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 | 18276.563 | 10325.0641 | 29754.967 | 0.2913 | 0.986 | 0.8233 | 0.986 |
50 | 33559 | 26353.7852 | 15660.6646 | 41333.6143 | 0.1729 | 0.9303 | 0.8239 | 0.9969 |
51 | 70358 | 61699.6884 | 41116.9298 | 88592.0265 | 0.264 | 0.9799 | 0.8322 | 1 |
52 | 85934 | 68753.4857 | 46019.1 | 98376.3929 | 0.1278 | 0.4577 | 0.8278 | 1 |
53 | 94452 | 103379.687 | 72074.377 | 143146.4719 | 0.33 | 0.8051 | 0.8279 | 1 |
54 | 129305 | 103686.7787 | 71746.4969 | 144452.0405 | 0.109 | 0.6715 | 0.8224 | 1 |
55 | 113882 | 105227.4027 | 72379.1418 | 147308.3965 | 0.3434 | 0.131 | 0.8173 | 1 |
56 | 107256 | 92930.6457 | 62470.1556 | 132514.7884 | 0.2391 | 0.1498 | 0.8105 | 1 |
57 | 94274 | 84849.7567 | 55925.9643 | 122897.6988 | 0.3137 | 0.1242 | 0.8043 | 1 |
58 | 57842 | 62581.2416 | 39178.8506 | 94351.5307 | 0.385 | 0.0253 | 0.7949 | 0.9998 |
59 | 26611 | 32610.1157 | 18084.4625 | 53807.8456 | 0.2896 | 0.0098 | 0.7788 | 0.9941 |
60 | 14521 | 8478.6668 | 3295.4598 | 17689.6084 | 0.0993 | 1e-04 | 0.7437 | 0.7437 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.3204 | -0.1761 | 0 | 10359147.6517 | 0 | 0 |
50 | 0.29 | 0.2734 | 0.2248 | 51915120.2199 | 31137133.9358 | 5580.0658 |
51 | 0.2224 | 0.1403 | 0.1966 | 74966360.5858 | 45746876.1525 | 6763.6437 |
52 | 0.2198 | 0.2499 | 0.2099 | 295170072.4033 | 108102675.2152 | 10397.2436 |
53 | 0.1963 | -0.0864 | 0.1852 | 79703595.9666 | 102422859.3655 | 10120.4179 |
54 | 0.2006 | 0.2471 | 0.1955 | 656293260.9894 | 194734592.9695 | 13954.7337 |
55 | 0.204 | 0.0822 | 0.1793 | 74902054.2757 | 177615658.8704 | 13327.2525 |
56 | 0.2173 | 0.1542 | 0.1762 | 205215774.7559 | 181065673.3561 | 13456.0646 |
57 | 0.2288 | 0.1111 | 0.169 | 88816361.0152 | 170815749.7626 | 13069.6499 |
58 | 0.259 | -0.0757 | 0.1596 | 22460411.1332 | 155980215.8997 | 12489.204 |
59 | 0.3317 | -0.184 | 0.1618 | 35989389.0577 | 145071958.914 | 12044.5821 |
60 | 0.5543 | 0.7127 | 0.2077 | 36509791.1007 | 136025111.5963 | 11662.9804 |