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 | 2892.63 | - | - | - | - | - | - | - |
21 | 2604.42 | - | - | - | - | - | - | - |
22 | 2641.65 | - | - | - | - | - | - | - |
23 | 2659.81 | - | - | - | - | - | - | - |
24 | 2638.53 | - | - | - | - | - | - | - |
25 | 2720.25 | - | - | - | - | - | - | - |
26 | 2745.88 | - | - | - | - | - | - | - |
27 | 2735.7 | - | - | - | - | - | - | - |
28 | 2811.7 | - | - | - | - | - | - | - |
29 | 2799.43 | - | - | - | - | - | - | - |
30 | 2555.28 | - | - | - | - | - | - | - |
31 | 2304.98 | - | - | - | - | - | - | - |
32 | 2214.95 | - | - | - | - | - | - | - |
33 | 2065.81 | 2194.8146 | 2004.9804 | 2384.6487 | 0.0914 | 0.4177 | 0 | 0.4177 |
34 | 1940.49 | 2220.7994 | 1893.0607 | 2548.5381 | 0.0468 | 0.823 | 0.0059 | 0.514 |
35 | 2042 | 2236.9468 | 1842.1867 | 2631.707 | 0.1665 | 0.9295 | 0.0179 | 0.5435 |
36 | 1995.37 | 2259.9712 | 1823.3191 | 2696.6233 | 0.1175 | 0.8361 | 0.0446 | 0.5801 |
37 | 1946.81 | 2286.0486 | 1796.8347 | 2775.2624 | 0.0871 | 0.8779 | 0.041 | 0.6121 |
38 | 1765.9 | 2298.4299 | 1776.7935 | 2820.0663 | 0.0227 | 0.9068 | 0.0464 | 0.6231 |
39 | 1635.25 | 2313.7885 | 1759.7477 | 2867.8294 | 0.0082 | 0.9737 | 0.0678 | 0.6367 |
40 | 1833.42 | 2337.2464 | 1751.2676 | 2923.2252 | 0.046 | 0.9906 | 0.0563 | 0.6588 |
41 | 1910.43 | 2343.0215 | 1731.9845 | 2954.0585 | 0.0826 | 0.9489 | 0.0716 | 0.6594 |
42 | 1959.67 | 2276.6036 | 1638.9597 | 2914.2475 | 0.165 | 0.8698 | 0.1958 | 0.5752 |
43 | 1969.6 | 2208.3912 | 1546.609 | 2870.1734 | 0.2397 | 0.7693 | 0.3874 | 0.4923 |
44 | 2061.41 | 2190.6889 | 1506.6626 | 2874.7151 | 0.3555 | 0.7368 | 0.4723 | 0.4723 |
45 | 2093.48 | 2204.134 | 1483.1332 | 2925.1348 | 0.3818 | 0.651 | 0.6466 | 0.4883 |
46 | 2120.88 | 2209.9948 | 1448.805 | 2971.1847 | 0.4093 | 0.6179 | 0.7561 | 0.4949 |
47 | 2174.56 | 2214.9115 | 1419.1338 | 3010.6892 | 0.4604 | 0.5916 | 0.6649 | 0.5 |
48 | 2196.72 | 2220.7041 | 1394.085 | 3047.3232 | 0.4773 | 0.5436 | 0.7034 | 0.5054 |
49 | 2350.44 | 2222.6209 | 1364.4043 | 3080.8375 | 0.3852 | 0.5236 | 0.7356 | 0.507 |
50 | 2440.25 | 2225.5543 | 1339.2916 | 3111.8171 | 0.3175 | 0.3912 | 0.8453 | 0.5094 |
51 | 2408.64 | 2227.6486 | 1313.9696 | 3141.3276 | 0.3489 | 0.3242 | 0.8981 | 0.5109 |
52 | 2472.81 | 2228.5218 | 1288.0831 | 3168.9604 | 0.3053 | 0.3537 | 0.7949 | 0.5113 |
53 | 2407.6 | 2230.0396 | 1264.5449 | 3195.5344 | 0.3593 | 0.3111 | 0.7418 | 0.5122 |
54 | 2454.62 | 2230.6935 | 1240.3545 | 3221.0326 | 0.3288 | 0.3631 | 0.7042 | 0.5124 |
55 | 2448.05 | 2231.2292 | 1216.9406 | 3245.5178 | 0.3376 | 0.333 | 0.6934 | 0.5125 |
56 | 2497.84 | 2231.8875 | 1194.415 | 3269.36 | 0.3077 | 0.3415 | 0.6263 | 0.5128 |
57 | 2645.64 | 2232.0945 | 1171.7676 | 3292.4213 | 0.2223 | 0.3116 | 0.6011 | 0.5126 |
58 | 2756.76 | 2232.421 | 1149.9438 | 3314.8982 | 0.1712 | 0.2272 | 0.58 | 0.5126 |
59 | 2849.27 | 2232.6586 | 1128.4556 | 3336.8617 | 0.1369 | 0.1761 | 0.5411 | 0.5125 |
60 | 2921.44 | 2232.7516 | 1107.2237 | 3358.2794 | 0.1152 | 0.1415 | 0.525 | 0.5124 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0441 | -0.0588 | 0 | 16642.1777 | 0 | 0 |
34 | 0.0753 | -0.1262 | 0.0925 | 78573.3618 | 47607.7697 | 218.192 |
35 | 0.09 | -0.0871 | 0.0907 | 38004.268 | 44406.6025 | 210.7287 |
36 | 0.0986 | -0.1171 | 0.0973 | 70013.795 | 50808.4006 | 225.4072 |
37 | 0.1092 | -0.1484 | 0.1075 | 115082.7949 | 63663.2795 | 252.3158 |
38 | 0.1158 | -0.2317 | 0.1282 | 283588.0927 | 100317.415 | 316.7292 |
39 | 0.1222 | -0.2933 | 0.1518 | 460414.5576 | 151759.8639 | 389.5637 |
40 | 0.1279 | -0.2156 | 0.1598 | 253841.0322 | 164520.01 | 405.6107 |
41 | 0.1331 | -0.1846 | 0.1625 | 187135.3998 | 167032.8311 | 408.6965 |
42 | 0.1429 | -0.1392 | 0.1602 | 100446.9118 | 160374.2391 | 400.4675 |
43 | 0.1529 | -0.1081 | 0.1555 | 57021.2311 | 150978.5111 | 388.5595 |
44 | 0.1593 | -0.059 | 0.1474 | 16713.027 | 139789.7208 | 373.8846 |
45 | 0.1669 | -0.0502 | 0.1399 | 12244.3026 | 129978.5348 | 360.5254 |
46 | 0.1757 | -0.0403 | 0.1328 | 7941.4561 | 121261.6006 | 348.2264 |
47 | 0.1833 | -0.0182 | 0.1252 | 1628.2456 | 113286.0436 | 336.5799 |
48 | 0.1899 | -0.0108 | 0.118 | 575.2353 | 106241.6181 | 325.9473 |
49 | 0.197 | 0.0575 | 0.1145 | 16337.7211 | 100953.1535 | 317.7313 |
50 | 0.2032 | 0.0965 | 0.1135 | 46094.234 | 97905.4358 | 312.8984 |
51 | 0.2093 | 0.0812 | 0.1118 | 32757.8911 | 94476.6176 | 307.3705 |
52 | 0.2153 | 0.1096 | 0.1117 | 59676.7348 | 92736.6235 | 304.5269 |
53 | 0.2209 | 0.0796 | 0.1101 | 31527.6825 | 89821.912 | 299.703 |
54 | 0.2265 | 0.1004 | 0.1097 | 50143.0635 | 88018.328 | 296.6788 |
55 | 0.2319 | 0.0972 | 0.1092 | 47011.2763 | 86235.4127 | 293.6587 |
56 | 0.2372 | 0.1192 | 0.1096 | 70730.7527 | 85589.3852 | 292.5566 |
57 | 0.2424 | 0.1853 | 0.1126 | 171019.8991 | 89006.6058 | 298.3397 |
58 | 0.2474 | 0.2349 | 0.1173 | 274931.3942 | 96157.5592 | 310.0928 |
59 | 0.2523 | 0.2762 | 0.1232 | 380209.5591 | 106678.0036 | 326.616 |
60 | 0.2572 | 0.3084 | 0.1298 | 474291.7507 | 119807.066 | 346.1316 |