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[49]) |
37 | 19640.2 | - | - | - | - | - | - | - |
38 | 17735.4 | - | - | - | - | - | - | - |
39 | 19813.6 | - | - | - | - | - | - | - |
40 | 22160 | - | - | - | - | - | - | - |
41 | 20664.3 | - | - | - | - | - | - | - |
42 | 17877.4 | - | - | - | - | - | - | - |
43 | 20906.5 | - | - | - | - | - | - | - |
44 | 21164.1 | - | - | - | - | - | - | - |
45 | 21374.4 | - | - | - | - | - | - | - |
46 | 22952.3 | - | - | - | - | - | - | - |
47 | 21343.5 | - | - | - | - | - | - | - |
48 | 23899.3 | - | - | - | - | - | - | - |
49 | 22392.9 | - | - | - | - | - | - | - |
50 | 18274.1 | 20309.3038 | 18611.8026 | 22006.8049 | 0.0094 | 0.0081 | 0.9985 | 0.0081 |
51 | 22786.7 | 22429.1876 | 20680.1666 | 24178.2085 | 0.3443 | 1 | 0.9983 | 0.5162 |
52 | 22321.5 | 24977.0628 | 23103.2631 | 26850.8626 | 0.0027 | 0.989 | 0.9984 | 0.9966 |
53 | 17842.2 | 23245.1072 | 21231.561 | 25258.6535 | 0 | 0.8157 | 0.994 | 0.7966 |
54 | 16373.5 | 20556.575 | 18522.4257 | 22590.7243 | 0 | 0.9955 | 0.9951 | 0.0384 |
55 | 15993.8 | 23618.6872 | 21532.5073 | 25704.8671 | 0 | 1 | 0.9946 | 0.8753 |
56 | 16446.1 | 23815.6533 | 21634.7236 | 25996.5829 | 0 | 1 | 0.9914 | 0.8995 |
57 | 17729 | 24042.1363 | 21825.7983 | 26258.4744 | 0 | 1 | 0.9908 | 0.9276 |
58 | 16643 | 25645.3966 | 23376.432 | 27914.3613 | 0 | 1 | 0.99 | 0.9975 |
59 | 16196.7 | 24008.2363 | 21675.7012 | 26340.7714 | 0 | 1 | 0.9874 | 0.9127 |
60 | 18252.1 | 26571.4367 | 24193.8295 | 28949.0439 | 0 | 1 | 0.9862 | 0.9997 |
61 | 17304 | 25074.151 | 22647.9294 | 27500.3726 | 0 | 1 | 0.9848 | 0.9848 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0426 | -0.1002 | 0 | 4142054.3805 | 0 | 0 |
51 | 0.0398 | 0.0159 | 0.0581 | 127815.1427 | 2134934.7616 | 1461.1416 |
52 | 0.0383 | -0.1063 | 0.0742 | 7052013.8981 | 3773961.1404 | 1942.6686 |
53 | 0.0442 | -0.2324 | 0.1137 | 29191406.3828 | 10128322.451 | 3182.5025 |
54 | 0.0505 | -0.2035 | 0.1317 | 17498116.5814 | 11602281.2771 | 3406.2122 |
55 | 0.0451 | -0.3228 | 0.1635 | 58138904.2385 | 19358385.104 | 4399.8165 |
56 | 0.0467 | -0.3094 | 0.1844 | 54310315.1375 | 24351517.9659 | 4934.7257 |
57 | 0.047 | -0.2626 | 0.1942 | 39855690.5071 | 26289539.5336 | 5127.3326 |
58 | 0.0451 | -0.351 | 0.2116 | 81043144.9801 | 32373273.4721 | 5689.7516 |
59 | 0.0496 | -0.3254 | 0.223 | 61020099.4975 | 35237956.0746 | 5936.1567 |
60 | 0.0457 | -0.3131 | 0.2312 | 69211362.9128 | 38326447.6054 | 6190.8358 |
61 | 0.0494 | -0.3099 | 0.2377 | 60375246.6646 | 40163847.527 | 6337.4954 |