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[36]) |
24 | 15548 | - | - | - | - | - | - | - |
25 | 28029 | - | - | - | - | - | - | - |
26 | 29383 | - | - | - | - | - | - | - |
27 | 36438 | - | - | - | - | - | - | - |
28 | 32034 | - | - | - | - | - | - | - |
29 | 22679 | - | - | - | - | - | - | - |
30 | 24319 | - | - | - | - | - | - | - |
31 | 18004 | - | - | - | - | - | - | - |
32 | 17537 | - | - | - | - | - | - | - |
33 | 20366 | - | - | - | - | - | - | - |
34 | 22782 | - | - | - | - | - | - | - |
35 | 19169 | - | - | - | - | - | - | - |
36 | 13807 | - | - | - | - | - | - | - |
37 | 29743 | 26633.4342 | 20516.9769 | 34573.3106 | 0.2214 | 0.9992 | 0.3652 | 0.9992 |
38 | 25591 | 27920.0184 | 21042.5106 | 37045.3624 | 0.3085 | 0.3477 | 0.3767 | 0.9988 |
39 | 29096 | 34623.7495 | 25570.3129 | 46882.6499 | 0.1884 | 0.9257 | 0.3859 | 0.9996 |
40 | 26482 | 30439.025 | 22056.0485 | 42008.1703 | 0.2513 | 0.59 | 0.3935 | 0.9976 |
41 | 22405 | 21549.811 | 15336.8868 | 30279.5712 | 0.4239 | 0.1341 | 0.3999 | 0.9589 |
42 | 27044 | 23108.1553 | 16167.6853 | 33028.033 | 0.2184 | 0.5552 | 0.4055 | 0.967 |
43 | 17970 | 17107.5796 | 11776.0124 | 24853.0037 | 0.4136 | 0.006 | 0.4103 | 0.7982 |
44 | 18730 | 16663.8316 | 11292.9519 | 24589.0786 | 0.3047 | 0.3733 | 0.4145 | 0.7601 |
45 | 19684 | 19351.9755 | 12919.4009 | 28987.3313 | 0.4731 | 0.5503 | 0.4183 | 0.8703 |
46 | 19785 | 21647.6827 | 14244.4718 | 32898.5288 | 0.3728 | 0.6339 | 0.4217 | 0.914 |
47 | 18479 | 18214.5742 | 11819.0293 | 28070.8935 | 0.479 | 0.3774 | 0.4247 | 0.8096 |
48 | 10698 | 13119.5485 | 8398.4621 | 20494.5324 | 0.2599 | 0.0772 | 0.4275 | 0.4275 |
49 | 31956 | 25307.3537 | 14176.1146 | 45178.9625 | 0.256 | 0.9252 | 0.3309 | 0.8717 |
50 | 29506 | 26529.8788 | 14282.449 | 49279.6767 | 0.3988 | 0.3201 | 0.5322 | 0.8635 |
51 | 34506 | 32899.8307 | 17063.1363 | 63434.9299 | 0.4589 | 0.5862 | 0.5964 | 0.8898 |
52 | 27165 | 28923.4638 | 14480.5715 | 57771.6674 | 0.4525 | 0.3522 | 0.5659 | 0.8478 |
53 | 26736 | 20476.8445 | 9913.1956 | 42297.2749 | 0.287 | 0.274 | 0.4312 | 0.7255 |
54 | 23691 | 21957.5987 | 10294.2965 | 46835.2686 | 0.4457 | 0.3533 | 0.3443 | 0.7396 |
55 | 18157 | 16255.7921 | 7390.0637 | 35757.5775 | 0.4242 | 0.2275 | 0.4316 | 0.5972 |
56 | 17328 | 15834.1383 | 6988.2059 | 35877.5827 | 0.4419 | 0.4102 | 0.3885 | 0.5786 |
57 | 18205 | 18388.4393 | 7886.7398 | 42873.8246 | 0.4941 | 0.5338 | 0.4587 | 0.6431 |
58 | 20995 | 20569.8431 | 8581.654 | 49304.9994 | 0.4884 | 0.5641 | 0.5213 | 0.6777 |
59 | 17382 | 17307.6693 | 7029.6643 | 42613.0469 | 0.4977 | 0.3876 | 0.4639 | 0.6069 |
60 | 9367 | 12466.3253 | 4933.181 | 31502.8509 | 0.3748 | 0.3064 | 0.5722 | 0.4451 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.1521 | 0.1168 | 0 | 9669399.5822 | 0 | 0 |
38 | 0.1668 | -0.0834 | 0.1001 | 5424326.842 | 7546863.2121 | 2747.1555 |
39 | 0.1806 | -0.1597 | 0.1199 | 30556014.5168 | 15216580.3137 | 3900.8435 |
40 | 0.1939 | -0.13 | 0.1225 | 15658046.5207 | 15326946.8654 | 3914.9645 |
41 | 0.2067 | 0.0397 | 0.1059 | 731348.148 | 12407827.1219 | 3522.4746 |
42 | 0.219 | 0.1703 | 0.1166 | 15490873.2369 | 12921668.1411 | 3594.6722 |
43 | 0.231 | 0.0504 | 0.1072 | 743768.9225 | 11181968.2527 | 3343.945 |
44 | 0.2427 | 0.124 | 0.1093 | 4269051.9578 | 10317853.7159 | 3212.1416 |
45 | 0.254 | 0.0172 | 0.099 | 110240.2866 | 9183674.4459 | 3030.4578 |
46 | 0.2652 | -0.086 | 0.0977 | 3469586.7232 | 8612265.6737 | 2934.6662 |
47 | 0.2761 | 0.0145 | 0.0902 | 69921.0119 | 7835688.8862 | 2799.2301 |
48 | 0.2868 | -0.1846 | 0.098 | 5863897.2815 | 7671372.9192 | 2769.7243 |
49 | 0.4006 | 0.2627 | 0.1107 | 44204497.8975 | 10481613.3021 | 3237.532 |
50 | 0.4375 | 0.1122 | 0.1108 | 8857297.3389 | 10365590.7333 | 3219.5637 |
51 | 0.4735 | 0.0488 | 0.1067 | 2579779.9719 | 9846536.6826 | 3137.9192 |
52 | 0.5089 | -0.0608 | 0.1038 | 3092195.0505 | 9424390.3306 | 3069.917 |
53 | 0.5437 | 0.3057 | 0.1157 | 39177027.7506 | 11174545.4729 | 3342.8349 |
54 | 0.5781 | 0.0789 | 0.1136 | 3004680.0464 | 10720664.0603 | 3274.2425 |
55 | 0.6121 | 0.117 | 0.1138 | 3614591.6321 | 10346660.2483 | 3216.6225 |
56 | 0.6458 | 0.0943 | 0.1128 | 2231622.8786 | 9940908.3798 | 3152.9206 |
57 | 0.6794 | -0.01 | 0.1079 | 33649.9754 | 9469134.1701 | 3077.1958 |
58 | 0.7127 | 0.0207 | 0.104 | 180758.4117 | 9046935.272 | 3007.8124 |
59 | 0.746 | 0.0043 | 0.0996 | 5525.0537 | 8653830.4799 | 2941.7394 |
60 | 0.7791 | -0.2486 | 0.1059 | 9605817.4074 | 8693496.6019 | 2948.4736 |