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 | 19227.5 | - | - | - | - | - | - | - |
38 | 17789.6 | - | - | - | - | - | - | - |
39 | 19220.8 | - | - | - | - | - | - | - |
40 | 21968.9 | - | - | - | - | - | - | - |
41 | 21131.5 | - | - | - | - | - | - | - |
42 | 19484.6 | - | - | - | - | - | - | - |
43 | 22168.7 | - | - | - | - | - | - | - |
44 | 20866.8 | - | - | - | - | - | - | - |
45 | 22176.2 | - | - | - | - | - | - | - |
46 | 23533.8 | - | - | - | - | - | - | - |
47 | 21479.6 | - | - | - | - | - | - | - |
48 | 24347.7 | - | - | - | - | - | - | - |
49 | 22751.6 | - | - | - | - | - | - | - |
50 | 20328.3 | 20821.9146 | 18706.5781 | 22937.2511 | 0.3237 | 0.0369 | 0.9975 | 0.0369 |
51 | 23650.4 | 23256.7524 | 21138.8698 | 25374.6351 | 0.3578 | 0.9966 | 0.9999 | 0.6799 |
52 | 23335.7 | 25270.5225 | 22946.8103 | 27594.2347 | 0.0513 | 0.9141 | 0.9973 | 0.9832 |
53 | 19614.9 | 24614.1698 | 21992.1229 | 27236.2166 | 1e-04 | 0.8304 | 0.9954 | 0.9181 |
54 | 18042.3 | 23192.0098 | 20525.6864 | 25858.3333 | 1e-04 | 0.9957 | 0.9968 | 0.6269 |
55 | 17282.5 | 25550.5904 | 22676.224 | 28424.9568 | 0 | 1 | 0.9894 | 0.9718 |
56 | 16847.2 | 24450.7549 | 21442.7537 | 27458.7562 | 0 | 1 | 0.9902 | 0.8659 |
57 | 18159.5 | 25737.6393 | 22638.064 | 28837.2147 | 0 | 1 | 0.9878 | 0.9705 |
58 | 16540.9 | 27006.0206 | 23752.0394 | 30260.0019 | 0 | 1 | 0.9818 | 0.9948 |
59 | 15952.7 | 25053.7394 | 21697.0566 | 28410.4222 | 0 | 1 | 0.9816 | 0.9106 |
60 | 18357.8 | 27869.0049 | 24404.7235 | 31333.2862 | 0 | 1 | 0.9768 | 0.9981 |
61 | 16394.3 | 26269.495 | 22686.1588 | 29852.8312 | 0 | 1 | 0.9728 | 0.9728 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0518 | -0.0237 | 0 | 243655.3722 | 0 | 0 |
51 | 0.0465 | 0.0169 | 0.0203 | 154958.4113 | 199306.8918 | 446.438 |
52 | 0.0469 | -0.0766 | 0.0391 | 3743538.0404 | 1380717.2746 | 1175.0393 |
53 | 0.0543 | -0.2031 | 0.0801 | 24992698.437 | 7283712.5652 | 2698.8354 |
54 | 0.0587 | -0.222 | 0.1085 | 26519511.4869 | 11130872.3496 | 3336.2962 |
55 | 0.0574 | -0.3236 | 0.1443 | 68361318.5554 | 20669280.0506 | 4546.348 |
56 | 0.0628 | -0.311 | 0.1681 | 57814047.6694 | 25975675.4247 | 5096.6337 |
57 | 0.0614 | -0.2944 | 0.1839 | 57428195.8944 | 29907240.4834 | 5468.7513 |
58 | 0.0615 | -0.3875 | 0.2065 | 109518749.456 | 38752963.7026 | 6225.1878 |
59 | 0.0684 | -0.3633 | 0.2222 | 82828918.1509 | 43160559.1474 | 6569.6696 |
60 | 0.0634 | -0.3413 | 0.233 | 90463018.2373 | 47460782.701 | 6889.1787 |
61 | 0.0696 | -0.3759 | 0.2449 | 97519475.6409 | 51632340.446 | 7185.5647 |