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 | 17735.4 | - | - | - | - | - | - | - |
37 | 19813.6 | - | - | - | - | - | - | - |
38 | 22160 | - | - | - | - | - | - | - |
39 | 20664.3 | - | - | - | - | - | - | - |
40 | 17877.4 | - | - | - | - | - | - | - |
41 | 20906.5 | - | - | - | - | - | - | - |
42 | 21164.1 | - | - | - | - | - | - | - |
43 | 21374.4 | - | - | - | - | - | - | - |
44 | 22952.3 | - | - | - | - | - | - | - |
45 | 21343.5 | - | - | - | - | - | - | - |
46 | 23899.3 | - | - | - | - | - | - | - |
47 | 22392.9 | - | - | - | - | - | - | - |
48 | 18274.1 | - | - | - | - | - | - | - |
49 | 22786.7 | 23254.3224 | 21472.7895 | 25035.8553 | 0.3035 | 1 | 0.9999 | 1 |
50 | 22321.5 | 23995.9385 | 22180.5891 | 25811.288 | 0.0353 | 0.9042 | 0.9763 | 1 |
51 | 17842.2 | 22371.9799 | 20433.3755 | 24310.5843 | 0 | 0.5204 | 0.9579 | 1 |
52 | 16373.5 | 20872.8849 | 18730.3383 | 23015.4314 | 0 | 0.9972 | 0.9969 | 0.9913 |
53 | 15993.8 | 22679.4404 | 20530.6607 | 24828.2201 | 0 | 1 | 0.9471 | 1 |
54 | 16446.1 | 22885.6249 | 20638.0443 | 25133.2056 | 0 | 1 | 0.9334 | 1 |
55 | 17729 | 23978.4047 | 21635.6496 | 26321.1598 | 0 | 1 | 0.9853 | 1 |
56 | 16643 | 24537.5112 | 22163.595 | 26911.4274 | 0 | 1 | 0.9047 | 1 |
57 | 16196.7 | 23345.5249 | 20893.2902 | 25797.7596 | 0 | 1 | 0.9452 | 1 |
58 | 18252.1 | 25713.4197 | 23195.1772 | 28231.6621 | 0 | 1 | 0.921 | 1 |
59 | 17570.4 | 24006.6834 | 21442.4272 | 26570.9397 | 0 | 1 | 0.8913 | 1 |
60 | 15836.8 | 20462.0537 | 17835.6414 | 23088.466 | 3e-04 | 0.9845 | 0.9487 | 0.9487 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0391 | -0.0201 | 0 | 218670.7227 | 0 | 0 |
50 | 0.0386 | -0.0698 | 0.0449 | 2803744.3605 | 1511207.5416 | 1229.3118 |
51 | 0.0442 | -0.2025 | 0.0975 | 20518906.1582 | 7847107.0805 | 2801.2688 |
52 | 0.0524 | -0.2156 | 0.127 | 20244464.0323 | 10946446.3184 | 3308.5414 |
53 | 0.0483 | -0.2948 | 0.1605 | 44697787.2149 | 17696714.4977 | 4206.7463 |
54 | 0.0501 | -0.2814 | 0.1807 | 41467481.5021 | 21658508.9984 | 4653.8703 |
55 | 0.0498 | -0.2606 | 0.1921 | 39055059.0382 | 24143730.4327 | 4913.627 |
56 | 0.0494 | -0.3217 | 0.2083 | 62323307.4666 | 28916177.5619 | 5377.3765 |
57 | 0.0536 | -0.3062 | 0.2192 | 51105697.1987 | 31381679.7438 | 5601.9354 |
58 | 0.05 | -0.2902 | 0.2263 | 55671291.4815 | 33810640.9176 | 5814.6918 |
59 | 0.0545 | -0.2681 | 0.2301 | 41425744.5021 | 34502923.0616 | 5873.9189 |
60 | 0.0655 | -0.226 | 0.2297 | 21392971.6615 | 33410427.1116 | 5780.1754 |