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[41]) |
29 | 274352 | - | - | - | - | - | - | - |
30 | 271311 | - | - | - | - | - | - | - |
31 | 289802 | - | - | - | - | - | - | - |
32 | 290726 | - | - | - | - | - | - | - |
33 | 292300 | - | - | - | - | - | - | - |
34 | 278506 | - | - | - | - | - | - | - |
35 | 269826 | - | - | - | - | - | - | - |
36 | 265861 | - | - | - | - | - | - | - |
37 | 269034 | - | - | - | - | - | - | - |
38 | 264176 | - | - | - | - | - | - | - |
39 | 255198 | - | - | - | - | - | - | - |
40 | 253353 | - | - | - | - | - | - | - |
41 | 246057 | - | - | - | - | - | - | - |
42 | 235372 | 244795.4175 | 239464.1985 | 250126.6365 | 3e-04 | 0.3214 | 0 | 0.3214 |
43 | 258556 | 256948.5186 | 249127.4328 | 264769.6045 | 0.3435 | 1 | 0 | 0.9968 |
44 | 260993 | 259576.8478 | 248119.0727 | 271034.623 | 0.4043 | 0.5693 | 0 | 0.9896 |
45 | 254663 | 258063.7827 | 244851.3486 | 271276.2168 | 0.307 | 0.3319 | 0 | 0.9626 |
46 | 250643 | 242461.8243 | 226633.9408 | 258289.7079 | 0.1555 | 0.0654 | 0 | 0.3281 |
47 | 243422 | 233288.0305 | 215245.2832 | 251330.7778 | 0.1355 | 0.0297 | 0 | 0.0827 |
48 | 247105 | 226691.1312 | 206554.0075 | 246828.2548 | 0.0235 | 0.0517 | 1e-04 | 0.0297 |
49 | 248541 | 229144.2613 | 206654.3638 | 251634.1587 | 0.0455 | 0.0588 | 3e-04 | 0.0702 |
50 | 245039 | 222632.9075 | 198050.7664 | 247215.0486 | 0.037 | 0.0194 | 5e-04 | 0.0309 |
51 | 237080 | 212149.1211 | 185330.5629 | 238967.6792 | 0.0342 | 0.0081 | 8e-04 | 0.0066 |
52 | 237085 | 209263.6393 | 180244.4495 | 238282.8291 | 0.0301 | 0.0301 | 0.0015 | 0.0065 |
53 | 225554 | 200407.3649 | 169220.1778 | 231594.552 | 0.057 | 0.0106 | 0.0021 | 0.0021 |
54 | 226839 | 198046.466 | 162367.145 | 233725.7869 | 0.0569 | 0.0654 | 0.0202 | 0.0042 |
55 | 247934 | 208953.5129 | 168990.382 | 248916.6438 | 0.028 | 0.1902 | 0.0075 | 0.0344 |
56 | 248333 | 210352.5654 | 165156.0086 | 255549.1223 | 0.0498 | 0.0516 | 0.014 | 0.0608 |
57 | 246969 | 207772.0389 | 158471.0442 | 257073.0336 | 0.0596 | 0.0534 | 0.0311 | 0.064 |
58 | 245098 | 190998.5499 | 136941.8367 | 245055.2631 | 0.0249 | 0.0212 | 0.0153 | 0.0229 |
59 | 246263 | 180778.6231 | 122219.8984 | 239337.3478 | 0.0142 | 0.0157 | 0.018 | 0.0144 |
60 | 255765 | 173136.6386 | 110179.9171 | 236093.3601 | 0.005 | 0.0114 | 0.0106 | 0.0116 |
61 | 264319 | 174560.9726 | 106990.0128 | 242131.9323 | 0.0046 | 0.0093 | 0.0159 | 0.019 |
62 | 268347 | 167086.2836 | 95114.3462 | 239058.221 | 0.0029 | 0.004 | 0.0169 | 0.0158 |
63 | 273046 | 155635.4939 | 79148.831 | 232122.1568 | 0.0013 | 0.0019 | 0.0184 | 0.0102 |
64 | 273963 | 151830.8419 | 70860.0314 | 232801.6524 | 0.0016 | 0.0017 | 0.0195 | 0.0113 |
65 | 267430 | 142078.8534 | 56659.8242 | 227497.8825 | 0.002 | 0.0012 | 0.0277 | 0.0085 |
66 | 271993 | 138843.2284 | 47124.531 | 230561.9258 | 0.0022 | 0.003 | 0.03 | 0.011 |
67 | 292710 | 148910.8704 | 50967.4092 | 246854.3317 | 0.002 | 0.0069 | 0.0238 | 0.0259 |
68 | 295881 | 149488.1189 | 44525.0067 | 254451.2311 | 0.0031 | 0.0037 | 0.0325 | 0.0357 |
69 | 293299 | 146114.1287 | 34955.5998 | 257272.6575 | 0.0047 | 0.0041 | 0.0377 | 0.039 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
42 | 0.0111 | -0.0385 | 0 | 88800797.2968 | 0 | 0 |
43 | 0.0155 | 0.0063 | 0.0224 | 2583996.3491 | 45692396.8229 | 6759.6151 |
44 | 0.0225 | 0.0055 | 0.0167 | 2005486.9712 | 31130093.539 | 5579.4349 |
45 | 0.0261 | -0.0132 | 0.0158 | 11565323.0528 | 26238900.9175 | 5122.3921 |
46 | 0.0333 | 0.0337 | 0.0194 | 66931635.3053 | 34377447.795 | 5863.2284 |
47 | 0.0395 | 0.0434 | 0.0234 | 102697337.1748 | 45764096.025 | 6764.9166 |
48 | 0.0453 | 0.0901 | 0.0329 | 416726040.906 | 98758659.5794 | 9937.7392 |
49 | 0.0501 | 0.0846 | 0.0394 | 376233473.3992 | 133443011.3069 | 11551.7536 |
50 | 0.0563 | 0.1006 | 0.0462 | 502032982.8487 | 174397452.5893 | 13205.9628 |
51 | 0.0645 | 0.1175 | 0.0533 | 621548724.0434 | 219112579.7347 | 14802.4518 |
52 | 0.0708 | 0.1329 | 0.0606 | 774028113.1942 | 269559446.4129 | 16418.2656 |
53 | 0.0794 | 0.1255 | 0.066 | 632353255.9515 | 299792263.8744 | 17314.5102 |
54 | 0.0919 | 0.1454 | 0.0721 | 829010016.2525 | 340501321.7496 | 18452.6779 |
55 | 0.0976 | 0.1866 | 0.0803 | 1519478377.3319 | 424713968.577 | 20608.5897 |
56 | 0.1096 | 0.1806 | 0.087 | 1442513408.8769 | 492567264.5969 | 22193.8565 |
57 | 0.1211 | 0.1887 | 0.0933 | 1536401757.2641 | 557806920.3886 | 23617.9364 |
58 | 0.1444 | 0.2832 | 0.1045 | 2926750502.1341 | 697156542.8443 | 26403.7221 |
59 | 0.1653 | 0.3622 | 0.1188 | 4288203620.853 | 896659158.2892 | 29944.2675 |
60 | 0.1855 | 0.4772 | 0.1377 | 6827446107.861 | 1208805839.8456 | 34767.8852 |
61 | 0.1975 | 0.5142 | 0.1565 | 8056503487.199 | 1551190722.2133 | 39385.1587 |
62 | 0.2198 | 0.606 | 0.1779 | 10253732691.3623 | 1965597482.6489 | 44335.0593 |
63 | 0.2507 | 0.7544 | 0.2041 | 13785226941.2475 | 2502853367.1307 | 50028.5255 |
64 | 0.2721 | 0.8044 | 0.2302 | 14916264050.7314 | 3042566875.1133 | 55159.4677 |
65 | 0.3067 | 0.8823 | 0.2574 | 15712909961.1841 | 3570497837.0329 | 59753.6429 |
66 | 0.337 | 0.959 | 0.2854 | 17728861683.2408 | 4136832390.8813 | 64318.212 |
67 | 0.3356 | 0.9657 | 0.3116 | 20678189665.2669 | 4773038439.8961 | 69087.18 |
68 | 0.3582 | 0.9793 | 0.3363 | 21430875629.8849 | 5389995372.8586 | 73416.5879 |
69 | 0.3881 | 1.0073 | 0.3603 | 21663386344.3203 | 5971187907.5537 | 77273.4619 |