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 | 18688 | - | - | - | - | - | - | - |
37 | 20424 | - | - | - | - | - | - | - |
38 | 24776 | - | - | - | - | - | - | - |
39 | 19814 | - | - | - | - | - | - | - |
40 | 12738 | - | - | - | - | - | - | - |
41 | 31566 | - | - | - | - | - | - | - |
42 | 30111 | - | - | - | - | - | - | - |
43 | 30019 | - | - | - | - | - | - | - |
44 | 31934 | - | - | - | - | - | - | - |
45 | 25826 | - | - | - | - | - | - | - |
46 | 26835 | - | - | - | - | - | - | - |
47 | 20205 | - | - | - | - | - | - | - |
48 | 17789 | - | - | - | - | - | - | - |
49 | 20520 | 19952.5853 | 15396.7068 | 24508.4637 | 0.4036 | 0.824 | 0.4196 | 0.824 |
50 | 22518 | 24038.0705 | 19169.6687 | 28906.4722 | 0.2703 | 0.9217 | 0.3832 | 0.9941 |
51 | 15572 | 19242.1897 | 13254.3067 | 25230.0727 | 0.1148 | 0.1418 | 0.4258 | 0.6828 |
52 | 11509 | 12062.6472 | 5618.0261 | 18507.2683 | 0.4331 | 0.1429 | 0.4186 | 0.0408 |
53 | 25447 | 30955.1855 | 23816.4427 | 38093.9283 | 0.0652 | 1 | 0.4334 | 0.9998 |
54 | 24090 | 29459.9586 | 21848.0155 | 37071.9018 | 0.0834 | 0.8493 | 0.4334 | 0.9987 |
55 | 27786 | 29393.0321 | 21244.1232 | 37541.941 | 0.3496 | 0.8989 | 0.4402 | 0.9974 |
56 | 26195 | 31292.4038 | 22694.3438 | 39890.4637 | 0.1226 | 0.7879 | 0.4419 | 0.999 |
57 | 20516 | 25194.1449 | 16137.1784 | 34251.1115 | 0.1557 | 0.4143 | 0.4456 | 0.9455 |
58 | 22759 | 26197.0732 | 16722.5521 | 35671.5944 | 0.2385 | 0.8801 | 0.4475 | 0.959 |
59 | 19028 | 19570.8577 | 9684.9879 | 29456.7275 | 0.4571 | 0.2637 | 0.45 | 0.6381 |
60 | 16971 | 17152.4989 | 6878.5966 | 27426.4011 | 0.4862 | 0.3602 | 0.4517 | 0.4517 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1165 | 0.0284 | 0 | 321959.4983 | 0 | 0 |
50 | 0.1033 | -0.0632 | 0.0458 | 2310614.2029 | 1316286.8506 | 1147.2955 |
51 | 0.1588 | -0.1907 | 0.0941 | 13470292.3757 | 5367622.0256 | 2316.8129 |
52 | 0.2726 | -0.0459 | 0.0821 | 306525.248 | 4102347.8312 | 2025.4253 |
53 | 0.1177 | -0.1779 | 0.1012 | 30340107.095 | 9349899.684 | 3057.7606 |
54 | 0.1318 | -0.1823 | 0.1148 | 28836455.8153 | 12597659.0392 | 3549.3181 |
55 | 0.1414 | -0.0547 | 0.1062 | 2582552.185 | 11166929.4886 | 3341.6956 |
56 | 0.1402 | -0.1629 | 0.1133 | 25983525.1154 | 13019003.942 | 3608.1857 |
57 | 0.1834 | -0.1857 | 0.1213 | 21885040.0893 | 14004119.0694 | 3742.2078 |
58 | 0.1845 | -0.1312 | 0.1223 | 11820347.629 | 13785741.9254 | 3712.9156 |
59 | 0.2577 | -0.0277 | 0.1137 | 294694.5318 | 12559283.0714 | 3543.9079 |
60 | 0.3056 | -0.0106 | 0.1051 | 32941.8353 | 11515421.3018 | 3393.438 |