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[32]) |
20 | 2892.63 | - | - | - | - | - | - | - |
21 | 2604.42 | - | - | - | - | - | - | - |
22 | 2641.65 | - | - | - | - | - | - | - |
23 | 2659.81 | - | - | - | - | - | - | - |
24 | 2638.53 | - | - | - | - | - | - | - |
25 | 2720.25 | - | - | - | - | - | - | - |
26 | 2745.88 | - | - | - | - | - | - | - |
27 | 2735.7 | - | - | - | - | - | - | - |
28 | 2811.7 | - | - | - | - | - | - | - |
29 | 2799.43 | - | - | - | - | - | - | - |
30 | 2555.28 | - | - | - | - | - | - | - |
31 | 2304.98 | - | - | - | - | - | - | - |
32 | 2214.95 | - | - | - | - | - | - | - |
33 | 2065.81 | 2185.0126 | 1964.5762 | 2394.8327 | 0.1327 | 0.3899 | 0 | 0.3899 |
34 | 1940.49 | 2211.8118 | 1832.156 | 2561.2207 | 0.064 | 0.7936 | 0.008 | 0.493 |
35 | 2042 | 2235.6894 | 1780.2281 | 2648.5847 | 0.1789 | 0.9194 | 0.022 | 0.5392 |
36 | 1995.37 | 2257.5767 | 1753.8286 | 2710.108 | 0.128 | 0.8248 | 0.0495 | 0.5732 |
37 | 1946.81 | 2288.5813 | 1725.2375 | 2789.2293 | 0.0904 | 0.8745 | 0.0455 | 0.6134 |
38 | 1765.9 | 2303.0104 | 1703.3275 | 2832.4207 | 0.0234 | 0.9064 | 0.0505 | 0.6278 |
39 | 1635.25 | 2318.8497 | 1681.8039 | 2877.4942 | 0.0082 | 0.9738 | 0.0718 | 0.6423 |
40 | 1833.42 | 2347.1959 | 1676.1172 | 2932.6226 | 0.0427 | 0.9914 | 0.06 | 0.671 |
41 | 1910.43 | 2353.3033 | 1653.0207 | 2960.8902 | 0.0766 | 0.9532 | 0.0751 | 0.6723 |
42 | 1959.67 | 2277.9857 | 1528.3438 | 2918.9055 | 0.1652 | 0.8695 | 0.1982 | 0.5764 |
43 | 1969.6 | 2204.5168 | 1406.2265 | 2876.5718 | 0.2466 | 0.7624 | 0.3848 | 0.4879 |
44 | 2061.41 | 2186.3774 | 1353.4913 | 2881.3995 | 0.3623 | 0.7295 | 0.4679 | 0.4679 |
45 | 2093.48 | 2200.6519 | 1318.8919 | 2929.6684 | 0.3866 | 0.6459 | 0.6415 | 0.4847 |
46 | 2120.88 | 2207.0749 | 1269.6583 | 2973.3708 | 0.4128 | 0.6143 | 0.7523 | 0.492 |
47 | 2174.56 | 2214.2519 | 1229.1276 | 3011.8958 | 0.4612 | 0.5907 | 0.6639 | 0.4993 |
48 | 2196.72 | 2219.816 | 1191.1889 | 3045.3983 | 0.4781 | 0.5428 | 0.7029 | 0.5046 |
49 | 2350.44 | 2222.4891 | 1147.6187 | 3076.8816 | 0.3846 | 0.5236 | 0.7364 | 0.5069 |
50 | 2440.25 | 2226.1573 | 1110.3441 | 3105.6309 | 0.3166 | 0.3909 | 0.8475 | 0.51 |
51 | 2408.64 | 2228.0681 | 1070.7184 | 3132.2909 | 0.3477 | 0.3228 | 0.9006 | 0.5113 |
52 | 2472.81 | 2229.4821 | 1030.7689 | 3157.7624 | 0.3037 | 0.3526 | 0.7985 | 0.5122 |
53 | 2407.6 | 2231.1294 | 993.256 | 3181.7221 | 0.358 | 0.3091 | 0.7458 | 0.5133 |
54 | 2454.62 | 2231.7649 | 953.6671 | 3204.6427 | 0.3267 | 0.3616 | 0.7082 | 0.5135 |
55 | 2448.05 | 2232.5777 | 915.1616 | 3226.7534 | 0.3355 | 0.3308 | 0.6979 | 0.5139 |
56 | 2497.84 | 2233.2046 | 876.8318 | 3247.9592 | 0.3046 | 0.3391 | 0.63 | 0.5141 |
57 | 2645.64 | 2233.4672 | 837.5618 | 3268.5357 | 0.2176 | 0.3083 | 0.6045 | 0.514 |
58 | 2756.76 | 2233.8971 | 798.9954 | 3288.5124 | 0.1656 | 0.2221 | 0.5832 | 0.514 |
59 | 2849.27 | 2234.0983 | 759.7995 | 3307.8968 | 0.1307 | 0.17 | 0.5433 | 0.5139 |
60 | 2921.44 | 2234.2487 | 720.2399 | 3326.8274 | 0.1088 | 0.1349 | 0.5268 | 0.5138 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.049 | -0.0546 | 0 | 14209.2507 | 0 | 0 |
34 | 0.0806 | -0.1227 | 0.0886 | 73615.5157 | 43912.3832 | 209.5528 |
35 | 0.0942 | -0.0866 | 0.088 | 37515.5794 | 41780.1152 | 204.4018 |
36 | 0.1023 | -0.1161 | 0.095 | 68752.3279 | 48523.1684 | 220.2798 |
37 | 0.1116 | -0.1493 | 0.1059 | 116807.6261 | 62180.06 | 249.3593 |
38 | 0.1173 | -0.2332 | 0.1271 | 288487.5573 | 99897.9762 | 316.0664 |
39 | 0.1229 | -0.2948 | 0.1511 | 467308.4835 | 152385.1915 | 390.3655 |
40 | 0.1273 | -0.2189 | 0.1595 | 263965.6883 | 166332.7536 | 407.8391 |
41 | 0.1317 | -0.1882 | 0.1627 | 196136.7656 | 169644.3105 | 411.879 |
42 | 0.1435 | -0.1397 | 0.1604 | 101324.8894 | 162812.3684 | 403.5001 |
43 | 0.1555 | -0.1066 | 0.1555 | 55185.9054 | 153028.1445 | 391.1881 |
44 | 0.1622 | -0.0572 | 0.1473 | 15616.859 | 141577.204 | 376.2675 |
45 | 0.169 | -0.0487 | 0.1397 | 11485.8244 | 131570.1748 | 362.726 |
46 | 0.1771 | -0.0391 | 0.1325 | 7429.5602 | 122702.9881 | 350.2899 |
47 | 0.1838 | -0.0179 | 0.1249 | 1575.4498 | 114627.8188 | 338.5673 |
48 | 0.1898 | -0.0104 | 0.1177 | 533.4232 | 107496.9191 | 327.8672 |
49 | 0.1961 | 0.0576 | 0.1142 | 16371.4376 | 102136.5967 | 319.5882 |
50 | 0.2016 | 0.0962 | 0.1132 | 45835.6706 | 99008.7674 | 314.6566 |
51 | 0.2071 | 0.081 | 0.1115 | 32606.1967 | 95513.8953 | 309.0532 |
52 | 0.2124 | 0.1091 | 0.1114 | 59208.4806 | 93698.6246 | 306.1023 |
53 | 0.2174 | 0.0791 | 0.1099 | 31141.8802 | 90719.732 | 301.1972 |
54 | 0.2224 | 0.0999 | 0.1094 | 49664.4136 | 88853.5811 | 298.0832 |
55 | 0.2272 | 0.0965 | 0.1088 | 46428.3015 | 87009.0038 | 294.9729 |
56 | 0.2318 | 0.1185 | 0.1092 | 70031.8774 | 86301.6235 | 293.7714 |
57 | 0.2364 | 0.1845 | 0.1123 | 169886.4507 | 89645.0166 | 299.4078 |
58 | 0.2409 | 0.2341 | 0.1169 | 273385.5635 | 96711.9607 | 310.9855 |
59 | 0.2452 | 0.2754 | 0.1228 | 378436.2152 | 107146.1923 | 327.3319 |
60 | 0.2495 | 0.3076 | 0.1294 | 472231.8884 | 120184.9672 | 346.677 |