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 | 2544 | - | - | - | - | - | - | - |
21 | 2872 | - | - | - | - | - | - | - |
22 | 3198 | - | - | - | - | - | - | - |
23 | 3544 | - | - | - | - | - | - | - |
24 | 3903 | - | - | - | - | - | - | - |
25 | 332 | - | - | - | - | - | - | - |
26 | 665 | - | - | - | - | - | - | - |
27 | 1001 | - | - | - | - | - | - | - |
28 | 1329 | - | - | - | - | - | - | - |
29 | 1639 | - | - | - | - | - | - | - |
30 | 1975 | - | - | - | - | - | - | - |
31 | 2304 | - | - | - | - | - | - | - |
32 | 2640 | - | - | - | - | - | - | - |
33 | 2992 | 2521.234 | 1026.1265 | 4016.3415 | 0.2686 | 0.4381 | 0.3228 | 0.4381 |
34 | 3330 | 2562.8547 | 768.9432 | 4356.7662 | 0.201 | 0.3196 | 0.2439 | 0.4664 |
35 | 3690 | 2131.727 | 272.4345 | 3991.0195 | 0.0502 | 0.1033 | 0.0683 | 0.296 |
36 | 4063 | 2016.0797 | 161.493 | 3870.6664 | 0.0153 | 0.0384 | 0.0231 | 0.2548 |
37 | 368 | 1589.7745 | -267.2242 | 3446.7733 | 0.0986 | 0.0045 | 0.9078 | 0.1338 |
38 | 738 | 1607.0333 | -270.5722 | 3484.6388 | 0.1822 | 0.9021 | 0.8373 | 0.1405 |
39 | 1103 | 1384.8905 | -495.4935 | 3265.2745 | 0.3844 | 0.7499 | 0.6555 | 0.0954 |
40 | 1474 | 1614.1585 | -265.7376 | 3494.0547 | 0.4419 | 0.703 | 0.6169 | 0.1424 |
41 | 1846 | 1560.1986 | -347.017 | 3467.4141 | 0.3845 | 0.5353 | 0.4677 | 0.1336 |
42 | 2224 | 1881.9914 | -95.3324 | 3859.3152 | 0.3673 | 0.5142 | 0.4633 | 0.2262 |
43 | 2608 | 1838.4122 | -261.6632 | 3938.4876 | 0.2363 | 0.3595 | 0.332 | 0.2272 |
44 | 2984 | 2101.91 | -119.2688 | 4323.0888 | 0.2182 | 0.3276 | 0.3175 | 0.3175 |
45 | 3351 | 1959.4565 | -374.0103 | 4292.9233 | 0.1212 | 0.1947 | 0.1929 | 0.2838 |
46 | 3736 | 2114.727 | -288.5509 | 4518.0049 | 0.093 | 0.1567 | 0.1608 | 0.3342 |
47 | 4122 | 1882.8472 | -566.3065 | 4332.0009 | 0.0366 | 0.069 | 0.0741 | 0.2723 |
48 | 4558 | 1984.6008 | -485.0062 | 4454.2078 | 0.0206 | 0.0449 | 0.0495 | 0.3015 |
49 | 378 | 1741.1723 | -741.6125 | 4223.9572 | 0.1409 | 0.0131 | 0.8608 | 0.239 |
50 | 749 | 1867.2474 | -623.2283 | 4357.7231 | 0.1894 | 0.8794 | 0.8129 | 0.2715 |
51 | 1113 | 1671.5088 | -830.361 | 4173.3785 | 0.3309 | 0.7651 | 0.672 | 0.224 |
52 | 1500 | 1852.1296 | -663.7591 | 4368.0182 | 0.3919 | 0.7176 | 0.6158 | 0.2697 |
53 | 1867 | 1703.8777 | -838.0291 | 4245.7845 | 0.45 | 0.5625 | 0.4564 | 0.2352 |
54 | 2244 | 1914.5422 | -658.0919 | 4487.1762 | 0.4009 | 0.5144 | 0.4068 | 0.2902 |
55 | 2621 | 1775.6758 | -840.3123 | 4391.6638 | 0.2633 | 0.3628 | 0.2664 | 0.2586 |
56 | 2988 | 1976.49 | -680.2816 | 4633.2616 | 0.2278 | 0.3172 | 0.2287 | 0.3122 |
57 | 3349 | 1815.197 | -886.66 | 4517.054 | 0.1329 | 0.1974 | 0.1326 | 0.2748 |
58 | 3723 | 1988.405 | -748.5723 | 4725.3823 | 0.1071 | 0.1649 | 0.1054 | 0.3204 |
59 | 4108 | 1802.4122 | -968.8611 | 4573.6854 | 0.0515 | 0.0872 | 0.0504 | 0.2768 |
60 | 4514 | 1958.6728 | -837.3455 | 4754.691 | 0.0366 | 0.0659 | 0.0342 | 0.3165 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.3026 | 0.1867 | 0 | 221620.5998 | 0 | 0 |
34 | 0.3571 | 0.2993 | 0.243 | 588511.8985 | 405066.2491 | 636.4482 |
35 | 0.445 | 0.731 | 0.4057 | 2428214.6887 | 1079449.0623 | 1038.9654 |
36 | 0.4693 | 1.0153 | 0.5581 | 4189882.7067 | 1857057.4734 | 1362.739 |
37 | 0.596 | -0.7685 | 0.6002 | 1492733.0036 | 1784192.5795 | 1335.7367 |
38 | 0.5961 | -0.5408 | 0.5903 | 755218.8743 | 1612696.9619 | 1269.9201 |
39 | 0.6927 | -0.2035 | 0.535 | 79462.2485 | 1393663.4314 | 1180.5352 |
40 | 0.5942 | -0.0868 | 0.479 | 19644.4171 | 1221911.0546 | 1105.4009 |
41 | 0.6237 | 0.1832 | 0.4461 | 81682.4441 | 1095218.9868 | 1046.5271 |
42 | 0.536 | 0.1817 | 0.4197 | 116969.8846 | 997394.0766 | 998.6962 |
43 | 0.5828 | 0.4186 | 0.4196 | 592265.4007 | 960564.197 | 980.0838 |
44 | 0.5392 | 0.4197 | 0.4196 | 778082.7535 | 945357.41 | 972.2949 |
45 | 0.6076 | 0.7102 | 0.442 | 1936393.3684 | 1021590.9453 | 1010.7378 |
46 | 0.5798 | 0.7667 | 0.4651 | 2628526.2611 | 1136372.0392 | 1066.0075 |
47 | 0.6637 | 1.1892 | 0.5134 | 5013805.1696 | 1394867.5813 | 1181.0451 |
48 | 0.6349 | 1.2967 | 0.5624 | 6622383.5495 | 1721587.3293 | 1312.0927 |
49 | 0.7275 | -0.7829 | 0.5753 | 1858238.7736 | 1729625.6495 | 1315.1523 |
50 | 0.6805 | -0.5989 | 0.5767 | 1250477.2196 | 1703006.2923 | 1304.9928 |
51 | 0.7637 | -0.3341 | 0.5639 | 311932.0622 | 1629791.8592 | 1276.633 |
52 | 0.693 | -0.1901 | 0.5452 | 123995.2436 | 1554502.0284 | 1246.7967 |
53 | 0.7611 | 0.0957 | 0.5238 | 26608.885 | 1481745.212 | 1217.2696 |
54 | 0.6856 | 0.1721 | 0.5078 | 108542.4464 | 1419326.9045 | 1191.3551 |
55 | 0.7517 | 0.4761 | 0.5064 | 714573.0746 | 1388685.4336 | 1178.425 |
56 | 0.6858 | 0.5118 | 0.5067 | 1023152.3892 | 1373454.8901 | 1171.9449 |
57 | 0.7594 | 0.845 | 0.5202 | 2352551.7625 | 1412618.765 | 1188.5364 |
58 | 0.7023 | 0.8724 | 0.5337 | 3008819.6981 | 1474011.1086 | 1214.0886 |
59 | 0.7845 | 1.2792 | 0.5613 | 5315735.2945 | 1616297.1895 | 1271.3368 |
60 | 0.7283 | 1.3046 | 0.5879 | 6529697.2905 | 1791775.7646 | 1338.5723 |