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 | 19406.8 | - | - | - | - | - | - | - |
37 | 18385.3 | - | - | - | - | - | - | - |
38 | 20739.3 | - | - | - | - | - | - | - |
39 | 22268.3 | - | - | - | - | - | - | - |
40 | 21569 | - | - | - | - | - | - | - |
41 | 17514.8 | - | - | - | - | - | - | - |
42 | 21124.7 | - | - | - | - | - | - | - |
43 | 21251 | - | - | - | - | - | - | - |
44 | 21393 | - | - | - | - | - | - | - |
45 | 22145.2 | - | - | - | - | - | - | - |
46 | 20310.5 | - | - | - | - | - | - | - |
47 | 23466.9 | - | - | - | - | - | - | - |
48 | 21264.6 | - | - | - | - | - | - | - |
49 | 18388.1 | 19500.7388 | 18107.3821 | 20894.0954 | 0.0588 | 0.0065 | 0.9417 | 0.0065 |
50 | 22635.4 | 21981.7683 | 20467.3662 | 23496.1704 | 0.1988 | 1 | 0.9461 | 0.8233 |
51 | 22014.3 | 23629.8757 | 22115.3241 | 25144.4272 | 0.0183 | 0.9009 | 0.961 | 0.9989 |
52 | 18422.7 | 23063.4082 | 21532.6591 | 24594.1572 | 0 | 0.9104 | 0.9722 | 0.9894 |
53 | 16120.2 | 18955.2522 | 17423.4647 | 20487.0396 | 1e-04 | 0.7522 | 0.9673 | 0.0016 |
54 | 16037.7 | 22537.1006 | 21005.4831 | 24068.7182 | 0 | 1 | 0.9647 | 0.9483 |
55 | 16410.7 | 22772.7939 | 21240.402 | 24305.1858 | 0 | 1 | 0.9742 | 0.9731 |
56 | 17749.8 | 22581.2353 | 21048.9927 | 24113.4779 | 0 | 1 | 0.9357 | 0.9539 |
57 | 16349.8 | 23708.7938 | 22176.7315 | 25240.8561 | 0 | 1 | 0.9773 | 0.9991 |
58 | 15662.3 | 21727.9841 | 20195.6738 | 23260.2944 | 0 | 1 | 0.9651 | 0.7233 |
59 | 17782.3 | 25164.7405 | 23632.5591 | 26696.9219 | 0 | 1 | 0.9851 | 1 |
60 | 16398.9 | 22655.0912 | 21124.9669 | 24185.2155 | 0 | 1 | 0.9626 | 0.9626 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0365 | -0.0571 | 0.0048 | 1237965.0772 | 103163.7564 | 321.1912 |
50 | 0.0351 | 0.0297 | 0.0025 | 427234.3783 | 35602.8649 | 188.6872 |
51 | 0.0327 | -0.0684 | 0.0057 | 2610084.7733 | 217507.0644 | 466.3765 |
52 | 0.0339 | -0.2012 | 0.0168 | 21536172.2015 | 1794681.0168 | 1339.6571 |
53 | 0.0412 | -0.1496 | 0.0125 | 8037520.7554 | 669793.3963 | 818.4091 |
54 | 0.0347 | -0.2884 | 0.024 | 42242208.384 | 3520184.032 | 1876.2153 |
55 | 0.0343 | -0.2794 | 0.0233 | 40476238.6735 | 3373019.8895 | 1836.5783 |
56 | 0.0346 | -0.214 | 0.0178 | 23342767.0948 | 1945230.5912 | 1394.7152 |
57 | 0.033 | -0.3104 | 0.0259 | 54154790.084 | 4512899.1737 | 2124.3585 |
58 | 0.036 | -0.2792 | 0.0233 | 36792523.7666 | 3066043.6472 | 1751.0122 |
59 | 0.0311 | -0.2934 | 0.0244 | 54500428.0693 | 4541702.3391 | 2131.127 |
60 | 0.0345 | -0.2761 | 0.023 | 39139928.3612 | 3261660.6968 | 1806.0068 |