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 | 27165 | - | - | - | - | - | - | - |
21 | 26736 | - | - | - | - | - | - | - |
22 | 23691 | - | - | - | - | - | - | - |
23 | 18157 | - | - | - | - | - | - | - |
24 | 17328 | - | - | - | - | - | - | - |
25 | 18205 | - | - | - | - | - | - | - |
26 | 20995 | - | - | - | - | - | - | - |
27 | 17382 | - | - | - | - | - | - | - |
28 | 9367 | - | - | - | - | - | - | - |
29 | 31124 | - | - | - | - | - | - | - |
30 | 26551 | - | - | - | - | - | - | - |
31 | 30651 | - | - | - | - | - | - | - |
32 | 25859 | - | - | - | - | - | - | - |
33 | 25100 | 24211.6232 | 20506.6416 | 27916.6047 | 0.3192 | 0.1917 | 0.0909 | 0.1917 |
34 | 25778 | 23612.0852 | 19774.3932 | 27449.7771 | 0.1343 | 0.2237 | 0.4839 | 0.1256 |
35 | 20418 | 18123.3289 | 12761.4706 | 23485.1871 | 0.2008 | 0.0026 | 0.4951 | 0.0023 |
36 | 18688 | 17363.9365 | 11768.4431 | 22959.43 | 0.3214 | 0.1424 | 0.505 | 0.0015 |
37 | 20424 | 17591.5685 | 11939.5559 | 23243.581 | 0.163 | 0.3519 | 0.4158 | 0.0021 |
38 | 24776 | 19990.4484 | 14338.42 | 25642.4768 | 0.0485 | 0.4402 | 0.3638 | 0.0209 |
39 | 19814 | 16213.9142 | 10564.6744 | 21863.1541 | 0.1058 | 0.0015 | 0.3426 | 4e-04 |
40 | 12738 | 8334.6937 | 2672.4722 | 13996.9152 | 0.0637 | 0 | 0.3604 | 0 |
41 | 31566 | 30298.2313 | 24565.1549 | 36031.3076 | 0.3324 | 1 | 0.3889 | 0.9355 |
42 | 30111 | 25872.157 | 20036.4241 | 31707.8899 | 0.0773 | 0.0279 | 0.4098 | 0.5018 |
43 | 30019 | 29992.8661 | 24068.987 | 35916.7453 | 0.4966 | 0.4844 | 0.4138 | 0.9143 |
44 | 31934 | 25137.1087 | 19157.5059 | 31116.7116 | 0.0129 | 0.0548 | 0.4065 | 0.4065 |
45 | 25826 | 23409.8205 | 16008.3483 | 30811.2927 | 0.2611 | 0.012 | 0.3272 | 0.2583 |
46 | 26835 | 22766.6945 | 15192.7505 | 30340.6384 | 0.1462 | 0.2143 | 0.2179 | 0.2118 |
47 | 20205 | 17280.618 | 8515.87 | 26045.3659 | 0.2566 | 0.0163 | 0.2415 | 0.0275 |
48 | 17789 | 16550.378 | 7478.3248 | 25622.4311 | 0.3945 | 0.2149 | 0.3221 | 0.0222 |
49 | 20520 | 16806.48 | 7597.0221 | 26015.9379 | 0.2147 | 0.4172 | 0.2207 | 0.027 |
50 | 22518 | 19217.2967 | 9989.512 | 28445.0813 | 0.2416 | 0.391 | 0.1189 | 0.0792 |
51 | 15572 | 15435.9614 | 6181.0241 | 24690.8986 | 0.4885 | 0.0668 | 0.1769 | 0.0136 |
52 | 11509 | 7544.5988 | -1778.9867 | 16868.1844 | 0.2023 | 0.0458 | 0.1375 | 1e-04 |
53 | 25447 | 29498.4636 | 20034.8836 | 38962.0436 | 0.2007 | 0.9999 | 0.3343 | 0.7745 |
54 | 24090 | 25069.6928 | 15433.5108 | 34705.8748 | 0.421 | 0.4694 | 0.1526 | 0.4362 |
55 | 27786 | 29193.4329 | 19398.7414 | 38988.1244 | 0.3891 | 0.8464 | 0.4344 | 0.7477 |
56 | 26195 | 24342.4335 | 14424.1267 | 34260.7403 | 0.3571 | 0.2481 | 0.0668 | 0.3822 |
57 | 20516 | 22618.2425 | 11458.7336 | 33777.7513 | 0.356 | 0.2649 | 0.2866 | 0.2846 |
58 | 22759 | 21975.4568 | 10569.9909 | 33380.9227 | 0.4464 | 0.599 | 0.2018 | 0.2523 |
59 | 19028 | 16487.8685 | 3968.94 | 29006.7969 | 0.3454 | 0.1631 | 0.2803 | 0.0712 |
60 | 16971 | 15755.86 | 2862.4608 | 28649.2592 | 0.4267 | 0.3094 | 0.3786 | 0.0623 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0781 | 0.0367 | 0 | 789213.397 | 0 | 0 |
34 | 0.0829 | 0.0917 | 0.0642 | 4691187.0691 | 2740200.2331 | 1655.355 |
35 | 0.1509 | 0.1266 | 0.085 | 5265515.6545 | 3581972.0402 | 1892.6098 |
36 | 0.1644 | 0.0763 | 0.0828 | 1753144.0473 | 3124765.042 | 1767.7005 |
37 | 0.1639 | 0.161 | 0.0985 | 8022668.4578 | 4104345.7252 | 2025.9185 |
38 | 0.1443 | 0.2394 | 0.1219 | 22901503.9081 | 7237205.4223 | 2690.2055 |
39 | 0.1778 | 0.222 | 0.1362 | 12960617.4668 | 8054835.7144 | 2838.1042 |
40 | 0.3466 | 0.5283 | 0.1853 | 19389106.3721 | 9471619.5466 | 3077.5996 |
41 | 0.0965 | 0.0418 | 0.1693 | 1607237.5134 | 8597799.3207 | 2932.2004 |
42 | 0.1151 | 0.1638 | 0.1688 | 17967789.6187 | 9534798.3505 | 3087.8469 |
43 | 0.1008 | 9e-04 | 0.1535 | 682.9796 | 8668060.5895 | 2944.157 |
44 | 0.1214 | 0.2704 | 0.1632 | 46197730.9211 | 11795533.1171 | 3434.4626 |
45 | 0.1613 | 0.1032 | 0.1586 | 5837923.4726 | 11337255.4522 | 3367.0841 |
46 | 0.1697 | 0.1787 | 0.1601 | 16551109.8479 | 11709673.6233 | 3421.94 |
47 | 0.2588 | 0.1692 | 0.1607 | 8552010.3274 | 11499162.7369 | 3391.0415 |
48 | 0.2797 | 0.0748 | 0.1553 | 1534184.5493 | 10876351.6002 | 3297.9314 |
49 | 0.2796 | 0.221 | 0.1592 | 13790230.8044 | 11047756.2592 | 3323.8165 |
50 | 0.245 | 0.1718 | 0.1599 | 10894642.3479 | 11039249.9308 | 3322.5367 |
51 | 0.3059 | 0.0088 | 0.1519 | 18506.5097 | 10459210.8034 | 3234.0703 |
52 | 0.6305 | 0.5255 | 0.1706 | 15716476.8274 | 10722074.1046 | 3274.4578 |
53 | 0.1637 | -0.1373 | 0.169 | 16414357.3685 | 10993135.2124 | 3315.5897 |
54 | 0.1961 | -0.0391 | 0.1631 | 959798.0372 | 10537074.4317 | 3246.086 |
55 | 0.1712 | -0.0482 | 0.1581 | 1980867.3576 | 10165065.4285 | 3188.27 |
56 | 0.2079 | 0.0761 | 0.1547 | 3432002.5429 | 9884521.1416 | 3143.9658 |
57 | 0.2517 | -0.0929 | 0.1522 | 4419423.4068 | 9665917.2322 | 3109.0058 |
58 | 0.2648 | 0.0357 | 0.1477 | 613939.9499 | 9317764.2598 | 3052.5013 |
59 | 0.3874 | 0.1541 | 0.148 | 6452268.2034 | 9211634.7762 | 3035.0675 |
60 | 0.4175 | 0.0771 | 0.1454 | 1476565.2377 | 8935382.2927 | 2989.211 |