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[49]) |
48 | 20866.8 | - | - | - | - | - | - | - |
49 | 22176.2 | - | - | - | - | - | - | - |
50 | 23533.8 | 21887.3716 | 19201.4689 | 24573.2742 | 0.1148 | 0.4165 | 0.4165 | 0.4165 |
51 | 21479.6 | 21398.5231 | 18601.4277 | 24195.6184 | 0.4773 | 0.0673 | 0.0673 | 0.2929 |
52 | 24347.7 | 21867.1919 | 18969.0015 | 24765.3823 | 0.0467 | 0.6034 | 0.6034 | 0.4172 |
53 | 22751.6 | 21759.3056 | 18376.1459 | 25142.4653 | 0.2827 | 0.0669 | 0.0669 | 0.4046 |
54 | 20328.3 | 21571.3599 | 18027.2391 | 25115.4806 | 0.2459 | 0.257 | 0.257 | 0.369 |
55 | 23650.4 | 21734.4448 | 18040.987 | 25427.9025 | 0.1546 | 0.7722 | 0.7722 | 0.4073 |
56 | 23335.7 | 21689.6056 | 17739.1241 | 25640.0871 | 0.2071 | 0.1653 | 0.1653 | 0.4046 |
57 | 19614.9 | 21612.9836 | 17497.9629 | 25728.0044 | 0.1706 | 0.206 | 0.206 | 0.3942 |
58 | 18042.3 | 21665.026 | 17394.2736 | 25935.7784 | 0.0482 | 0.8266 | 0.8266 | 0.4073 |
59 | 17282.5 | 21642.1102 | 17185.0005 | 26099.2199 | 0.0276 | 0.9433 | 0.9433 | 0.4072 |
60 | 16847.2 | 21606.6652 | 16994.7982 | 26218.5322 | 0.0216 | 0.9669 | 0.9669 | 0.4044 |
61 | 18159.5 | 21618.3724 | 16857.9695 | 26378.7753 | 0.0772 | 0.9753 | 0.9753 | 0.4092 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0626 | 0.0752 | 0 | 2710726.5795 | 0 | 0 |
51 | 0.0667 | 0.0038 | 0.0395 | 6573.4698 | 1358650.0246 | 1165.6114 |
52 | 0.0676 | 0.1134 | 0.0641 | 6152920.5763 | 2956740.2085 | 1719.5174 |
53 | 0.0793 | 0.0456 | 0.0595 | 984648.1733 | 2463717.1997 | 1569.6233 |
54 | 0.0838 | -0.0576 | 0.0591 | 1545197.8069 | 2280013.3212 | 1509.9713 |
55 | 0.0867 | 0.0882 | 0.064 | 3670884.3806 | 2511825.1644 | 1584.8739 |
56 | 0.0929 | 0.0759 | 0.0657 | 2709626.7239 | 2540082.53 | 1593.7636 |
57 | 0.0971 | -0.0924 | 0.069 | 3992338.2471 | 2721614.4947 | 1649.7316 |
58 | 0.1006 | -0.1672 | 0.0799 | 13124143.6572 | 3877451.0683 | 1969.1244 |
59 | 0.1051 | -0.2014 | 0.0921 | 19006200.8759 | 5390326.0491 | 2321.7076 |
60 | 0.1089 | -0.2203 | 0.1037 | 22652509.3315 | 6959615.4384 | 2638.1083 |
61 | 0.1123 | -0.16 | 0.1084 | 11963797.9758 | 7376630.6498 | 2715.9953 |