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[66]) |
62 | 177856 | - | - | - | - | - | - | - |
63 | 182253 | - | - | - | - | - | - | - |
64 | 188090 | - | - | - | - | - | - | - |
65 | 176863 | - | - | - | - | - | - | - |
66 | 183273 | - | - | - | - | - | - | - |
67 | 187969 | 187555.6073 | 185025.0604 | 190086.1541 | 0.3744 | 0.9995 | 1 | 0.9995 |
68 | 194650 | 193409.5576 | 190085.3762 | 196733.7391 | 0.2323 | 0.9993 | 0.9991 | 1 |
69 | 183036 | 182180.046 | 178187.6381 | 186172.4539 | 0.3372 | 0 | 0.9955 | 0.2958 |
70 | 189516 | 188590.4182 | 184030.5807 | 193150.2556 | 0.3454 | 0.9915 | 0.9889 | 0.9889 |
71 | 193805 | 192872.9703 | 186299.596 | 199446.3445 | 0.3905 | 0.8416 | 0.9282 | 0.9979 |
72 | 200499 | 198726.9288 | 190839.2997 | 206614.558 | 0.3298 | 0.8893 | 0.8445 | 0.9999 |
73 | 188142 | 187497.416 | 178458.1733 | 196536.6586 | 0.4444 | 0.0024 | 0.8333 | 0.8202 |
74 | 193732 | 193907.7883 | 183851.5238 | 203964.0528 | 0.4863 | 0.8694 | 0.804 | 0.9809 |
75 | 197126 | 198190.3404 | 185972.5986 | 210408.0822 | 0.4322 | 0.7628 | 0.7591 | 0.9916 |
76 | 205140 | 204044.2989 | 190175.1732 | 217913.4247 | 0.4385 | 0.8359 | 0.6918 | 0.9983 |
77 | 191751 | 192814.7861 | 177447.129 | 208182.4431 | 0.446 | 0.058 | 0.7244 | 0.8882 |
78 | 196700 | 199225.1584 | 182495.8983 | 215954.4185 | 0.3837 | 0.8094 | 0.7401 | 0.9692 |
79 | 199784 | 203507.7105 | 184443.2019 | 222572.2191 | 0.3509 | 0.758 | 0.7441 | 0.9813 |
80 | 207360 | 209361.6691 | 188377.7736 | 230345.5645 | 0.4258 | 0.8145 | 0.6533 | 0.9926 |
81 | 196101 | 198132.1562 | 175368.8066 | 220895.5058 | 0.4306 | 0.2134 | 0.7086 | 0.8996 |
82 | 200824 | 204542.5286 | 180132.0592 | 228952.9979 | 0.3826 | 0.7511 | 0.7356 | 0.9562 |
83 | 205743 | 208825.0806 | 181906.39 | 235743.7712 | 0.4112 | 0.7199 | 0.7448 | 0.9686 |
84 | 212489 | 214679.0392 | 185610.3586 | 243747.7198 | 0.4413 | 0.7266 | 0.6892 | 0.9829 |
85 | 200810 | 203449.5263 | 172359.6028 | 234539.4498 | 0.4339 | 0.2844 | 0.6784 | 0.8983 |
86 | 203683 | 209859.8987 | 176875.1006 | 242844.6968 | 0.3568 | 0.7046 | 0.7043 | 0.9429 |
87 | 207286 | 214142.4508 | 178482.7494 | 249802.1521 | 0.3531 | 0.7173 | 0.6778 | 0.9551 |
88 | 210910 | 219996.4093 | 181980.5514 | 258012.2673 | 0.3197 | 0.7439 | 0.6506 | 0.9708 |
89 | 194915 | 208766.8965 | 168514.3872 | 249019.4057 | 0.25 | 0.4584 | 0.6508 | 0.8928 |
90 | 217920 | 215177.2688 | 172808.5816 | 257545.956 | 0.4495 | 0.8257 | 0.7025 | 0.93 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
67 | 0.0069 | 0.0022 | 0 | 170893.5613 | 0 | 0 |
68 | 0.0088 | 0.0064 | 0.0043 | 1538697.2385 | 854795.3999 | 924.5515 |
69 | 0.0112 | 0.0047 | 0.0044 | 732657.2774 | 814082.6924 | 902.2653 |
70 | 0.0123 | 0.0049 | 0.0046 | 856701.7525 | 824737.4574 | 908.1506 |
71 | 0.0174 | 0.0048 | 0.0046 | 868679.4309 | 833525.8521 | 912.9764 |
72 | 0.0203 | 0.0089 | 0.0053 | 3140236.2562 | 1217977.5861 | 1103.6202 |
73 | 0.0246 | 0.0034 | 0.0051 | 415488.5946 | 1103336.3016 | 1050.3982 |
74 | 0.0265 | -9e-04 | 0.0045 | 30901.5272 | 969281.9548 | 984.5212 |
75 | 0.0315 | -0.0054 | 0.0046 | 1132820.4528 | 987452.899 | 993.7066 |
76 | 0.0347 | 0.0054 | 0.0047 | 1200560.7953 | 1008763.6887 | 1004.3723 |
77 | 0.0407 | -0.0055 | 0.0048 | 1131640.8169 | 1019934.3367 | 1009.918 |
78 | 0.0428 | -0.0127 | 0.0054 | 6376425.08 | 1466308.5653 | 1210.9123 |
79 | 0.0478 | -0.0183 | 0.0064 | 13866019.95 | 2420132.518 | 1555.6775 |
80 | 0.0511 | -0.0096 | 0.0067 | 4006679.0757 | 2533457.2721 | 1591.6838 |
81 | 0.0586 | -0.0103 | 0.0069 | 4125595.5133 | 2639599.8215 | 1624.6845 |
82 | 0.0609 | -0.0182 | 0.0076 | 13827454.5859 | 3338840.7443 | 1827.2495 |
83 | 0.0658 | -0.0148 | 0.008 | 9499221.0271 | 3701216.055 | 1923.8545 |
84 | 0.0691 | -0.0102 | 0.0081 | 4796271.684 | 3762052.4789 | 1939.6011 |
85 | 0.078 | -0.013 | 0.0084 | 6967099.2233 | 3930739.1496 | 1982.6092 |
86 | 0.0802 | -0.0294 | 0.0094 | 38154077.2489 | 5641906.0546 | 2375.2697 |
87 | 0.085 | -0.032 | 0.0105 | 47010916.9867 | 7611858.9561 | 2758.9598 |
88 | 0.0882 | -0.0413 | 0.0119 | 82562834.3555 | 11018721.4743 | 3319.446 |
89 | 0.0984 | -0.0664 | 0.0143 | 191875035.2618 | 18882039.465 | 4345.3469 |
90 | 0.1005 | 0.0127 | 0.0142 | 7522574.435 | 18408728.4221 | 4290.5394 |