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 | 2892.63 | - | - | - | - | - | - | - |
21 | 2604.42 | - | - | - | - | - | - | - |
22 | 2641.65 | - | - | - | - | - | - | - |
23 | 2659.81 | - | - | - | - | - | - | - |
24 | 2638.53 | - | - | - | - | - | - | - |
25 | 2720.25 | - | - | - | - | - | - | - |
26 | 2745.88 | - | - | - | - | - | - | - |
27 | 2735.7 | - | - | - | - | - | - | - |
28 | 2811.7 | - | - | - | - | - | - | - |
29 | 2799.43 | - | - | - | - | - | - | - |
30 | 2555.28 | - | - | - | - | - | - | - |
31 | 2304.98 | - | - | - | - | - | - | - |
32 | 2214.95 | - | - | - | - | - | - | - |
33 | 2065.81 | 2235.7843 | 2041.9774 | 2429.5912 | 0.0428 | 0.5834 | 1e-04 | 0.5834 |
34 | 1940.49 | 2252.3131 | 1920.9792 | 2583.647 | 0.0325 | 0.865 | 0.0106 | 0.5875 |
35 | 2042 | 2257.3772 | 1856.2742 | 2658.4802 | 0.1463 | 0.9392 | 0.0246 | 0.5821 |
36 | 1995.37 | 2268.9303 | 1820.2801 | 2717.5805 | 0.116 | 0.8393 | 0.0532 | 0.5932 |
37 | 1946.81 | 2274.3988 | 1765.8464 | 2782.9512 | 0.1034 | 0.8589 | 0.0429 | 0.5906 |
38 | 1765.9 | 2277.1085 | 1729.9632 | 2824.2539 | 0.0335 | 0.8816 | 0.0466 | 0.5881 |
39 | 1635.25 | 2282.9389 | 1697.7853 | 2868.0925 | 0.015 | 0.9583 | 0.0647 | 0.5901 |
40 | 1833.42 | 2284.285 | 1659.5738 | 2908.9962 | 0.0786 | 0.9791 | 0.049 | 0.5861 |
41 | 1910.43 | 2286.1753 | 1631.0507 | 2941.2998 | 0.1305 | 0.9122 | 0.0623 | 0.5844 |
42 | 1959.67 | 2288.7207 | 1601.1493 | 2976.292 | 0.1741 | 0.8596 | 0.2237 | 0.5833 |
43 | 1969.6 | 2288.9029 | 1570.773 | 3007.0329 | 0.1917 | 0.8156 | 0.4825 | 0.58 |
44 | 2061.41 | 2290.2102 | 1545.0598 | 3035.3606 | 0.2736 | 0.8005 | 0.5785 | 0.5785 |
45 | 2093.48 | 2291.103 | 1517.7397 | 3064.4664 | 0.3082 | 0.7198 | 0.716 | 0.5765 |
46 | 2120.88 | 2291.1275 | 1491.7428 | 3090.5123 | 0.3382 | 0.686 | 0.805 | 0.5741 |
47 | 2174.56 | 2291.9212 | 1467.6788 | 3116.1636 | 0.3901 | 0.6579 | 0.7238 | 0.5726 |
48 | 2196.72 | 2292.1222 | 1442.8543 | 3141.3901 | 0.4129 | 0.6069 | 0.7533 | 0.5707 |
49 | 2350.44 | 2292.2014 | 1419.4974 | 3164.9055 | 0.448 | 0.5849 | 0.781 | 0.5689 |
50 | 2440.25 | 2292.607 | 1396.833 | 3188.381 | 0.3733 | 0.4497 | 0.8754 | 0.5675 |
51 | 2408.64 | 2292.5928 | 1374.1266 | 3211.0591 | 0.4022 | 0.3763 | 0.9197 | 0.5658 |
52 | 2472.81 | 2292.7036 | 1352.5197 | 3232.8875 | 0.3537 | 0.4045 | 0.8308 | 0.5644 |
53 | 2407.6 | 2292.8695 | 1331.1801 | 3254.5588 | 0.4076 | 0.3569 | 0.7821 | 0.5631 |
54 | 2454.62 | 2292.8283 | 1310.163 | 3275.4936 | 0.3735 | 0.4095 | 0.7468 | 0.5617 |
55 | 2448.05 | 2292.924 | 1289.8596 | 3295.9883 | 0.3809 | 0.376 | 0.7362 | 0.5605 |
56 | 2497.84 | 2292.9701 | 1269.7488 | 3316.1915 | 0.3474 | 0.3832 | 0.6713 | 0.5594 |
57 | 2645.64 | 2292.9507 | 1250.0624 | 3335.8389 | 0.2537 | 0.3501 | 0.6461 | 0.5583 |
58 | 2756.76 | 2293.0123 | 1230.8296 | 3355.195 | 0.1961 | 0.2576 | 0.6246 | 0.5573 |
59 | 2849.27 | 2293.0128 | 1211.8153 | 3374.2104 | 0.1566 | 0.2003 | 0.585 | 0.5563 |
60 | 2921.44 | 2293.013 | 1193.1984 | 3392.8276 | 0.1314 | 0.1608 | 0.5681 | 0.5553 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0442 | -0.076 | 0 | 28891.2691 | 0 | 0 |
34 | 0.0751 | -0.1384 | 0.1072 | 97233.6644 | 63062.4668 | 251.1224 |
35 | 0.0907 | -0.0954 | 0.1033 | 46387.3383 | 57504.0906 | 239.8001 |
36 | 0.1009 | -0.1206 | 0.1076 | 74835.2144 | 61836.8716 | 248.6702 |
37 | 0.1141 | -0.144 | 0.1149 | 107314.4188 | 70932.381 | 266.3313 |
38 | 0.1226 | -0.2245 | 0.1332 | 261334.1527 | 102666.0096 | 320.4154 |
39 | 0.1308 | -0.2837 | 0.1547 | 419500.8738 | 147928.1331 | 384.6143 |
40 | 0.1395 | -0.1974 | 0.16 | 203279.2461 | 154847.0222 | 393.5061 |
41 | 0.1462 | -0.1644 | 0.1605 | 141184.5052 | 153328.9648 | 391.5724 |
42 | 0.1533 | -0.1438 | 0.1588 | 108274.354 | 148823.5037 | 385.7765 |
43 | 0.1601 | -0.1395 | 0.1571 | 101954.3717 | 144562.6735 | 380.214 |
44 | 0.166 | -0.0999 | 0.1523 | 52349.5504 | 136878.2466 | 369.9706 |
45 | 0.1722 | -0.0863 | 0.1472 | 39054.8504 | 129353.3699 | 359.6573 |
46 | 0.178 | -0.0743 | 0.142 | 28984.2252 | 122184.1453 | 349.5485 |
47 | 0.1835 | -0.0512 | 0.136 | 13773.6471 | 114956.7788 | 339.0528 |
48 | 0.189 | -0.0416 | 0.1301 | 9101.5787 | 108340.8288 | 329.1517 |
49 | 0.1942 | 0.0254 | 0.1239 | 3391.7294 | 102167.3523 | 319.6363 |
50 | 0.1993 | 0.0644 | 0.1206 | 21798.4617 | 97702.414 | 312.5739 |
51 | 0.2044 | 0.0506 | 0.1169 | 13466.9433 | 93268.9681 | 305.3997 |
52 | 0.2092 | 0.0786 | 0.115 | 32438.3218 | 90227.4358 | 300.3788 |
53 | 0.214 | 0.05 | 0.1119 | 13163.0943 | 86557.7053 | 294.2069 |
54 | 0.2187 | 0.0706 | 0.11 | 26176.5597 | 83813.1078 | 289.5049 |
55 | 0.2232 | 0.0677 | 0.1082 | 24064.0843 | 81215.3241 | 284.983 |
56 | 0.2277 | 0.0893 | 0.1074 | 41971.6618 | 79580.1715 | 282.0996 |
57 | 0.2321 | 0.1538 | 0.1093 | 124389.7658 | 81372.5553 | 285.2588 |
58 | 0.2363 | 0.2022 | 0.1128 | 215061.9188 | 86514.4539 | 294.1334 |
59 | 0.2406 | 0.2426 | 0.1176 | 309422.0683 | 94770.2915 | 307.8478 |
60 | 0.2447 | 0.2741 | 0.1232 | 394920.4688 | 105489.9407 | 324.7921 |