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[35]) |
23 | 572775 | - | - | - | - | - | - | - |
24 | 572942 | - | - | - | - | - | - | - |
25 | 619567 | - | - | - | - | - | - | - |
26 | 625809 | - | - | - | - | - | - | - |
27 | 619916 | - | - | - | - | - | - | - |
28 | 587625 | - | - | - | - | - | - | - |
29 | 565742 | - | - | - | - | - | - | - |
30 | 557274 | - | - | - | - | - | - | - |
31 | 560576 | - | - | - | - | - | - | - |
32 | 548854 | - | - | - | - | - | - | - |
33 | 531673 | - | - | - | - | - | - | - |
34 | 525919 | - | - | - | - | - | - | - |
35 | 511038 | - | - | - | - | - | - | - |
36 | 498662 | 512130.2152 | 501214.7536 | 523045.6769 | 0.0078 | 0.5777 | 0 | 0.5777 |
37 | 555362 | 549465.7592 | 533408.0408 | 565523.4777 | 0.2359 | 1 | 0 | 1 |
38 | 564591 | 555090.6579 | 531776.2661 | 578405.0496 | 0.2122 | 0.4909 | 0 | 0.9999 |
39 | 541657 | 546133.7926 | 519239.7878 | 573027.7973 | 0.3721 | 0.0893 | 0 | 0.9947 |
40 | 527070 | 508801.9867 | 478001.2313 | 539602.7421 | 0.1225 | 0.0183 | 0 | 0.4434 |
41 | 509846 | 484641.0185 | 449763.91 | 519518.127 | 0.0783 | 0.0086 | 0 | 0.069 |
42 | 514258 | 472528.1681 | 434347.4486 | 510708.8876 | 0.0161 | 0.0277 | 0 | 0.024 |
43 | 516922 | 472042.061 | 430408.3015 | 513675.8205 | 0.0173 | 0.0234 | 0 | 0.0332 |
44 | 507561 | 457282.9456 | 412278.8699 | 502287.0213 | 0.0143 | 0.0047 | 0 | 0.0096 |
45 | 492622 | 436513.2664 | 388350.9362 | 484675.5966 | 0.0112 | 0.0019 | 1e-04 | 0.0012 |
46 | 490243 | 427281.9954 | 375929.8554 | 478634.1353 | 0.0081 | 0.0063 | 1e-04 | 7e-04 |
47 | 469357 | 409088.4787 | 354619.1752 | 463557.7822 | 0.0151 | 0.0017 | 1e-04 | 1e-04 |
48 | 477580 | 406683.1556 | 344594.4641 | 468771.847 | 0.0126 | 0.0239 | 0.0018 | 5e-04 |
49 | 528379 | 440600.3053 | 371190.1245 | 510010.4861 | 0.0066 | 0.1482 | 6e-04 | 0.0233 |
50 | 533590 | 442829.1652 | 364384.1708 | 521274.1595 | 0.0117 | 0.0163 | 0.0012 | 0.0442 |
51 | 517945 | 430423.6774 | 345188.6284 | 515658.7264 | 0.0221 | 0.0088 | 0.0053 | 0.0319 |
52 | 506174 | 389678.7213 | 297415.1482 | 481942.2943 | 0.0067 | 0.0032 | 0.0018 | 0.005 |
53 | 501866 | 362101.936 | 262687.1985 | 461516.6735 | 0.0029 | 0.0023 | 0.0018 | 0.0017 |
54 | 516141 | 346561.4801 | 240655.7555 | 452467.2048 | 8e-04 | 0.002 | 0.001 | 0.0012 |
55 | 528222 | 342661.0971 | 230169.1137 | 455153.0806 | 6e-04 | 0.0013 | 0.0012 | 0.0017 |
56 | 532638 | 324484.5044 | 205507.416 | 443461.5927 | 3e-04 | 4e-04 | 0.0013 | 0.0011 |
57 | 536322 | 300296.2099 | 175049.5262 | 425542.8935 | 1e-04 | 1e-04 | 0.0013 | 5e-04 |
58 | 536535 | 287651.1047 | 156133.2612 | 419168.9482 | 1e-04 | 1e-04 | 0.0013 | 4e-04 |
59 | 523597 | 266042.6961 | 128343.5945 | 403741.7977 | 1e-04 | 1e-04 | 0.0019 | 2e-04 |
60 | 536214 | 260223.5134 | 112602.4113 | 407844.6155 | 1e-04 | 2e-04 | 0.002 | 4e-04 |
61 | 586570 | 290728.8023 | 133304.0188 | 448153.5857 | 1e-04 | 0.0011 | 0.0015 | 0.003 |
62 | 596594 | 289546.0375 | 120848.208 | 458243.8671 | 2e-04 | 3e-04 | 0.0023 | 0.005 |
63 | 580523 | 273730.1702 | 95468.4555 | 451991.8849 | 4e-04 | 2e-04 | 0.0036 | 0.0045 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
36 | 0.0109 | -0.0263 | 0 | 181392821.2451 | 0 | 0 |
37 | 0.0149 | 0.0107 | 0.0185 | 34765655.2056 | 108079238.2254 | 10396.1165 |
38 | 0.0214 | 0.0171 | 0.018 | 90256500.4155 | 102138325.6221 | 10106.3508 |
39 | 0.0251 | -0.0082 | 0.0156 | 20041671.6042 | 81614162.1176 | 9034.0557 |
40 | 0.0309 | 0.0359 | 0.0196 | 333720310.1956 | 132035391.7332 | 11490.6654 |
41 | 0.0367 | 0.052 | 0.025 | 635291091.3917 | 215911341.6763 | 14693.9219 |
42 | 0.0412 | 0.0883 | 0.0341 | 1741378870.9551 | 433835274.4304 | 20828.7127 |
43 | 0.045 | 0.0951 | 0.0417 | 2014208924.8599 | 631381980.7341 | 25127.3154 |
44 | 0.0502 | 0.1099 | 0.0493 | 2527882750.9526 | 842104288.5361 | 29019.0332 |
45 | 0.0563 | 0.1285 | 0.0572 | 3148189987.7464 | 1072712858.4572 | 32752.2955 |
46 | 0.0613 | 0.1474 | 0.0654 | 3964088104.7328 | 1335565153.5731 | 36545.3848 |
47 | 0.0679 | 0.1473 | 0.0722 | 3632294657.7545 | 1526959278.9216 | 39076.3263 |
48 | 0.0779 | 0.1743 | 0.0801 | 5026362549.6948 | 1796144145.9041 | 42380.9408 |
49 | 0.0804 | 0.1992 | 0.0886 | 7705099237.6812 | 2218212366.7454 | 47097.9019 |
50 | 0.0904 | 0.205 | 0.0964 | 8237529141.9434 | 2619500151.7586 | 51181.0527 |
51 | 0.101 | 0.2033 | 0.103 | 7659981910.258 | 2934530261.6648 | 54171.3048 |
52 | 0.1208 | 0.299 | 0.1146 | 13571149966.0387 | 3560213773.6868 | 59667.527 |
53 | 0.1401 | 0.386 | 0.1296 | 19533993585.6429 | 4447645985.4621 | 66690.6739 |
54 | 0.1559 | 0.4893 | 0.1486 | 28757213553.3862 | 5727096910.0897 | 75677.5853 |
55 | 0.1675 | 0.5415 | 0.1682 | 34432848669.88 | 7162384498.0792 | 84630.872 |
56 | 0.1871 | 0.6415 | 0.1908 | 43327877747.9306 | 8884550843.3102 | 94257.8954 |
57 | 0.2128 | 0.786 | 0.2178 | 55708173610.7393 | 11012897332.7388 | 104942.3524 |
58 | 0.2333 | 0.8652 | 0.246 | 61943193337.03 | 13227258028.5776 | 115009.8171 |
59 | 0.2641 | 0.9681 | 0.2761 | 66334219461.482 | 15440048088.2819 | 124257.99 |
60 | 0.2894 | 1.0606 | 0.3074 | 76170748703.5343 | 17869276112.892 | 133676.0117 |
61 | 0.2763 | 1.0176 | 0.3347 | 87522014269.4602 | 20548227580.4523 | 143346.5297 |
62 | 0.2973 | 1.0604 | 0.3616 | 94278451249.1372 | 23278976605.2184 | 152574.4953 |
63 | 0.3323 | 1.1208 | 0.3887 | 94121840418.4399 | 25809078884.2621 | 160652.0429 |