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[44]) |
32 | 147579 | - | - | - | - | - | - | - |
33 | 146571 | - | - | - | - | - | - | - |
34 | 138920 | - | - | - | - | - | - | - |
35 | 130340 | - | - | - | - | - | - | - |
36 | 128140 | - | - | - | - | - | - | - |
37 | 127059 | - | - | - | - | - | - | - |
38 | 122860 | - | - | - | - | - | - | - |
39 | 117702 | - | - | - | - | - | - | - |
40 | 113537 | - | - | - | - | - | - | - |
41 | 108366 | - | - | - | - | - | - | - |
42 | 111078 | - | - | - | - | - | - | - |
43 | 150739 | - | - | - | - | - | - | - |
44 | 159129 | - | - | - | - | - | - | - |
45 | 157928 | 157749.1203 | 152651.8802 | 162846.3604 | 0.4726 | 0.2979 | 1 | 0.2979 |
46 | 147768 | 149948.3497 | 144019.8901 | 155876.8094 | 0.2355 | 0.0042 | 0.9999 | 0.0012 |
47 | 137507 | 141423.0497 | 135106.4576 | 147739.6417 | 0.1122 | 0.0245 | 0.9997 | 0 |
48 | 136919 | 139387.7381 | 132548.8934 | 146226.5828 | 0.2396 | 0.7051 | 0.9994 | 0 |
49 | 136151 | 138456.3676 | 130732.0562 | 146180.679 | 0.2793 | 0.6518 | 0.9981 | 0 |
50 | 133001 | 134327.6918 | 125403.4382 | 143251.9453 | 0.3854 | 0.3444 | 0.9941 | 0 |
51 | 125554 | 129153.0964 | 119002.9044 | 139303.2884 | 0.2435 | 0.2287 | 0.9865 | 0 |
52 | 119647 | 124925.9019 | 113732.7406 | 136119.0633 | 0.1776 | 0.4562 | 0.9769 | 0 |
53 | 114158 | 119692.9851 | 107689.4285 | 131696.5416 | 0.1831 | 0.503 | 0.9678 | 0 |
54 | 116193 | 122374.1763 | 109727.6063 | 135020.7462 | 0.169 | 0.8986 | 0.96 | 0 |
55 | 152803 | 162038.6452 | 148830.3472 | 175246.9432 | 0.0853 | 1 | 0.9532 | 0.667 |
56 | 161761 | 170452.5614 | 156695.8424 | 184209.2803 | 0.1078 | 0.994 | 0.9467 | 0.9467 |
57 | 160942 | 169097.6843 | 152610.3999 | 185584.9687 | 0.1661 | 0.8084 | 0.9079 | 0.882 |
58 | 149470 | 161310.5861 | 143331.3493 | 179289.8228 | 0.0984 | 0.516 | 0.9301 | 0.594 |
59 | 139208 | 152784.9734 | 133700.0193 | 171869.9275 | 0.0816 | 0.6332 | 0.9417 | 0.2574 |
60 | 134588 | 150740.6962 | 130471.1981 | 171010.1944 | 0.0592 | 0.8676 | 0.9093 | 0.2086 |
61 | 130322 | 149799.1761 | 128102.1681 | 171496.184 | 0.0392 | 0.9153 | 0.8912 | 0.1997 |
62 | 126611 | 145664.5863 | 122339.9723 | 168989.2003 | 0.0547 | 0.9013 | 0.8564 | 0.1289 |
63 | 122401 | 140489.6252 | 115527.036 | 165452.2144 | 0.0778 | 0.8621 | 0.8795 | 0.0717 |
64 | 117352 | 136265.788 | 109805.6639 | 162725.9122 | 0.0806 | 0.8478 | 0.8908 | 0.0452 |
65 | 112135 | 131036.9443 | 103271.3983 | 158802.4903 | 0.0911 | 0.833 | 0.8833 | 0.0237 |
66 | 112879 | 133720.6866 | 104802.5034 | 162638.8697 | 0.0789 | 0.9283 | 0.8826 | 0.0425 |
67 | 148729 | 173385.4892 | 143400.5172 | 203370.4611 | 0.0535 | 1 | 0.9108 | 0.8243 |
68 | 157230 | 181798.1715 | 150773.9512 | 212822.3918 | 0.0603 | 0.9817 | 0.8972 | 0.924 |
69 | 157221 | 180441.6631 | 146727.2446 | 214156.0816 | 0.0885 | 0.9114 | 0.8715 | 0.8923 |
70 | 146681 | 172653.4784 | 137104.5419 | 208202.4148 | 0.0761 | 0.8026 | 0.8994 | 0.7721 |
71 | 136524 | 164127.6539 | 127061.2539 | 201194.0538 | 0.0722 | 0.8219 | 0.9062 | 0.6042 |
72 | 132111 | 162083.8249 | 123442.1173 | 200725.5325 | 0.0642 | 0.9026 | 0.9184 | 0.5596 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
45 | 0.0165 | 0.0011 | 0 | 31997.9463 | 0 | 0 |
46 | 0.0202 | -0.0145 | 0.0078 | 4753924.9539 | 2392961.4501 | 1546.92 |
47 | 0.0228 | -0.0277 | 0.0145 | 15335444.8808 | 6707122.5937 | 2589.8113 |
48 | 0.025 | -0.0177 | 0.0153 | 6094667.8063 | 6554008.8968 | 2560.0799 |
49 | 0.0285 | -0.0167 | 0.0155 | 5314719.818 | 6306151.0811 | 2511.2051 |
50 | 0.0339 | -0.0099 | 0.0146 | 1760111.0424 | 5548477.7413 | 2355.5207 |
51 | 0.0401 | -0.0279 | 0.0165 | 12953494.6208 | 6606337.2955 | 2570.2796 |
52 | 0.0457 | -0.0423 | 0.0197 | 27866805.7133 | 9263895.8477 | 3043.6649 |
53 | 0.0512 | -0.0462 | 0.0227 | 30636059.9422 | 11638580.7471 | 3411.5364 |
54 | 0.0527 | -0.0505 | 0.0254 | 38206939.9849 | 14295416.6709 | 3780.928 |
55 | 0.0416 | -0.057 | 0.0283 | 85297142.2857 | 20750118.9995 | 4555.2299 |
56 | 0.0412 | -0.051 | 0.0302 | 75543239.2225 | 25316212.3514 | 5031.5219 |
57 | 0.0497 | -0.0482 | 0.0316 | 66515186.2952 | 28485364.1933 | 5337.1682 |
58 | 0.0569 | -0.0734 | 0.0346 | 140199478.5396 | 36464943.7894 | 6038.621 |
59 | 0.0637 | -0.0889 | 0.0382 | 184334207.7048 | 46322894.7171 | 6806.0925 |
60 | 0.0686 | -0.1072 | 0.0425 | 260909594.8648 | 59734563.4763 | 7728.8138 |
61 | 0.0739 | -0.13 | 0.0477 | 379360387.9611 | 78536082.5637 | 8862.0586 |
62 | 0.0817 | -0.1308 | 0.0523 | 363039151.496 | 94341808.6155 | 9712.9712 |
63 | 0.0907 | -0.1288 | 0.0563 | 327198361.7864 | 106597416.6771 | 10324.6025 |
64 | 0.0991 | -0.1388 | 0.0604 | 357731377.7305 | 119154114.7298 | 10915.7737 |
65 | 0.1081 | -0.1442 | 0.0644 | 357283499.4721 | 130493609.2413 | 11423.3799 |
66 | 0.1103 | -0.1559 | 0.0686 | 434375899.1139 | 144306440.5992 | 12012.7616 |
67 | 0.0882 | -0.1422 | 0.0718 | 607942458.449 | 164464528.3318 | 12824.3724 |
68 | 0.0871 | -0.1351 | 0.0744 | 603595051.429 | 182761633.4608 | 13518.9361 |
69 | 0.0953 | -0.1287 | 0.0766 | 539199193.3232 | 197019135.8553 | 14036.3505 |
70 | 0.105 | -0.1504 | 0.0794 | 674569633.6668 | 215386462.6942 | 14676.0507 |
71 | 0.1152 | -0.1682 | 0.0827 | 761961708.0377 | 235629990.2995 | 15350.244 |
72 | 0.1216 | -0.1849 | 0.0864 | 898370232.0835 | 259299284.649 | 16102.7726 |