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 | 19464.6 | - | - | - | - | - | - | - |
37 | 16165.4 | - | - | - | - | - | - | - |
38 | 17574.9 | - | - | - | - | - | - | - |
39 | 19795.4 | - | - | - | - | - | - | - |
40 | 19439.5 | - | - | - | - | - | - | - |
41 | 17170 | - | - | - | - | - | - | - |
42 | 21072.4 | - | - | - | - | - | - | - |
43 | 17751.8 | - | - | - | - | - | - | - |
44 | 17515.5 | - | - | - | - | - | - | - |
45 | 18040.3 | - | - | - | - | - | - | - |
46 | 19090.1 | - | - | - | - | - | - | - |
47 | 17746.5 | - | - | - | - | - | - | - |
48 | 19202.1 | - | - | - | - | - | - | - |
49 | 15141.6 | 13962.6537 | 11511.3402 | 16413.9672 | 0.1729 | 0 | 0.0391 | 0 |
50 | 16258.1 | 15598.4183 | 12918.1483 | 18278.6884 | 0.3148 | 0.6308 | 0.0742 | 0.0042 |
51 | 18586.5 | 18729.6045 | 15319.6735 | 22139.5354 | 0.4672 | 0.9223 | 0.2701 | 0.393 |
52 | 17209.4 | 16679.3474 | 12186.1205 | 21172.5742 | 0.4086 | 0.2027 | 0.1143 | 0.1356 |
53 | 17838.7 | 15268.4403 | 10409.7143 | 20127.1663 | 0.1499 | 0.2168 | 0.2215 | 0.0563 |
54 | 19123.5 | 19649.8074 | 14018.8011 | 25280.8136 | 0.4273 | 0.7358 | 0.3102 | 0.5619 |
55 | 16583.6 | 15164.1615 | 8859.9203 | 21468.4027 | 0.3295 | 0.1092 | 0.2106 | 0.1047 |
56 | 15991.2 | 16002.6642 | 9300.5121 | 22704.8163 | 0.4987 | 0.4325 | 0.3291 | 0.1747 |
57 | 16704.4 | 16177.3295 | 8819.0341 | 23535.6248 | 0.4442 | 0.5198 | 0.3099 | 0.2102 |
58 | 17420.4 | 17006.6623 | 9169.2395 | 24844.0851 | 0.4588 | 0.5301 | 0.3012 | 0.2915 |
59 | 17872 | 16548.9404 | 8306.1553 | 24791.7255 | 0.3765 | 0.4179 | 0.3879 | 0.2641 |
60 | 17823.2 | 17569.596 | 8793.1245 | 26346.0675 | 0.4774 | 0.4731 | 0.3577 | 0.3577 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0896 | 0.0844 | 0 | 1389914.2922 | 0 | 0 |
50 | 0.0877 | 0.0423 | 0.0634 | 435179.8885 | 912547.0904 | 955.2733 |
51 | 0.0929 | -0.0076 | 0.0448 | 20478.893 | 615191.0246 | 784.3411 |
52 | 0.1374 | 0.0318 | 0.0415 | 280955.8055 | 531632.2198 | 729.1311 |
53 | 0.1624 | 0.1683 | 0.0669 | 6606234.7302 | 1746552.7219 | 1321.5721 |
54 | 0.1462 | -0.0268 | 0.0602 | 276999.4624 | 1501627.1786 | 1225.409 |
55 | 0.2121 | 0.0936 | 0.065 | 2014805.6392 | 1574938.3873 | 1254.9655 |
56 | 0.2137 | -7e-04 | 0.0569 | 131.4285 | 1378087.5174 | 1173.9197 |
57 | 0.2321 | 0.0326 | 0.0542 | 277803.3517 | 1255833.7212 | 1120.6399 |
58 | 0.2351 | 0.0243 | 0.0512 | 171178.8743 | 1147368.2365 | 1071.1528 |
59 | 0.2541 | 0.0799 | 0.0539 | 1750486.7268 | 1202197.1902 | 1096.4475 |
60 | 0.2549 | 0.0144 | 0.0506 | 64314.9933 | 1107373.6738 | 1052.3182 |