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[42]) |
41 | 14510.35 | - | - | - | - | - | - | - |
42 | 14289.23 | - | - | - | - | - | - | - |
43 | 14111.82 | 14215.5664 | 13660.5007 | 14770.632 | 0.3571 | 0.3974 | 0.3974 | 0.3974 |
44 | 13086.59 | 14173.9781 | 13204.2692 | 15143.6869 | 0.014 | 0.55 | 0.55 | 0.4079 |
45 | 13351.54 | 14150.4986 | 12806.4452 | 15494.5519 | 0.122 | 0.9396 | 0.9396 | 0.4198 |
46 | 13747.69 | 14137.2428 | 12457.6873 | 15816.7982 | 0.3247 | 0.8204 | 0.8204 | 0.4296 |
47 | 12855.61 | 14129.7589 | 12148.794 | 16110.7238 | 0.1037 | 0.6473 | 0.6473 | 0.4373 |
48 | 12926.93 | 14125.5338 | 11871.7882 | 16379.2794 | 0.1486 | 0.8653 | 0.8653 | 0.4434 |
49 | 12121.95 | 14123.1484 | 11620.289 | 16626.0077 | 0.0585 | 0.8256 | 0.8256 | 0.4483 |
50 | 11731.65 | 14121.8016 | 11389.3622 | 16854.2411 | 0.0432 | 0.9243 | 0.9243 | 0.4522 |
51 | 11639.51 | 14121.0413 | 11175.2326 | 17066.85 | 0.0494 | 0.9441 | 0.9441 | 0.4554 |
52 | 12163.78 | 14120.6121 | 10975.0099 | 17266.2142 | 0.1114 | 0.9389 | 0.9389 | 0.4582 |
53 | 12029.53 | 14120.3697 | 10786.4642 | 17454.2752 | 0.1095 | 0.875 | 0.875 | 0.4605 |
54 | 11234.18 | 14120.2329 | 10607.8571 | 17632.6087 | 0.0536 | 0.8783 | 0.8783 | 0.4624 |
55 | 9852.13 | 14120.1557 | 10437.8156 | 17802.4957 | 0.0116 | 0.9377 | 0.9377 | 0.4641 |
56 | 9709.04 | 14120.1121 | 10275.2416 | 17964.9825 | 0.0123 | 0.9852 | 0.9852 | 0.4656 |
57 | 9332.75 | 14120.0874 | 10119.2445 | 18120.9304 | 0.0095 | 0.9847 | 0.9847 | 0.467 |
58 | 7108.6 | 14120.0735 | 9969.0933 | 18271.0538 | 5e-04 | 0.9881 | 0.9881 | 0.4682 |
59 | 6691.49 | 14120.0657 | 9824.1804 | 18415.951 | 4e-04 | 0.9993 | 0.9993 | 0.4692 |
60 | 6143.05 | 14120.0613 | 9683.9954 | 18556.1271 | 2e-04 | 0.9995 | 0.9995 | 0.4702 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
43 | 0.0199 | -0.0073 | 0 | 10763.3096 | 0 | 0 |
44 | 0.0349 | -0.0767 | 0.042 | 1182412.8553 | 596588.0824 | 772.3911 |
45 | 0.0485 | -0.0565 | 0.0468 | 638334.8237 | 610503.6629 | 781.3473 |
46 | 0.0606 | -0.0276 | 0.042 | 151751.3545 | 495815.5858 | 704.1417 |
47 | 0.0715 | -0.0902 | 0.0516 | 1623455.4691 | 721343.5624 | 849.3195 |
48 | 0.0814 | -0.0849 | 0.0572 | 1436650.9871 | 840561.4666 | 916.8214 |
49 | 0.0904 | -0.1417 | 0.0693 | 4004794.9165 | 1292594.8166 | 1136.9234 |
50 | 0.0987 | -0.1693 | 0.0818 | 5712824.8959 | 1845123.5765 | 1358.3533 |
51 | 0.1064 | -0.1757 | 0.0922 | 6157997.7292 | 2324331.8157 | 1524.5759 |
52 | 0.1137 | -0.1386 | 0.0968 | 3829191.7649 | 2474817.8106 | 1573.1554 |
53 | 0.1205 | -0.1481 | 0.1015 | 4371610.7763 | 2647253.5348 | 1627.0383 |
54 | 0.1269 | -0.2044 | 0.1101 | 8329301.3985 | 3120757.5234 | 1766.5666 |
55 | 0.1331 | -0.3023 | 0.1249 | 18216043.08 | 4281933.3354 | 2069.2833 |
56 | 0.1389 | -0.3124 | 0.1382 | 19457556.6778 | 5365906.4313 | 2316.4426 |
57 | 0.1446 | -0.339 | 0.1516 | 22918599.7119 | 6536085.9834 | 2556.577 |
58 | 0.15 | -0.4966 | 0.1732 | 49160761.1222 | 9200128.1795 | 3033.1713 |
59 | 0.1552 | -0.5261 | 0.194 | 55183736.7324 | 11905046.3297 | 3450.369 |
60 | 0.1603 | -0.5649 | 0.2146 | 63632708.5802 | 14778805.3436 | 3844.3212 |