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 | 22782 | - | - | - | - | - | - | - |
21 | 22067 | - | - | - | - | - | - | - |
22 | 21489 | - | - | - | - | - | - | - |
23 | 20903 | - | - | - | - | - | - | - |
24 | 20330 | - | - | - | - | - | - | - |
25 | 19736 | - | - | - | - | - | - | - |
26 | 19483 | - | - | - | - | - | - | - |
27 | 19242 | - | - | - | - | - | - | - |
28 | 20334 | - | - | - | - | - | - | - |
29 | 21423 | - | - | - | - | - | - | - |
30 | 22523 | - | - | - | - | - | - | - |
31 | 21986 | - | - | - | - | - | - | - |
32 | 21462 | - | - | - | - | - | - | - |
33 | 20908 | 20599.4381 | 19663.3344 | 21535.5418 | 0.2591 | 0.0355 | 0.0011 | 0.0355 |
34 | 20575 | 20521.0892 | 18861.6606 | 22180.5177 | 0.4746 | 0.3238 | 0.1265 | 0.1332 |
35 | 20237 | 20450.1451 | 18194.0148 | 22706.2755 | 0.4265 | 0.4568 | 0.347 | 0.1897 |
36 | 19904 | 20889.4768 | 18485.7038 | 23293.2499 | 0.2108 | 0.7026 | 0.6759 | 0.3203 |
37 | 19610 | 21126.5492 | 18707.8741 | 23545.2243 | 0.1095 | 0.8391 | 0.8701 | 0.3929 |
38 | 19251 | 21464.5494 | 19025.671 | 23903.4277 | 0.0376 | 0.9319 | 0.9444 | 0.5008 |
39 | 18941 | 21471.5571 | 18990.0265 | 23953.0878 | 0.0228 | 0.9603 | 0.9609 | 0.503 |
40 | 20450 | 21472.5989 | 18946.2856 | 23998.9122 | 0.2138 | 0.9752 | 0.8115 | 0.5033 |
41 | 21946 | 21277.4726 | 18747.2309 | 23807.7143 | 0.3023 | 0.7392 | 0.4551 | 0.4432 |
42 | 23409 | 21176.1709 | 18646.3764 | 23705.9654 | 0.0418 | 0.2754 | 0.1484 | 0.4124 |
43 | 22741 | 21045.9388 | 18497.5768 | 23594.3007 | 0.0962 | 0.0346 | 0.2348 | 0.3745 |
44 | 22069 | 21054.3905 | 18483.5685 | 23625.2124 | 0.2196 | 0.0992 | 0.378 | 0.378 |
45 | 21539 | 21065.4147 | 18475.032 | 23655.7974 | 0.36 | 0.2238 | 0.5474 | 0.3821 |
46 | 21189 | 21150.8246 | 18555.6571 | 23745.9921 | 0.4885 | 0.3847 | 0.6682 | 0.4071 |
47 | 20960 | 21193.0464 | 18598.4783 | 23787.6146 | 0.4301 | 0.5012 | 0.7649 | 0.4195 |
48 | 20704 | 21242.2493 | 18649.8 | 23834.6986 | 0.342 | 0.5845 | 0.8442 | 0.434 |
49 | 19697 | 21233.7897 | 18643.3129 | 23824.2664 | 0.1225 | 0.6557 | 0.8904 | 0.4315 |
50 | 19598 | 21224.6711 | 18636.0533 | 23813.2889 | 0.109 | 0.8763 | 0.9325 | 0.4287 |
51 | 19456 | 21187.7938 | 18600.002 | 23775.5857 | 0.0948 | 0.8857 | 0.9556 | 0.4177 |
52 | 20316 | 21170.6251 | 18582.2064 | 23759.0438 | 0.2588 | 0.9029 | 0.7074 | 0.4127 |
53 | 21083 | 21152.4713 | 18561.6394 | 23743.3031 | 0.479 | 0.7366 | 0.2741 | 0.4074 |
54 | 22158 | 21158.0992 | 18565.0629 | 23751.1356 | 0.2249 | 0.5226 | 0.0444 | 0.4092 |
55 | 21469 | 21163.6516 | 18569.0369 | 23758.2662 | 0.4088 | 0.2263 | 0.1167 | 0.4108 |
56 | 20892 | 21179.3664 | 18584.4933 | 23774.2396 | 0.4141 | 0.4134 | 0.2508 | 0.4155 |
57 | 20578 | 21186.169 | 18591.6697 | 23780.6684 | 0.323 | 0.5879 | 0.3949 | 0.4175 |
58 | 20233 | 21192.6695 | 18598.9544 | 23786.3846 | 0.2342 | 0.6789 | 0.5011 | 0.4194 |
59 | 19947 | 21189.4453 | 18596.4011 | 23782.4895 | 0.1738 | 0.7651 | 0.5688 | 0.4184 |
60 | 20049 | 21186.4678 | 18593.8878 | 23779.0478 | 0.1949 | 0.8256 | 0.6424 | 0.4175 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0232 | 0.015 | 0 | 95210.4454 | 0 | 0 |
34 | 0.0413 | 0.0026 | 0.0088 | 2906.3784 | 49058.4119 | 221.4913 |
35 | 0.0563 | -0.0104 | 0.0093 | 45430.8446 | 47849.2228 | 218.7447 |
36 | 0.0587 | -0.0472 | 0.0188 | 971164.6148 | 278678.0708 | 527.8997 |
37 | 0.0584 | -0.0718 | 0.0294 | 2299921.4856 | 682926.7538 | 826.3938 |
38 | 0.058 | -0.1031 | 0.0417 | 4899800.8713 | 1385739.1067 | 1177.1742 |
39 | 0.059 | -0.1179 | 0.0526 | 6403719.3833 | 2102593.4319 | 1450.0322 |
40 | 0.06 | -0.0476 | 0.0519 | 1045708.5047 | 1970482.816 | 1403.7389 |
41 | 0.0607 | 0.0314 | 0.0497 | 446928.8873 | 1801199.0462 | 1342.0876 |
42 | 0.061 | 0.1054 | 0.0552 | 4985525.9111 | 2119631.7326 | 1455.8955 |
43 | 0.0618 | 0.0805 | 0.0575 | 2873232.4889 | 2188140.8923 | 1479.2366 |
44 | 0.0623 | 0.0482 | 0.0568 | 1029432.5214 | 2091581.8614 | 1446.2302 |
45 | 0.0627 | 0.0225 | 0.0541 | 224283.023 | 1947943.4892 | 1395.6875 |
46 | 0.0626 | 0.0018 | 0.0504 | 1457.3631 | 1808908.7659 | 1344.9568 |
47 | 0.0625 | -0.011 | 0.0478 | 54310.6399 | 1691935.5575 | 1300.7442 |
48 | 0.0623 | -0.0253 | 0.0464 | 289712.3281 | 1604296.6057 | 1266.6083 |
49 | 0.0622 | -0.0724 | 0.0479 | 2361722.5469 | 1648851.0728 | 1284.076 |
50 | 0.0622 | -0.0766 | 0.0495 | 2646058.9352 | 1704251.5096 | 1305.4698 |
51 | 0.0623 | -0.0817 | 0.0512 | 2999109.818 | 1772401.9469 | 1331.3159 |
52 | 0.0624 | -0.0404 | 0.0506 | 730384.0773 | 1720301.0534 | 1311.6025 |
53 | 0.0625 | -0.0033 | 0.0484 | 4826.259 | 1638611.7775 | 1280.0827 |
54 | 0.0625 | 0.0473 | 0.0483 | 999801.5372 | 1609574.9484 | 1268.6902 |
55 | 0.0625 | 0.0144 | 0.0469 | 93237.6613 | 1543647.2402 | 1242.436 |
56 | 0.0625 | -0.0136 | 0.0455 | 82579.4736 | 1482769.4166 | 1217.6902 |
57 | 0.0625 | -0.0287 | 0.0448 | 369869.5742 | 1438253.4229 | 1199.272 |
58 | 0.0624 | -0.0453 | 0.0448 | 920965.537 | 1418357.735 | 1190.9483 |
59 | 0.0624 | -0.0586 | 0.0453 | 1543670.2974 | 1422998.941 | 1192.8952 |
60 | 0.0624 | -0.0537 | 0.0456 | 1293833.0056 | 1418385.8719 | 1190.9601 |