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 | 4904 | - | - | - | - | - | - | - |
25 | 2252 | - | - | - | - | - | - | - |
26 | 2952 | - | - | - | - | - | - | - |
27 | 3573 | - | - | - | - | - | - | - |
28 | 3048 | - | - | - | - | - | - | - |
29 | 3059 | - | - | - | - | - | - | - |
30 | 2731 | - | - | - | - | - | - | - |
31 | 3563 | - | - | - | - | - | - | - |
32 | 3092 | - | - | - | - | - | - | - |
33 | 3478 | - | - | - | - | - | - | - |
34 | 3478 | - | - | - | - | - | - | - |
35 | 4308 | - | - | - | - | - | - | - |
36 | 5029 | - | - | - | - | - | - | - |
37 | 2075 | 2309.8783 | 1962.4493 | 2718.8155 | 0.1301 | 0 | 0.6093 | 0 |
38 | 3264 | 2975.0972 | 2517.9258 | 3515.2756 | 0.1473 | 0.9995 | 0.5334 | 0 |
39 | 3308 | 3342.8176 | 2818.2995 | 3964.9546 | 0.4563 | 0.5981 | 0.2342 | 0 |
40 | 3688 | 2844.1324 | 2390.4575 | 3383.9084 | 0.0011 | 0.0461 | 0.2296 | 0 |
41 | 3136 | 3016.8242 | 2535.4372 | 3589.6091 | 0.3417 | 0.0108 | 0.4426 | 0 |
42 | 2824 | 2964.9107 | 2491.208 | 3528.6879 | 0.3121 | 0.276 | 0.7919 | 0 |
43 | 3644 | 3609.1315 | 3032.1279 | 4295.9367 | 0.4604 | 0.9875 | 0.5524 | 0 |
44 | 4694 | 3275.8293 | 2752.156 | 3899.1458 | 0 | 0.1235 | 0.7184 | 0 |
45 | 2914 | 3463.8288 | 2910.068 | 4122.9655 | 0.051 | 1e-04 | 0.4832 | 0 |
46 | 3686 | 3494.4846 | 2936.3713 | 4158.6778 | 0.286 | 0.9566 | 0.5194 | 0 |
47 | 4358 | 4139.1534 | 3478.8961 | 4924.7204 | 0.2925 | 0.8709 | 0.3368 | 0.0132 |
48 | 5587 | 4990.9271 | 4195.7429 | 5936.8159 | 0.1084 | 0.9052 | 0.4686 | 0.4686 |
49 | 2265 | 2330.3462 | 1958.9329 | 2772.1795 | 0.386 | 0 | 0.8713 | 0 |
50 | 3685 | 2997.752 | 2519.3988 | 3566.9292 | 0.009 | 0.9942 | 0.1796 | 0 |
51 | 3754 | 3346.0647 | 2811.4595 | 3982.3263 | 0.1044 | 0.1482 | 0.5467 | 0 |
52 | 3708 | 2837.8532 | 2383.9851 | 3378.1297 | 8e-04 | 4e-04 | 0.001 | 0 |
53 | 3210 | 3012.112 | 2530.3669 | 3585.5743 | 0.2494 | 0.0087 | 0.336 | 0 |
54 | 3517 | 2964.7381 | 2490.5309 | 3529.2361 | 0.0276 | 0.1972 | 0.6875 | 0 |
55 | 3905 | 3611.0565 | 3033.4712 | 4298.6165 | 0.201 | 0.6057 | 0.4626 | 0 |
56 | 3670 | 3276.8565 | 2752.7683 | 3900.7236 | 0.1084 | 0.0242 | 0 | 0 |
57 | 4221 | 3463.7566 | 2909.7847 | 4123.195 | 0.0122 | 0.2699 | 0.9489 | 0 |
58 | 4404 | 3494.0485 | 2935.7937 | 4158.4581 | 0.0036 | 0.016 | 0.2856 | 0 |
59 | 5086 | 4138.9013 | 3478.4307 | 4924.7794 | 0.0091 | 0.2543 | 0.2924 | 0.0132 |
60 | 5725 | 4990.9856 | 4195.4948 | 5937.3061 | 0.0642 | 0.422 | 0.1085 | 0.4686 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0903 | -0.1017 | 0 | 55167.8185 | 0 | 0 |
38 | 0.0926 | 0.0971 | 0.0994 | 83464.8476 | 69316.333 | 263.28 |
39 | 0.095 | -0.0104 | 0.0697 | 1212.2646 | 46614.9769 | 215.905 |
40 | 0.0968 | 0.2967 | 0.1265 | 712112.4692 | 212989.35 | 461.5077 |
41 | 0.0969 | 0.0395 | 0.1091 | 14202.8621 | 173232.0524 | 416.2115 |
42 | 0.097 | -0.0475 | 0.0988 | 19855.8282 | 147669.3484 | 384.2777 |
43 | 0.0971 | 0.0097 | 0.0861 | 1215.8156 | 126747.4151 | 356.016 |
44 | 0.0971 | 0.4329 | 0.1294 | 2011208.1733 | 362305.0099 | 601.9178 |
45 | 0.0971 | -0.1587 | 0.1327 | 302311.7024 | 355639.0868 | 596.3548 |
46 | 0.097 | 0.0548 | 0.1249 | 36678.1628 | 323742.9944 | 568.9842 |
47 | 0.0968 | 0.0529 | 0.1184 | 47893.8473 | 298665.7992 | 546.5032 |
48 | 0.0967 | 0.1194 | 0.1184 | 355302.9095 | 303385.5584 | 550.8045 |
49 | 0.0967 | -0.028 | 0.1115 | 4270.1298 | 280376.6793 | 529.5061 |
50 | 0.0969 | 0.2293 | 0.1199 | 472309.7624 | 294086.1852 | 542.2971 |
51 | 0.097 | 0.1219 | 0.12 | 166411.2015 | 285574.5197 | 534.3917 |
52 | 0.0971 | 0.3066 | 0.1317 | 757155.477 | 315048.3295 | 561.2917 |
53 | 0.0971 | 0.0657 | 0.1278 | 39159.6766 | 298819.5852 | 546.6439 |
54 | 0.0971 | 0.1863 | 0.1311 | 304993.2476 | 299162.5665 | 546.9576 |
55 | 0.0971 | 0.0814 | 0.1285 | 86402.7687 | 287964.6824 | 536.6234 |
56 | 0.0971 | 0.12 | 0.128 | 154561.848 | 281294.5406 | 530.3721 |
57 | 0.0971 | 0.2186 | 0.1323 | 573417.6169 | 295205.1633 | 543.3279 |
58 | 0.097 | 0.2604 | 0.1382 | 828011.6831 | 319423.6415 | 565.1758 |
59 | 0.0969 | 0.2288 | 0.1421 | 896995.9353 | 344535.4804 | 586.9714 |
60 | 0.0967 | 0.1471 | 0.1423 | 538777.1832 | 352628.8846 | 593.8256 |