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[37]) |
25 | 16236.8 | - | - | - | - | - | - | - |
26 | 12521 | - | - | - | - | - | - | - |
27 | 14762.1 | - | - | - | - | - | - | - |
28 | 15446.9 | - | - | - | - | - | - | - |
29 | 13635 | - | - | - | - | - | - | - |
30 | 14212.6 | - | - | - | - | - | - | - |
31 | 15021.7 | - | - | - | - | - | - | - |
32 | 14134.3 | - | - | - | - | - | - | - |
33 | 13721.4 | - | - | - | - | - | - | - |
34 | 14384.5 | - | - | - | - | - | - | - |
35 | 15638.6 | - | - | - | - | - | - | - |
36 | 19711.6 | - | - | - | - | - | - | - |
37 | 20359.8 | - | - | - | - | - | - | - |
38 | 16141.4 | 15524.1146 | 14514.5123 | 16533.717 | 0.1154 | 0 | 1 | 0 |
39 | 20056.9 | 17907.5744 | 16651.0451 | 19164.1037 | 4e-04 | 0.9971 | 1 | 1e-04 |
40 | 20605.5 | 19467.2947 | 17980.3444 | 20954.2451 | 0.0668 | 0.2185 | 1 | 0.1197 |
41 | 19325.8 | 13848.2409 | 12165.5188 | 15530.9631 | 0 | 0 | 0.5981 | 0 |
42 | 20547.7 | 16203.1349 | 14344.6561 | 18061.6137 | 0 | 5e-04 | 0.9821 | 0 |
43 | 19211.2 | 15996.8722 | 13977.9526 | 18015.7917 | 9e-04 | 0 | 0.8281 | 0 |
44 | 19009.5 | 14787.5099 | 12619.9823 | 16955.0376 | 1e-04 | 0 | 0.7226 | 0 |
45 | 18746.8 | 14848.3292 | 12541.7498 | 17154.9086 | 5e-04 | 2e-04 | 0.8309 | 0 |
46 | 16471.5 | 17579.5148 | 15141.8023 | 20017.2274 | 0.1865 | 0.174 | 0.9949 | 0.0127 |
47 | 18957.2 | 17865.4621 | 15303.3192 | 20427.6049 | 0.2018 | 0.8569 | 0.9558 | 0.0282 |
48 | 20515.2 | 21619.5894 | 18938.7855 | 24300.3933 | 0.2097 | 0.9742 | 0.9185 | 0.8215 |
49 | 18374.4 | 21987.3498 | 19192.9191 | 24781.7805 | 0.0056 | 0.8491 | 0.8732 | 0.8732 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.0332 | 0.0398 | 0 | 381041.2393 | 0 | 0 |
39 | 0.0358 | 0.12 | 0.0799 | 4619600.635 | 2500320.9371 | 1581.2403 |
40 | 0.039 | 0.0585 | 0.0728 | 1295511.2218 | 2098717.6987 | 1448.6952 |
41 | 0.062 | 0.3955 | 0.1534 | 30003653.3815 | 9074951.6194 | 3012.466 |
42 | 0.0585 | 0.2681 | 0.1764 | 18875245.8822 | 11035010.4719 | 3321.8986 |
43 | 0.0644 | 0.2009 | 0.1805 | 10331903.523 | 10917825.9805 | 3304.2134 |
44 | 0.0748 | 0.2855 | 0.1955 | 17825200.055 | 11904593.7054 | 3450.3034 |
45 | 0.0793 | 0.2626 | 0.2039 | 15198074.5869 | 12316278.8156 | 3509.4556 |
46 | 0.0707 | -0.063 | 0.1882 | 1227696.8699 | 11084214.155 | 3329.2963 |
47 | 0.0732 | 0.0611 | 0.1755 | 1191891.7146 | 10094981.9109 | 3177.2601 |
48 | 0.0633 | -0.0511 | 0.1642 | 1219675.8855 | 9288135.9086 | 3047.6443 |
49 | 0.0648 | -0.1643 | 0.1642 | 13053406.0961 | 9601908.4242 | 3098.6946 |