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[33]) |
21 | 2570 | - | - | - | - | - | - | - |
22 | 2669 | - | - | - | - | - | - | - |
23 | 2450 | - | - | - | - | - | - | - |
24 | 2842 | - | - | - | - | - | - | - |
25 | 3440 | - | - | - | - | - | - | - |
26 | 2678 | - | - | - | - | - | - | - |
27 | 2981 | - | - | - | - | - | - | - |
28 | 2260 | - | - | - | - | - | - | - |
29 | 2844 | - | - | - | - | - | - | - |
30 | 2546 | - | - | - | - | - | - | - |
31 | 2456 | - | - | - | - | - | - | - |
32 | 2295 | - | - | - | - | - | - | - |
33 | 2379 | - | - | - | - | - | - | - |
34 | 2479 | 2474.0759 | 1827.4407 | 3120.711 | 0.494 | 0.6134 | 0.2773 | 0.6134 |
35 | 2057 | 2452.2097 | 1705.4824 | 3198.937 | 0.1498 | 0.472 | 0.5023 | 0.5762 |
36 | 2280 | 2874.2482 | 2066.0581 | 3682.4383 | 0.0748 | 0.9763 | 0.5312 | 0.8851 |
37 | 2351 | 3472.4753 | 2650.4505 | 4294.5002 | 0.0037 | 0.9978 | 0.5309 | 0.9954 |
38 | 2276 | 2838.5322 | 1997.7344 | 3679.3301 | 0.0949 | 0.8721 | 0.6459 | 0.858 |
39 | 2548 | 2987.8033 | 2146.5136 | 3829.093 | 0.1528 | 0.9514 | 0.5063 | 0.922 |
40 | 2311 | 2501.8132 | 1651.7464 | 3351.88 | 0.33 | 0.4576 | 0.7114 | 0.6115 |
41 | 2201 | 2815.0662 | 1967.7075 | 3662.425 | 0.0777 | 0.8782 | 0.4733 | 0.8434 |
42 | 2725 | 2837.8077 | 1985.1667 | 3690.4488 | 0.3977 | 0.9284 | 0.7488 | 0.8542 |
43 | 2408 | 2402.1942 | 1553.1275 | 3251.261 | 0.4947 | 0.2281 | 0.4506 | 0.5213 |
44 | 2139 | 2609.1248 | 1756.6741 | 3461.5756 | 0.1399 | 0.6781 | 0.7649 | 0.7016 |
45 | 1898 | 2320.6141 | 1471.448 | 3169.7801 | 0.1647 | 0.6625 | 0.4464 | 0.4464 |
46 | 2537 | 2783.8742 | 1675.5476 | 3892.2009 | 0.3312 | 0.9414 | 0.7051 | 0.763 |
47 | 2069 | 2412.4341 | 1222.8894 | 3601.9787 | 0.2857 | 0.4187 | 0.7209 | 0.522 |
48 | 2063 | 3155.2258 | 1913.4941 | 4396.9575 | 0.0424 | 0.9568 | 0.9164 | 0.8898 |
49 | 2524 | 3472.88 | 2215.4766 | 4730.2834 | 0.0696 | 0.986 | 0.9598 | 0.9559 |
50 | 2437 | 3070.636 | 1796.7358 | 4344.5362 | 0.1648 | 0.7998 | 0.8893 | 0.8564 |
51 | 2189 | 3044.9551 | 1768.4226 | 4321.4875 | 0.0944 | 0.8247 | 0.7773 | 0.8467 |
52 | 2793 | 2671.6928 | 1388.6488 | 3954.7367 | 0.4265 | 0.7696 | 0.7092 | 0.6726 |
53 | 2074 | 2938.1625 | 1655.1013 | 4221.2238 | 0.0934 | 0.5877 | 0.8699 | 0.8035 |
54 | 2622 | 2940.4038 | 1654.8978 | 4225.9097 | 0.3137 | 0.9067 | 0.6287 | 0.804 |
55 | 2278 | 2591.8049 | 1305.8298 | 3877.7801 | 0.3162 | 0.4816 | 0.6103 | 0.6272 |
56 | 2144 | 2648.2475 | 1362.2008 | 3934.2942 | 0.2211 | 0.7137 | 0.7812 | 0.6592 |
57 | 2427 | 2568.6103 | 1280.6354 | 3856.5852 | 0.4147 | 0.7409 | 0.8463 | 0.6135 |
58 | 2139 | 2771.6479 | 1287.4587 | 4255.837 | 0.2017 | 0.6755 | 0.6217 | 0.698 |
59 | 1828 | 2703.0767 | 1132.1243 | 4274.0291 | 0.1375 | 0.7592 | 0.7856 | 0.657 |
60 | 2072 | 3110.459 | 1496.1865 | 4724.7315 | 0.1037 | 0.9403 | 0.8983 | 0.8128 |
61 | 1800 | 3784.9082 | 2148.0956 | 5421.7209 | 0.0087 | 0.9799 | 0.9345 | 0.9539 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.1333 | 0.002 | 0 | 24.247 | 0 | 0 |
35 | 0.1554 | -0.1612 | 0.0816 | 156190.7135 | 78107.4803 | 279.4772 |
36 | 0.1435 | -0.2067 | 0.1233 | 353130.9093 | 169781.9566 | 412.0461 |
37 | 0.1208 | -0.323 | 0.1732 | 1257706.9219 | 441763.1979 | 664.6527 |
38 | 0.1511 | -0.1982 | 0.1782 | 316442.5019 | 416699.0587 | 645.5223 |
39 | 0.1437 | -0.1472 | 0.173 | 193426.9369 | 379487.0384 | 616.0252 |
40 | 0.1734 | -0.0763 | 0.1592 | 36409.6926 | 330475.989 | 574.8704 |
41 | 0.1536 | -0.2181 | 0.1666 | 377077.358 | 336301.1601 | 579.9148 |
42 | 0.1533 | -0.0398 | 0.1525 | 12725.583 | 300348.3182 | 548.0404 |
43 | 0.1803 | 0.0024 | 0.1375 | 33.7067 | 270316.8571 | 519.92 |
44 | 0.1667 | -0.1802 | 0.1414 | 221017.372 | 265835.0857 | 515.592 |
45 | 0.1867 | -0.1821 | 0.1448 | 178602.6624 | 258565.7171 | 508.4936 |
46 | 0.2031 | -0.0887 | 0.1404 | 60946.8926 | 243364.2691 | 493.3196 |
47 | 0.2516 | -0.1424 | 0.1406 | 117946.9524 | 234405.8893 | 484.1548 |
48 | 0.2008 | -0.3462 | 0.1543 | 1192957.146 | 298309.3064 | 546.177 |
49 | 0.1847 | -0.2732 | 0.1617 | 900373.2176 | 335938.3009 | 579.6018 |
50 | 0.2117 | -0.2064 | 0.1643 | 401494.5926 | 339794.5533 | 582.919 |
51 | 0.2139 | -0.2811 | 0.1708 | 732659.1156 | 361620.3623 | 601.3488 |
52 | 0.245 | 0.0454 | 0.1642 | 14715.4441 | 343362.2087 | 585.9712 |
53 | 0.2228 | -0.2941 | 0.1707 | 746776.9065 | 363532.9436 | 602.9369 |
54 | 0.2231 | -0.1083 | 0.1678 | 101380.9602 | 351049.5158 | 592.4943 |
55 | 0.2531 | -0.1211 | 0.1656 | 98473.5448 | 339568.7899 | 582.7253 |
56 | 0.2478 | -0.1904 | 0.1667 | 254265.5128 | 335859.9518 | 579.5343 |
57 | 0.2558 | -0.0551 | 0.1621 | 20053.4848 | 322701.349 | 568.0681 |
58 | 0.2732 | -0.2283 | 0.1647 | 400243.316 | 325803.0276 | 570.7916 |
59 | 0.2965 | -0.3237 | 0.1708 | 765759.1917 | 342724.4186 | 585.4267 |
60 | 0.2648 | -0.3339 | 0.1769 | 1078397.1331 | 369971.5561 | 608.2529 |
61 | 0.2206 | -0.5244 | 0.1893 | 3939860.742 | 497467.5985 | 705.3138 |