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[60]) |
48 | 260993 | - | - | - | - | - | - | - |
49 | 254663 | - | - | - | - | - | - | - |
50 | 250643 | - | - | - | - | - | - | - |
51 | 243422 | - | - | - | - | - | - | - |
52 | 247105 | - | - | - | - | - | - | - |
53 | 248541 | - | - | - | - | - | - | - |
54 | 245039 | - | - | - | - | - | - | - |
55 | 237080 | - | - | - | - | - | - | - |
56 | 237085 | - | - | - | - | - | - | - |
57 | 225554 | - | - | - | - | - | - | - |
58 | 226839 | - | - | - | - | - | - | - |
59 | 247934 | - | - | - | - | - | - | - |
60 | 248333 | - | - | - | - | - | - | - |
61 | 246969 | 249146.7519 | 242271.2636 | 256022.2402 | 0.2674 | 0.5917 | 0.0579 | 0.5917 |
62 | 245098 | 242185.7829 | 233002.1223 | 251369.4434 | 0.2671 | 0.1537 | 0.0355 | 0.0948 |
63 | 246263 | 234182.0508 | 222449.9181 | 245914.1835 | 0.0218 | 0.0341 | 0.0613 | 0.009 |
64 | 255765 | 235895.88 | 221088.0997 | 250703.6604 | 0.0043 | 0.085 | 0.0689 | 0.0499 |
65 | 264319 | 236746.7962 | 219504.8967 | 253988.6957 | 9e-04 | 0.0153 | 0.09 | 0.0939 |
66 | 268347 | 234541.9322 | 214859.4339 | 254224.4305 | 4e-04 | 0.0015 | 0.1479 | 0.0848 |
67 | 273046 | 228750.153 | 206721.184 | 250779.1219 | 0 | 2e-04 | 0.2293 | 0.0407 |
68 | 273963 | 226467.4883 | 202317.2862 | 250617.6904 | 1e-04 | 1e-04 | 0.1944 | 0.038 |
69 | 267430 | 220063.3097 | 193866.2154 | 246260.404 | 2e-04 | 0 | 0.3406 | 0.0172 |
70 | 271993 | 217137.0285 | 189009.5985 | 245264.4585 | 1e-04 | 2e-04 | 0.2495 | 0.0149 |
71 | 292710 | 238658.3721 | 208717.1996 | 268599.5445 | 2e-04 | 0.0145 | 0.2719 | 0.2633 |
72 | 295881 | 241139.6793 | 209464.4607 | 272814.8978 | 4e-04 | 7e-04 | 0.3281 | 0.3281 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0141 | -0.0087 | 0 | 4742603.5101 | 0 | 0 |
62 | 0.0193 | 0.012 | 0.0104 | 8481008.6947 | 6611806.1024 | 2571.3432 |
63 | 0.0256 | 0.0516 | 0.0241 | 145949333.3605 | 53057648.5218 | 7284.0681 |
64 | 0.032 | 0.0842 | 0.0391 | 394781929.1421 | 138488718.6769 | 11768.123 |
65 | 0.0372 | 0.1165 | 0.0546 | 760226423.2236 | 262836259.5862 | 16212.2256 |
66 | 0.0428 | 0.1441 | 0.0695 | 1142782607.0138 | 409493984.1575 | 20235.9577 |
67 | 0.0491 | 0.1936 | 0.0873 | 1962122063.0893 | 631297995.4334 | 25125.6442 |
68 | 0.0544 | 0.2097 | 0.1026 | 2255823631.3547 | 834363699.9236 | 28885.3544 |
69 | 0.0607 | 0.2152 | 0.1151 | 2243603346.998 | 990945882.9319 | 31479.2929 |
70 | 0.0661 | 0.2526 | 0.1288 | 3009177613.0463 | 1192769055.9433 | 34536.4888 |
71 | 0.064 | 0.2265 | 0.1377 | 2921578480.0722 | 1349933549.0459 | 36741.4418 |
72 | 0.067 | 0.227 | 0.1452 | 2996612197.3426 | 1487156769.7373 | 38563.6716 |