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 | 9111.82 | - | - | - | - | - | - | - |
25 | 12389.33 | - | - | - | - | - | - | - |
26 | 12067.42 | - | - | - | - | - | - | - |
27 | 12889.3 | - | - | - | - | - | - | - |
28 | 27843.48 | - | - | - | - | - | - | - |
29 | 30103.99 | - | - | - | - | - | - | - |
30 | 16693.06 | - | - | - | - | - | - | - |
31 | 18084.1 | - | - | - | - | - | - | - |
32 | 37015.99 | - | - | - | - | - | - | - |
33 | 24474.46 | - | - | - | - | - | - | - |
34 | 15997.46 | - | - | - | - | - | - | - |
35 | 18736.2 | - | - | - | - | - | - | - |
36 | 15388.92 | - | - | - | - | - | - | - |
37 | 19440 | 20330.0226 | 19704.0359 | 20975.8966 | 0.0035 | 1 | 1 | 1 |
38 | 19800 | 20338.6111 | 19651.2528 | 21050.0117 | 0.0689 | 0.9934 | 1 | 1 |
39 | 20088 | 21549.8687 | 20762.3865 | 22367.2189 | 2e-04 | 1 | 1 | 1 |
40 | 43344 | 45689.3138 | 43903.4869 | 47547.7813 | 0.0067 | 1 | 1 | 1 |
41 | 46872 | 49398.6982 | 47350.3473 | 51535.6597 | 0.0102 | 1 | 1 | 1 |
42 | 25992 | 27392.1166 | 26194.8659 | 28644.0882 | 0.0142 | 0 | 1 | 1 |
43 | 28152 | 29674.7802 | 28314.6846 | 31100.2079 | 0.0181 | 1 | 1 | 1 |
44 | 57600 | 60740.7438 | 57833.8034 | 63793.7978 | 0.0219 | 1 | 1 | 1 |
45 | 38088 | 40160.94 | 38161.1352 | 42265.543 | 0.0268 | 0 | 1 | 1 |
46 | 24912 | 26250.8339 | 24894.8898 | 27680.6319 | 0.0332 | 0 | 1 | 1 |
47 | 29160 | 30744.8755 | 29101.7982 | 32480.7205 | 0.0368 | 1 | 1 | 1 |
48 | 23976 | 25252.2005 | 23859.0729 | 26726.6727 | 0.0449 | 0 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0162 | -0.0438 | 0 | 792140.3094 | 0 | 0 |
38 | 0.0178 | -0.0265 | 0.0351 | 290101.9051 | 541121.1072 | 735.6093 |
39 | 0.0194 | -0.0678 | 0.046 | 2137060.2191 | 1073100.8112 | 1035.9058 |
40 | 0.0208 | -0.0513 | 0.0474 | 5500496.8648 | 2179949.8246 | 1476.4653 |
41 | 0.0221 | -0.0511 | 0.0481 | 6384203.8897 | 3020800.6376 | 1738.0451 |
42 | 0.0233 | -0.0511 | 0.0486 | 1960326.4765 | 2844054.9441 | 1686.4326 |
43 | 0.0245 | -0.0513 | 0.049 | 2318859.4461 | 2769027.0158 | 1664.0394 |
44 | 0.0256 | -0.0517 | 0.0493 | 9864271.7486 | 3655932.6074 | 1912.0493 |
45 | 0.0267 | -0.0516 | 0.0496 | 4297080.1619 | 3727171.2246 | 1930.5883 |
46 | 0.0278 | -0.051 | 0.0497 | 1792476.2513 | 3533701.7272 | 1879.8143 |
47 | 0.0288 | -0.0515 | 0.0499 | 2511830.4633 | 3440804.3396 | 1854.9405 |
48 | 0.0298 | -0.0505 | 0.05 | 1628687.8214 | 3289794.6298 | 1813.7791 |