 26064155.0139 | 0.1404 | 0.3687 | 0.9684 | 0.7422 |
53 | 20722827.8 | 20609214.0809 | 16024653.9655 | 25193774.1963 | 0.4806 | 0.6826 | 0.6513 | 0.5315 |
54 | 21321275 | 23272555.2887 | 18293054.4314 | 28252056.146 | 0.2212 | 0.8422 | 0.9156 | 0.8689 |
55 | 17960847.7 | 19448419.5614 | 14104509.9097 | 24792329.2132 | 0.2927 | 0.2461 | 0.9165 | 0.3602 |
56 | 17789654.9 | 21057717.014 | 15384069.9336 | 26731364.0943 | 0.1295 | 0.8577 | 0.9132 | 0.5866 |
57 | 20003708.5 | 23363909.2236 | 17370828.4106 | 29356990.0365 | 0.1359 | 0.9659 | 0.8577 | 0.8318 |
58 | 21169851.7 | 23484938.1721 | 17191907.5635 | 29777968.7806 | 0.2354 | 0.8609 | 0.7929 | 0.8298 |
59 | 20422839.4 | 22811530.0195 | 16231367.0784 | 29391692.9606 | 0.2384 | 0.6876 | 0.7129 | 0.7615 |
60 | 19810562.3 | 24376713.1786 | 17521420.6803 | 31232005.677 | 0.0959 | 0.8709 | 0.8305 | 0.8708 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
40 | 0.0391 | -0.0648 | 0.0031 | 1522593477018.39 | 72504451286.5901 | 269266.5061 |
41 | 0.0476 | 0.105 | 0.005 | 3502915395455.29 | 166805495021.680 | 408418.2844 |
42 | 0.0481 | -0.0349 | 0.0017 | 511669115633.984 | 24365195982.5707 | 156093.5488 |
43 | 0.0663 | -0.0593 | 0.0028 | 975546849919.68 | 46454611900.9371 | 215533.3197 |
44 | 0.066 | -0.0633 | 0.003 | 1339927990856.76 | 63806094802.7027 | 252598.6833 |
45 | 0.0633 | -0.0238 | 0.0011 | 240491567520.748 | 11451979405.7499 | 107013.9216 |
46 | 0.0672 | 0.0077 | 4e-04 | 25486829154.733 | 1213658531.1778 | 34837.6023 |
47 | 0.0737 | 0.0447 | 0.0021 | 800255172305.475 | 38107389157.4035 | 195211.1399 |
48 | 0.072 | -0.0261 | 0.0012 | 317221151779.305 | 15105769132.3479 | 122905.5293 |
49 | 0.0857 | 0.0858 | 0.0041 | 2664797059635.71 | 126895098077.891 | 356223.3823 |
50 | 0.0827 | -0.0433 | 0.0021 | 796131126814.475 | 37911006038.7845 | 194707.4884 |
51 | 0.0764 | -0.0281 | 0.0013 | 425292701517.424 | 20252033405.5916 | 142309.6392 |
52 | 0.099 | -0.1068 | 0.0051 | 5432332653707.05 | 258682507319.383 | 508608.4027 |
53 | 0.1135 | 0.0055 | 3e-04 | 12908077172.9689 | 614670341.5699 | 24792.5461 |
54 | 0.1092 | -0.0838 | 0.004 | 3807494765218.43 | 181309274534.211 | 425804.2679 |
55 | 0.1402 | -0.0765 | 0.0036 | 2212870042924.65 | 105374763948.793 | 324614.7932 |
56 | 0.1375 | -0.1552 | 0.0074 | 10680229980709.9 | 508582380033.806 | 713149.6197 |
57 | 0.1309 | -0.1438 | 0.0068 | 11290948902680.3 | 537664233460.968 | 733255.9127 |
58 | 0.1367 | -0.0986 | 0.0047 | 5359625373097.41 | 255220255861.781 | 505193.2856 |
59 | 0.1472 | -0.1047 | 0.005 | 5705842875696.67 | 271706803604.603 | 521255.0274 |
60 | 0.1435 | -0.1873 | 0.0089 | 20849733846145.7 | 992844468864.08 | 996415.8112 |