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]) |
54 | 271311 | - | - | - | - | - | - | - |
55 | 289802 | - | - | - | - | - | - | - |
56 | 290726 | - | - | - | - | - | - | - |
57 | 292300 | - | - | - | - | - | - | - |
58 | 278506 | - | - | - | - | - | - | - |
59 | 269826 | - | - | - | - | - | - | - |
60 | 265861 | - | - | - | - | - | - | - |
61 | 269034 | - | - | - | - | - | - | - |
62 | 264176 | - | - | - | - | - | - | - |
63 | 255198 | - | - | - | - | - | - | - |
64 | 253353 | - | - | - | - | - | - | - |
65 | 246057 | - | - | - | - | - | - | - |
66 | 235372 | - | - | - | - | - | - | - |
67 | 258556 | 253421.4702 | 247855.9011 | 258987.0392 | 0.0353 | 1 | 0 | 1 |
68 | 260993 | 252103.2586 | 244024.3872 | 260182.13 | 0.0155 | 0.0587 | 0 | 1 |
69 | 254663 | 250676.6342 | 240284.1007 | 261069.1677 | 0.2261 | 0.0258 | 0 | 0.9981 |
70 | 250643 | 237877.507 | 225291.8722 | 250463.1419 | 0.0234 | 0.0045 | 0 | 0.6518 |
71 | 243422 | 226289.0207 | 211692.7718 | 240885.2696 | 0.0107 | 5e-04 | 0 | 0.1113 |
72 | 247105 | 221308.4198 | 204619.405 | 237997.4345 | 0.0012 | 0.0047 | 0 | 0.0493 |
73 | 248541 | 221722.2324 | 202957.9473 | 240486.5174 | 0.0025 | 0.004 | 0 | 0.077 |
74 | 245039 | 214705.6819 | 193942.6277 | 235468.7361 | 0.0021 | 7e-04 | 0 | 0.0255 |
75 | 237080 | 205136.3062 | 182263.9858 | 228008.6266 | 0.0031 | 3e-04 | 0 | 0.0048 |
76 | 237085 | 201136.3788 | 176171.1244 | 226101.6332 | 0.0024 | 0.0024 | 0 | 0.0036 |
77 | 225554 | 191816.3046 | 164792.5372 | 218840.072 | 0.0072 | 5e-04 | 0 | 8e-04 |
78 | 226839 | 181482.4736 | 152290.3952 | 210674.552 | 0.0012 | 0.0015 | 1e-04 | 1e-04 |
79 | 247934 | 198184.0635 | 165128.2062 | 231239.9208 | 0.0016 | 0.0447 | 2e-04 | 0.0137 |
80 | 248333 | 194678.1033 | 157910.0788 | 231446.1279 | 0.0021 | 0.0023 | 2e-04 | 0.015 |
81 | 246969 | 192348.7815 | 151724.5213 | 232973.0417 | 0.0042 | 0.0035 | 0.0013 | 0.019 |
82 | 245098 | 178303.4478 | 133877.6025 | 222729.2932 | 0.0016 | 0.0012 | 7e-04 | 0.0059 |
83 | 246263 | 164605.6037 | 116437.3633 | 212773.844 | 4e-04 | 5e-04 | 7e-04 | 0.002 |
84 | 255765 | 159136.6813 | 107070.0122 | 211203.3503 | 1e-04 | 5e-04 | 5e-04 | 0.0021 |
85 | 264319 | 157471.73 | 101560.9302 | 213382.5298 | 1e-04 | 3e-04 | 7e-04 | 0.0032 |
86 | 268347 | 148708.9648 | 88962.6639 | 208455.2657 | 0 | 1e-04 | 8e-04 | 0.0022 |
87 | 273046 | 138724.1887 | 74996.5929 | 202451.7845 | 0 | 0 | 0.0012 | 0.0015 |
88 | 273963 | 132650.9748 | 65003.9361 | 200298.0134 | 0 | 0 | 0.0012 | 0.0015 |
89 | 267430 | 121844.9819 | 50252.3354 | 193437.6284 | 0 | 0 | 0.0023 | 9e-04 |
90 | 271993 | 111214.8349 | 35550.9212 | 186878.7486 | 0 | 0 | 0.0014 | 6e-04 |
91 | 292710 | 125928.2162 | 44970.2741 | 206886.1583 | 0 | 2e-04 | 0.0016 | 0.004 |
92 | 295881 | 121139.1043 | 34869.1684 | 207409.0401 | 0 | 0 | 0.0019 | 0.0047 |
93 | 293299 | 118184.9749 | 26432.4775 | 209937.4723 | 1e-04 | 1e-04 | 0.003 | 0.0062 |
94 | 288576 | 102153.7369 | 4967.6691 | 199339.8047 | 1e-04 | 1e-04 | 0.002 | 0.0036 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
67 | 0.0112 | 0.0203 | 0 | 26363396.769 | 0 | 0 |
68 | 0.0163 | 0.0353 | 0.0278 | 79027501.8497 | 52695449.3094 | 7259.1631 |
69 | 0.0212 | 0.0159 | 0.0238 | 15891112.424 | 40427337.0143 | 6358.2495 |
70 | 0.027 | 0.0537 | 0.0313 | 162957810.2582 | 71059955.3252 | 8429.7067 |
71 | 0.0329 | 0.0757 | 0.0402 | 293538979.9303 | 115555760.2463 | 10749.6865 |
72 | 0.0385 | 0.1166 | 0.0529 | 665463551.6047 | 207207058.806 | 14394.6886 |
73 | 0.0432 | 0.121 | 0.0626 | 719246297.4597 | 280355521.4708 | 16743.8204 |
74 | 0.0493 | 0.1413 | 0.0725 | 920110185.2959 | 360324854.449 | 18982.2247 |
75 | 0.0569 | 0.1557 | 0.0817 | 1020399574.2699 | 433666489.9846 | 20824.6606 |
76 | 0.0633 | 0.1787 | 0.0914 | 1292303369.0218 | 519530177.8883 | 22793.2046 |
77 | 0.0719 | 0.1759 | 0.0991 | 1138232092.4893 | 575775806.4884 | 23995.3288 |
78 | 0.0821 | 0.2499 | 0.1117 | 2057214487.3231 | 699229029.8913 | 26442.9391 |
79 | 0.0851 | 0.251 | 0.1224 | 2475056182.4214 | 835831118.5475 | 28910.744 |
80 | 0.0964 | 0.2756 | 0.1333 | 2878847934.5907 | 981760891.122 | 31333.0639 |
81 | 0.1078 | 0.284 | 0.1434 | 2983368271.7379 | 1115201383.163 | 33394.6311 |
82 | 0.1271 | 0.3746 | 0.1578 | 4461512201.3076 | 1324345809.2971 | 36391.5623 |
83 | 0.1493 | 0.4961 | 0.1777 | 6667930378.6281 | 1638674313.3754 | 40480.5424 |
84 | 0.1669 | 0.6072 | 0.2016 | 9337031979.8192 | 2066360850.4 | 45457.242 |
85 | 0.1811 | 0.6785 | 0.2267 | 11416339111.732 | 2558464969.4175 | 50581.2709 |
86 | 0.205 | 0.8045 | 0.2556 | 14313259464.7591 | 3146204694.1846 | 56091.0393 |
87 | 0.2344 | 0.9683 | 0.2895 | 18042348992.1233 | 3855544898.8483 | 62093.0342 |
88 | 0.2602 | 1.0653 | 0.3248 | 19969088470.0039 | 4587978697.5372 | 67734.6196 |
89 | 0.2998 | 1.1948 | 0.3626 | 21194997495.6021 | 5310022993.1053 | 72869.9046 |
90 | 0.3471 | 1.4457 | 0.4077 | 25849618373.6439 | 6165839467.2944 | 78522.8595 |
91 | 0.328 | 1.3244 | 0.4444 | 27816163409.3404 | 7031852424.9762 | 83856.1412 |
92 | 0.3633 | 1.4425 | 0.4828 | 30534730121.724 | 7935809259.4665 | 89083.1592 |
93 | 0.3961 | 1.4817 | 0.5198 | 30664921800.6449 | 8777628242.4731 | 93688.9974 |
94 | 0.4854 | 1.8249 | 0.5664 | 34753260174.893 | 9705329382.9167 | 98515.6301 |