| 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 | 3570.12 | - | - | - | - | - | - | - |
| 21 | 3701.61 | - | - | - | - | - | - | - |
| 22 | 3862.27 | - | - | - | - | - | - | - |
| 23 | 3970.1 | - | - | - | - | - | - | - |
| 24 | 4138.52 | - | - | - | - | - | - | - |
| 25 | 4199.75 | - | - | - | - | - | - | - |
| 26 | 4290.89 | - | - | - | - | - | - | - |
| 27 | 4443.91 | - | - | - | - | - | - | - |
| 28 | 4502.64 | - | - | - | - | - | - | - |
| 29 | 4356.98 | - | - | - | - | - | - | - |
| 30 | 4591.27 | - | - | - | - | - | - | - |
| 31 | 4696.96 | - | - | - | - | - | - | - |
| 32 | 4621.4 | - | - | - | - | - | - | - |
| 33 | 4562.84 | 4678.8207 | 4461.7319 | 4895.9094 | 0.1475 | 0.6979 | 1 | 0.6979 |
| 34 | 4202.52 | 4709.7117 | 4392.7664 | 5026.657 | 9e-04 | 0.8181 | 1 | 0.7075 |
| 35 | 4296.49 | 4755.8926 | 4411.8055 | 5099.9798 | 0.0044 | 0.9992 | 1 | 0.7782 |
| 36 | 4435.23 | 4926.8914 | 4577.3116 | 5276.4713 | 0.0029 | 0.9998 | 1 | 0.9566 |
| 37 | 4105.18 | 5053.326 | 4700.9595 | 5405.6925 | 0 | 0.9997 | 1 | 0.9919 |
| 38 | 4116.68 | 5200.7431 | 4837.7909 | 5563.6953 | 0 | 1 | 1 | 0.9991 |
| 39 | 3844.49 | 5391.7436 | 5004.0691 | 5779.4181 | 0 | 1 | 1 | 1 |
| 40 | 3720.98 | 5470.0407 | 5043.5915 | 5896.4898 | 0 | 1 | 1 | 1 |
| 41 | 3674.4 | 5360.7175 | 4892.5942 | 5828.8408 | 0 | 1 | 1 | 0.999 |
| 42 | 3857.62 | 5581.186 | 5070.2995 | 6092.0726 | 0 | 1 | 0.9999 | 0.9999 |
| 43 | 3801.06 | 5691.2533 | 5138.6768 | 6243.8298 | 0 | 1 | 0.9998 | 0.9999 |
| 44 | 3504.37 | 5624.8829 | 5027.2057 | 6222.5601 | 0 | 1 | 0.9995 | 0.9995 |
| 45 | 3032.6 | 5716.0951 | 4970.5103 | 6461.6799 | 0 | 1 | 0.9988 | 0.998 |
| 46 | 3047.03 | 5779.344 | 4891.9352 | 6666.7527 | 0 | 1 | 0.9998 | 0.9947 |
| 47 | 2962.34 | 5854.1096 | 4876.9889 | 6831.2302 | 0 | 1 | 0.9991 | 0.9933 |
| 48 | 2197.82 | 6041.7006 | 5000.0359 | 7083.3654 | 0 | 1 | 0.9987 | 0.9962 |
| 49 | 2014.45 | 6184.732 | 5082.5824 | 7286.8815 | 0 | 1 | 0.9999 | 0.9973 |
| 50 | 1862.83 | 6346.3048 | 5167.7901 | 7524.8195 | 0 | 1 | 0.9999 | 0.9979 |
| 51 | 1905.41 | 6557.2956 | 5285.8198 | 7828.7714 | 0 | 1 | 1 | 0.9986 |
| 52 | 1810.99 | 6654.4001 | 5275.1711 | 8033.6291 | 0 | 1 | 1 | 0.9981 |
| 53 | 1670.07 | 6567.1691 | 5076.871 | 8057.4671 | 0 | 1 | 0.9999 | 0.9948 |
| 54 | 1864.44 | 6806.3597 | 5201.9287 | 8410.7908 | 0 | 1 | 0.9998 | 0.9962 |
| 55 | 2052.02 | 6937.0552 | 5218.5265 | 8655.5839 | 0 | 1 | 0.9998 | 0.9959 |
| 56 | 2029.6 | 6888.4578 | 5050.9875 | 8725.9281 | 0 | 1 | 0.9998 | 0.9922 |
| 57 | 2070.83 | 6999.8737 | 4959.9489 | 9039.7985 | 0 | 1 | 0.9999 | 0.9889 |
| 58 | 2293.41 | 7081.2795 | 4836.0251 | 9326.5339 | 0 | 1 | 0.9998 | 0.9841 |
| 59 | 2443.27 | 7176.529 | 4765.39 | 9587.668 | 1e-04 | 1 | 0.9997 | 0.9811 |
| 60 | 2513.17 | 7382.599 | 4827.1403 | 9938.0577 | 1e-04 | 0.9999 | 1 | 0.9829 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 33 | 0.0237 | -0.0248 | 0 | 13451.5208 | 0 | 0 |
| 34 | 0.0343 | -0.1077 | 0.0662 | 257243.4132 | 135347.467 | 367.896 |
| 35 | 0.0369 | -0.0966 | 0.0764 | 211050.7759 | 160581.9033 | 400.7267 |
| 36 | 0.0362 | -0.0998 | 0.0822 | 241730.9735 | 180869.1708 | 425.2872 |
| 37 | 0.0356 | -0.1876 | 0.1033 | 898980.8013 | 324491.4969 | 569.6416 |
| 38 | 0.0356 | -0.2084 | 0.1208 | 1175192.8307 | 466275.0525 | 682.8434 |
| 39 | 0.0367 | -0.287 | 0.1446 | 2393993.7259 | 741663.4344 | 861.1988 |
| 40 | 0.0398 | -0.3198 | 0.1665 | 3059213.1601 | 1031357.1502 | 1015.5576 |
| 41 | 0.0446 | -0.3146 | 0.1829 | 2843666.7234 | 1232724.8805 | 1110.2814 |
| 42 | 0.0467 | -0.3088 | 0.1955 | 2970679.8282 | 1406520.3753 | 1185.9681 |
| 43 | 0.0495 | -0.3321 | 0.2079 | 3572830.768 | 1603457.6837 | 1266.2771 |
| 44 | 0.0542 | -0.377 | 0.222 | 4496574.9326 | 1844550.7878 | 1358.1424 |
| 45 | 0.0665 | -0.4695 | 0.241 | 7201146.1843 | 2256596.5875 | 1502.1973 |
| 46 | 0.0783 | -0.4728 | 0.2576 | 7465539.6962 | 2628663.9524 | 1621.3155 |
| 47 | 0.0852 | -0.494 | 0.2734 | 8362331.1633 | 3010908.4332 | 1735.1969 |
| 48 | 0.088 | -0.6362 | 0.296 | 14775418.2851 | 3746190.2989 | 1935.5078 |
| 49 | 0.0909 | -0.6743 | 0.3183 | 17391251.551 | 4548840.9608 | 2132.8012 |
| 50 | 0.0947 | -0.7065 | 0.3399 | 20101546.6205 | 5412880.1641 | 2326.5597 |
| 51 | 0.0989 | -0.7094 | 0.3593 | 21640039.4732 | 6266941.1804 | 2503.3859 |
| 52 | 0.1057 | -0.7279 | 0.3777 | 23458621.2026 | 7126525.1815 | 2669.5552 |
| 53 | 0.1158 | -0.7457 | 0.3953 | 23981579.343 | 7929146.8082 | 2815.8741 |
| 54 | 0.1203 | -0.7261 | 0.4103 | 24422570.7235 | 8678847.8953 | 2945.9884 |
| 55 | 0.1264 | -0.7042 | 0.4231 | 23863568.5264 | 9339053.1401 | 3055.9864 |
| 56 | 0.1361 | -0.7054 | 0.4348 | 23608499.3357 | 9933613.3983 | 3151.7635 |
| 57 | 0.1487 | -0.7042 | 0.4456 | 24295471.9346 | 10508087.7397 | 3241.6181 |
| 58 | 0.1618 | -0.6761 | 0.4545 | 22923694.7428 | 10985611.086 | 3314.4549 |
| 59 | 0.1714 | -0.6595 | 0.4621 | 22403740.4343 | 11408504.7656 | 3377.6478 |
| 60 | 0.1766 | -0.6596 | 0.4691 | 23711338.7682 | 11847891.6942 | 3442.0767 |
