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 | 187604.1141 | 185065.3629 | 190142.8653 | 0.3891 | 0.9996 | 1 | 0.9996 |
68 | 194650 | 193441.1141 | 190035.4282 | 196846.7999 | 0.2433 | 0.9992 | 0.999 | 1 |
69 | 183036 | 182214.1141 | 178121.1769 | 186307.0512 | 0.3469 | 0 | 0.9948 | 0.3061 |
70 | 189516 | 188624.1141 | 183943.7751 | 193304.453 | 0.3544 | 0.9904 | 0.9875 | 0.9875 |
71 | 193805 | 192955.2282 | 186244.7288 | 199665.7275 | 0.402 | 0.8424 | 0.9274 | 0.9977 |
72 | 200499 | 198792.2282 | 190690.0954 | 206894.3609 | 0.3398 | 0.8862 | 0.8418 | 0.9999 |
73 | 188142 | 187565.2282 | 178277.6931 | 196852.7633 | 0.4516 | 0.0032 | 0.8304 | 0.8175 |
74 | 193732 | 193975.2282 | 183637.3337 | 204313.1226 | 0.4816 | 0.8656 | 0.8011 | 0.9788 |
75 | 197126 | 198306.3422 | 185777.0111 | 210835.6733 | 0.4268 | 0.7629 | 0.7593 | 0.9907 |
76 | 205140 | 204143.3422 | 189882.7293 | 218403.9552 | 0.4455 | 0.8326 | 0.6918 | 0.9979 |
77 | 191751 | 192916.3422 | 177112.9873 | 208719.6972 | 0.4425 | 0.0648 | 0.7231 | 0.8842 |
78 | 196700 | 199326.3422 | 182118.002 | 216534.6825 | 0.3824 | 0.8059 | 0.738 | 0.9663 |
79 | 199784 | 203657.4563 | 184073.4635 | 223241.4491 | 0.3491 | 0.7569 | 0.7433 | 0.9793 |
80 | 207360 | 209494.4563 | 187907.7061 | 231081.2066 | 0.4232 | 0.811 | 0.6537 | 0.9914 |
81 | 196101 | 198267.4563 | 174848.6007 | 221686.312 | 0.4281 | 0.2233 | 0.7073 | 0.8952 |
82 | 200824 | 204677.4563 | 179559.777 | 229795.1356 | 0.3818 | 0.7483 | 0.7332 | 0.9526 |
83 | 205743 | 209008.5704 | 181333.5959 | 236683.5449 | 0.4086 | 0.7189 | 0.7432 | 0.9658 |
84 | 212489 | 214845.5704 | 184933.3626 | 244757.7782 | 0.4386 | 0.7246 | 0.6881 | 0.9807 |
85 | 200810 | 203618.5704 | 171625.194 | 235611.9468 | 0.4317 | 0.2934 | 0.6774 | 0.8937 |
86 | 203683 | 210028.5704 | 176081.3748 | 243975.766 | 0.357 | 0.7027 | 0.7024 | 0.9388 |
87 | 207286 | 214359.6845 | 177680.999 | 251038.37 | 0.3527 | 0.7158 | 0.6774 | 0.9517 |
88 | 210910 | 220196.6845 | 181070.6094 | 259322.7595 | 0.3209 | 0.7411 | 0.6503 | 0.9678 |
89 | 194915 | 208969.6845 | 167540.5459 | 250398.8231 | 0.253 | 0.4634 | 0.6503 | 0.888 |
90 | 217920 | 215379.6845 | 171768.9369 | 258990.4321 | 0.4546 | 0.8211 | 0.7004 | 0.9255 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
67 | 0.0069 | 0.0019 | 0 | 133141.7338 | 0 | 0 |
68 | 0.009 | 0.0062 | 0.0041 | 1461405.165 | 797273.4494 | 892.9017 |
69 | 0.0115 | 0.0045 | 0.0042 | 675496.4637 | 756681.1208 | 869.8742 |
70 | 0.0127 | 0.0047 | 0.0044 | 795460.4924 | 766375.9637 | 875.429 |
71 | 0.0177 | 0.0044 | 0.0044 | 722112.1764 | 757523.2063 | 870.3581 |
72 | 0.0208 | 0.0086 | 0.0051 | 2913070.1065 | 1116781.023 | 1056.7786 |
73 | 0.0253 | 0.0031 | 0.0048 | 332665.7529 | 1004764.5558 | 1002.3794 |
74 | 0.0272 | -0.0013 | 0.0043 | 59159.9389 | 886563.9787 | 941.5753 |
75 | 0.0322 | -0.006 | 0.0045 | 1393207.8111 | 942857.7379 | 971.0086 |
76 | 0.0356 | 0.0049 | 0.0046 | 993326.6842 | 947904.6325 | 973.6039 |
77 | 0.0418 | -0.006 | 0.0047 | 1358022.5438 | 985188.079 | 992.5664 |
78 | 0.044 | -0.0132 | 0.0054 | 6897673.5785 | 1477895.2039 | 1215.6871 |
79 | 0.0491 | -0.019 | 0.0064 | 15003663.8962 | 2518338.9495 | 1586.9275 |
80 | 0.0526 | -0.0102 | 0.0067 | 4555903.8003 | 2663879.296 | 1632.1395 |
81 | 0.0603 | -0.0109 | 0.007 | 4693533.0051 | 2799189.5433 | 1673.0779 |
82 | 0.0626 | -0.0188 | 0.0077 | 14849125.6432 | 3552310.5495 | 1884.7574 |
83 | 0.0676 | -0.0156 | 0.0082 | 10663950.0724 | 3970642.2861 | 1992.6471 |
84 | 0.071 | -0.011 | 0.0084 | 5553424.0754 | 4058574.6078 | 2014.5904 |
85 | 0.0802 | -0.0138 | 0.0086 | 7888067.7219 | 4260126.8769 | 2064.0075 |
86 | 0.0825 | -0.0302 | 0.0097 | 40266263.7694 | 6060433.7216 | 2461.7948 |
87 | 0.0873 | -0.033 | 0.0108 | 50037012.2137 | 8154556.5069 | 2855.6184 |
88 | 0.0907 | -0.0422 | 0.0123 | 86242508.7506 | 11704008.8816 | 3421.1122 |
89 | 0.1012 | -0.0673 | 0.0146 | 197534156.0133 | 19783580.496 | 4447.8737 |
90 | 0.1033 | 0.0118 | 0.0145 | 6453202.9085 | 19228148.0965 | 4384.9912 |