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[48]) |
36 | 13557.69 | - | - | - | - | - | - | - |
37 | 13901.28 | - | - | - | - | - | - | - |
38 | 13200.58 | - | - | - | - | - | - | - |
39 | 13406.97 | - | - | - | - | - | - | - |
40 | 12538.12 | - | - | - | - | - | - | - |
41 | 12419.57 | - | - | - | - | - | - | - |
42 | 12193.88 | - | - | - | - | - | - | - |
43 | 12656.63 | - | - | - | - | - | - | - |
44 | 12812.48 | - | - | - | - | - | - | - |
45 | 12056.67 | - | - | - | - | - | - | - |
46 | 11322.38 | - | - | - | - | - | - | - |
47 | 11530.75 | - | - | - | - | - | - | - |
48 | 11114.08 | - | - | - | - | - | - | - |
49 | 9181.73 | 11108.7446 | 10442.5533 | 11774.936 | 0 | 0.4937 | 0 | 0.4937 |
50 | 8614.55 | 11087.887 | 10130.2262 | 12045.5478 | 0 | 1 | 0 | 0.4786 |
51 | 8595.56 | 11093.2457 | 9913.6705 | 12272.8209 | 0 | 1 | 1e-04 | 0.4862 |
52 | 8396.2 | 11068.2301 | 9702.319 | 12434.1413 | 1e-04 | 0.9998 | 0.0175 | 0.4738 |
53 | 7690.5 | 11064.5683 | 9534.8527 | 12594.2839 | 0 | 0.9997 | 0.0413 | 0.4747 |
54 | 7235.47 | 11059.1733 | 9381.5719 | 12736.7747 | 0 | 1 | 0.0925 | 0.4744 |
55 | 7992.12 | 11071.0464 | 9257.5792 | 12884.5135 | 4e-04 | 1 | 0.0433 | 0.4815 |
56 | 8398.37 | 11073.7523 | 9133.9121 | 13013.5924 | 0.0034 | 0.9991 | 0.0395 | 0.4837 |
57 | 8593.01 | 11052.013 | 8993.5436 | 13110.4824 | 0.0096 | 0.9942 | 0.1694 | 0.4764 |
58 | 8679.75 | 11030.6582 | 8860.0332 | 13201.2832 | 0.0169 | 0.9861 | 0.3961 | 0.47 |
59 | 9374.63 | 11037.7859 | 8760.5223 | 13315.0495 | 0.0762 | 0.9788 | 0.3357 | 0.4738 |
60 | 9634.97 | 11025.1772 | 8646.05 | 13404.3044 | 0.126 | 0.913 | 0.4708 | 0.4708 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0306 | -0.1735 | 0 | 3713385.304 | 0 | 0 |
50 | 0.0441 | -0.2231 | 0.1983 | 6117396.0434 | 4915390.6737 | 2217.068 |
51 | 0.0543 | -0.2252 | 0.2072 | 6238434.0356 | 5356405.1277 | 2314.3909 |
52 | 0.063 | -0.2414 | 0.2158 | 7139744.9528 | 5802240.0839 | 2408.7839 |
53 | 0.0705 | -0.3049 | 0.2336 | 11384336.7121 | 6918659.4096 | 2630.3345 |
54 | 0.0774 | -0.3457 | 0.2523 | 14620706.6616 | 8202333.9516 | 2863.9717 |
55 | 0.0836 | -0.2781 | 0.256 | 9479787.6309 | 8384827.3343 | 2895.6566 |
56 | 0.0894 | -0.2416 | 0.2542 | 7157670.2258 | 8231432.6958 | 2869.0473 |
57 | 0.095 | -0.2225 | 0.2507 | 6046695.9792 | 7988684.1717 | 2826.426 |
58 | 0.1004 | -0.2131 | 0.2469 | 5526769.5453 | 7742492.7091 | 2782.5335 |
59 | 0.1053 | -0.1507 | 0.2382 | 2766087.5627 | 7290092.2412 | 2700.0171 |
60 | 0.1101 | -0.1261 | 0.2288 | 1932676.1408 | 6843640.8995 | 2616.0353 |