| 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 | 17170 | - | - | - | - | - | - | - |
| 21 | 19439.5 | - | - | - | - | - | - | - |
| 22 | 19795.4 | - | - | - | - | - | - | - |
| 23 | 17574.9 | - | - | - | - | - | - | - |
| 24 | 16165.4 | - | - | - | - | - | - | - |
| 25 | 19464.6 | - | - | - | - | - | - | - |
| 26 | 19932.1 | - | - | - | - | - | - | - |
| 27 | 19961.2 | - | - | - | - | - | - | - |
| 28 | 17343.4 | - | - | - | - | - | - | - |
| 29 | 18924.2 | - | - | - | - | - | - | - |
| 30 | 18574.1 | - | - | - | - | - | - | - |
| 31 | 21350.6 | - | - | - | - | - | - | - |
| 32 | 18594.6 | - | - | - | - | - | - | - |
| 33 | 19832.1 | 20145.4351 | 18538.2547 | 21752.6156 | 0.3512 | 0.9707 | 0.8054 | 0.9707 |
| 34 | 20844.4 | 20430.2354 | 18795.6762 | 22064.7946 | 0.3097 | 0.7634 | 0.7767 | 0.9861 |
| 35 | 19640.2 | 18566.0121 | 16930.7955 | 20201.2288 | 0.099 | 0.0032 | 0.8826 | 0.4863 |
| 36 | 17735.4 | 16927.165 | 15170.6745 | 18683.6555 | 0.1836 | 0.0012 | 0.8023 | 0.0314 |
| 37 | 19813.6 | 20249.8099 | 18492.165 | 22007.4547 | 0.3133 | 0.9975 | 0.8094 | 0.9675 |
| 38 | 22160 | 20794.4543 | 19023.5628 | 22565.3457 | 0.0653 | 0.8612 | 0.8301 | 0.9925 |
| 39 | 20664.3 | 20757.4061 | 18953.3412 | 22561.471 | 0.4597 | 0.0638 | 0.8065 | 0.9906 |
| 40 | 17877.4 | 18156.6022 | 16342.679 | 19970.5255 | 0.3814 | 0.0034 | 0.8102 | 0.318 |
| 41 | 20906.5 | 19752.048 | 17920.8541 | 21583.2418 | 0.1083 | 0.9776 | 0.8122 | 0.8923 |
| 42 | 21164.1 | 19384.2296 | 17533.3527 | 21235.1065 | 0.0297 | 0.0535 | 0.8045 | 0.7985 |
| 43 | 21374.4 | 22167.74 | 20302.581 | 24032.899 | 0.2022 | 0.8542 | 0.8047 | 0.9999 |
| 44 | 22952.3 | 19413.8549 | 17531.8286 | 21295.8813 | 1e-04 | 0.0206 | 0.8032 | 0.8032 |
| 45 | 21343.5 | 20960.2634 | 18314.8622 | 23605.6646 | 0.3882 | 0.07 | 0.7984 | 0.9602 |
| 46 | 23899.3 | 21247.4478 | 18601.4749 | 23893.4206 | 0.0247 | 0.4716 | 0.6174 | 0.9753 |
| 47 | 22392.9 | 19383.2881 | 16729.5441 | 22037.0322 | 0.0131 | 4e-04 | 0.4248 | 0.7199 |
| 48 | 18274.1 | 17743.417 | 14944.5227 | 20542.3113 | 0.3551 | 6e-04 | 0.5022 | 0.2756 |
| 49 | 22786.7 | 21066.7878 | 18250.7664 | 23882.8092 | 0.1156 | 0.974 | 0.8085 | 0.9573 |
| 50 | 22321.5 | 21611.3188 | 18757.2605 | 24465.3772 | 0.3129 | 0.2098 | 0.3532 | 0.9809 |
| 51 | 17842.2 | 21574.0564 | 18659.2401 | 24488.8726 | 0.006 | 0.3076 | 0.7296 | 0.9774 |
| 52 | 16373.5 | 18973.4564 | 16026.1843 | 21920.7284 | 0.0419 | 0.7741 | 0.767 | 0.5995 |
| 53 | 15933.8 | 20568.8402 | 17579.6737 | 23558.0067 | 0.0012 | 0.997 | 0.4124 | 0.9023 |
| 54 | 16446.1 | 20200.9837 | 17167.4712 | 23234.4963 | 0.0076 | 0.9971 | 0.2669 | 0.8503 |
| 55 | 17729 | 22984.5475 | 19913.6176 | 26055.4775 | 4e-04 | 1 | 0.8479 | 0.9975 |
| 56 | 16643 | 20230.6389 | 17119.4202 | 23341.8576 | 0.0119 | 0.9425 | 0.0432 | 0.8487 |
| 57 | 16196.7 | 21777.0428 | 18019.6894 | 25534.3962 | 0.0018 | 0.9963 | 0.5895 | 0.9516 |
| 58 | 18252.1 | 22064.2402 | 18301.9541 | 25826.5262 | 0.0235 | 0.9989 | 0.1695 | 0.9647 |
| 59 | 17570.4 | 20200.0728 | 16410.9033 | 23989.2424 | 0.0869 | 0.8432 | 0.1283 | 0.7969 |
| 60 | 15836.8 | 18560.202 | 14604.0521 | 22516.3519 | 0.0886 | 0.6881 | 0.5564 | 0.4932 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 33 | 0.0407 | -0.0156 | 0 | 98178.9005 | 0 | 0 |
| 34 | 0.0408 | 0.0203 | 0.0179 | 171532.2999 | 134855.6002 | 367.2269 |
| 35 | 0.0449 | 0.0579 | 0.0312 | 1153879.6324 | 474530.2776 | 688.8616 |
| 36 | 0.0529 | 0.0477 | 0.0354 | 653243.8603 | 519208.6733 | 720.5614 |
| 37 | 0.0443 | -0.0215 | 0.0326 | 190279.0362 | 453422.7459 | 673.3667 |
| 38 | 0.0434 | 0.0657 | 0.0381 | 1864715.1503 | 688638.1466 | 829.8422 |
| 39 | 0.0443 | -0.0045 | 0.0333 | 8668.7459 | 591499.6608 | 769.0902 |
| 40 | 0.051 | -0.0154 | 0.0311 | 77953.8931 | 527306.4398 | 726.1587 |
| 41 | 0.0473 | 0.0584 | 0.0341 | 1332759.5169 | 616801.2262 | 785.3669 |
| 42 | 0.0487 | 0.0918 | 0.0399 | 3167938.6277 | 871914.9663 | 933.7639 |
| 43 | 0.0429 | -0.0358 | 0.0395 | 629388.394 | 849867.0961 | 921.8824 |
| 44 | 0.0495 | 0.1823 | 0.0514 | 12520593.3737 | 1822427.6192 | 1349.9732 |
| 45 | 0.0644 | 0.0183 | 0.0489 | 146870.2907 | 1693538.594 | 1301.3603 |
| 46 | 0.0635 | 0.1248 | 0.0543 | 7032320.2146 | 2074880.1383 | 1440.4444 |
| 47 | 0.0699 | 0.1553 | 0.061 | 9057763.5466 | 2540405.6989 | 1593.865 |
| 48 | 0.0805 | 0.0299 | 0.0591 | 281624.4539 | 2399231.8711 | 1548.9454 |
| 49 | 0.0682 | 0.0816 | 0.0604 | 2958097.9376 | 2432106.3456 | 1559.5212 |
| 50 | 0.0674 | 0.0329 | 0.0589 | 504357.2686 | 2325009.1746 | 1524.7981 |
| 51 | 0.0689 | -0.173 | 0.0649 | 13926752.0253 | 2935627.2194 | 1713.3672 |
| 52 | 0.0793 | -0.137 | 0.0685 | 6759773.1817 | 3126834.5175 | 1768.2858 |
| 53 | 0.0741 | -0.2253 | 0.0759 | 21483597.8926 | 4000966.1068 | 2000.2415 |
| 54 | 0.0766 | -0.1859 | 0.0809 | 14099151.9339 | 4459974.5535 | 2111.8652 |
| 55 | 0.0682 | -0.2287 | 0.0874 | 27620779.797 | 5466966.0858 | 2338.1544 |
| 56 | 0.0785 | -0.1773 | 0.0911 | 12871152.816 | 5775473.8662 | 2403.2216 |
| 57 | 0.088 | -0.2562 | 0.0977 | 31140225.4554 | 6790063.9298 | 2605.7751 |
| 58 | 0.087 | -0.1728 | 0.1006 | 14532412.6135 | 7087846.5715 | 2662.301 |
| 59 | 0.0957 | -0.1302 | 0.1017 | 6915179.2528 | 7081451.4856 | 2661.0997 |
| 60 | 0.1088 | -0.1467 | 0.1033 | 7416918.4685 | 7093432.4493 | 2663.3499 |
