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[36]) |
24 | 1037735 | - | - | - | - | - | - | - |
25 | 1015407 | - | - | - | - | - | - | - |
26 | 1039210 | - | - | - | - | - | - | - |
27 | 1258049 | - | - | - | - | - | - | - |
28 | 1469445 | - | - | - | - | - | - | - |
29 | 1552346 | - | - | - | - | - | - | - |
30 | 1549144 | - | - | - | - | - | - | - |
31 | 1785895 | - | - | - | - | - | - | - |
32 | 1662335 | - | - | - | - | - | - | - |
33 | 1629440 | - | - | - | - | - | - | - |
34 | 1467430 | - | - | - | - | - | - | - |
35 | 1202209 | - | - | - | - | - | - | - |
36 | 1076982 | - | - | - | - | - | - | - |
37 | 1039367 | 1052453.4334 | 992260.7585 | 1112646.1084 | 0.335 | 0.2122 | 0.8862 | 0.2122 |
38 | 1063449 | 1076220.0205 | 991096.1284 | 1161343.9125 | 0.3844 | 0.8019 | 0.8029 | 0.493 |
39 | 1335135 | 1292853.643 | 1188599.1664 | 1397108.1195 | 0.2133 | 1 | 0.7436 | 1 |
40 | 1491602 | 1500008.3043 | 1379625.9353 | 1620390.6733 | 0.4456 | 0.9964 | 0.6906 | 1 |
41 | 1591972 | 1584421.4432 | 1449830.0852 | 1719012.8011 | 0.4562 | 0.9118 | 0.6798 | 1 |
42 | 1641248 | 1583838.5547 | 1436401.2713 | 1731275.838 | 0.2227 | 0.4569 | 0.6777 | 1 |
43 | 1898849 | 1823142.9777 | 1663892.6358 | 1982393.3196 | 0.1757 | 0.9874 | 0.6767 | 1 |
44 | 1798580 | 1701337.7058 | 1531092.0296 | 1871583.3821 | 0.1315 | 0.0115 | 0.6733 | 1 |
45 | 1762444 | 1666177.915 | 1485605.1896 | 1846750.6404 | 0.148 | 0.0753 | 0.655 | 1 |
46 | 1622044 | 1503000.3767 | 1312660.0814 | 1693340.6721 | 0.1101 | 0.0038 | 0.6429 | 1 |
47 | 1368955 | 1238421.0464 | 1038790.5204 | 1438051.5724 | 0.1 | 1e-04 | 0.6389 | 0.9435 |
48 | 1262973 | 1113383.0301 | 904875.7981 | 1321890.2621 | 0.0798 | 0.0081 | 0.6339 | 0.6339 |
49 | 1195650 | 1088854.4635 | 850767.0638 | 1326941.8632 | 0.1897 | 0.0759 | 0.6581 | 0.5389 |
50 | 1269530 | 1112621.0505 | 848243.9784 | 1376998.1227 | 0.1224 | 0.2691 | 0.6423 | 0.6042 |
51 | 1479279 | 1329254.6731 | 1040975.5329 | 1617533.8132 | 0.1539 | 0.6577 | 0.4841 | 0.9568 |
52 | 1607819 | 1536409.3344 | 1226063.5771 | 1846755.0916 | 0.326 | 0.6409 | 0.6114 | 0.9981 |
53 | 1712466 | 1620822.4733 | 1289878.1949 | 1951766.7517 | 0.2936 | 0.5307 | 0.5678 | 0.9994 |
54 | 1721766 | 1620239.5847 | 1269905.827 | 1970573.3424 | 0.285 | 0.3029 | 0.4532 | 0.9988 |
55 | 1949843 | 1859544.0077 | 1490839.0197 | 2228248.9957 | 0.3156 | 0.768 | 0.4172 | 1 |
56 | 1821326 | 1737738.7359 | 1351535.4286 | 2123942.0432 | 0.3357 | 0.1409 | 0.3787 | 0.9996 |
57 | 1757802 | 1702578.9451 | 1299636.4915 | 2105521.3987 | 0.3941 | 0.2818 | 0.3855 | 0.9988 |
58 | 1590367 | 1539401.4068 | 1120387.9854 | 1958414.8282 | 0.4058 | 0.1535 | 0.3495 | 0.9847 |
59 | 1260647 | 1274822.0765 | 840331.7156 | 1709312.4374 | 0.4745 | 0.0773 | 0.3356 | 0.8139 |
60 | 1149235 | 1149784.0602 | 700349.4152 | 1599218.7051 | 0.499 | 0.3144 | 0.3108 | 0.6246 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
37 | 0.0292 | -0.0124 | 0 | 171254740.3815 | 0 | 0 |
38 | 0.0404 | -0.0119 | 0.0122 | 163098963.4416 | 167176851.9115 | 12929.6888 |
39 | 0.0411 | 0.0327 | 0.019 | 1787713151.5693 | 707355618.4641 | 26596.158 |
40 | 0.0409 | -0.0056 | 0.0157 | 70665952.0001 | 548183201.8481 | 23413.3125 |
41 | 0.0433 | 0.0048 | 0.0135 | 57010908.2689 | 449948743.1323 | 21211.9953 |
42 | 0.0475 | 0.0362 | 0.0173 | 3295844414.5629 | 924264688.3707 | 30401.7218 |
43 | 0.0446 | 0.0415 | 0.0207 | 5731401819.3291 | 1610998564.2219 | 40137.2466 |
44 | 0.0511 | 0.0572 | 0.0253 | 9456063774.2826 | 2591631715.4795 | 50908.0712 |
45 | 0.0553 | 0.0578 | 0.0289 | 9267159118.5148 | 3333356982.4834 | 57735.2317 |
46 | 0.0646 | 0.0792 | 0.0339 | 14171384239.0419 | 4417159708.1393 | 66461.7161 |
47 | 0.0822 | 0.1054 | 0.0404 | 17039113040.3297 | 5564610011.0657 | 74596.3137 |
48 | 0.0955 | 0.1344 | 0.0483 | 22377159100.5756 | 6965655768.5248 | 83460.5042 |
49 | 0.1116 | 0.0981 | 0.0521 | 11405286610.3383 | 7307165833.2797 | 85481.962 |
50 | 0.1212 | 0.141 | 0.0584 | 24620418422.3661 | 8543826732.5002 | 92432.8228 |
51 | 0.1106 | 0.1129 | 0.0621 | 22507298674.1226 | 9474724861.9417 | 97338.1984 |
52 | 0.1031 | 0.0465 | 0.0611 | 5099340343.7819 | 9201263329.5567 | 95923.2158 |
53 | 0.1042 | 0.0565 | 0.0608 | 8398535993.009 | 9154044074.4656 | 95676.7687 |
54 | 0.1103 | 0.0627 | 0.0609 | 10307612996.0438 | 9218131236.7755 | 96011.0995 |
55 | 0.1012 | 0.0486 | 0.0603 | 8153908004.0523 | 9162119487.6849 | 95718.961 |
56 | 0.1134 | 0.0481 | 0.0597 | 6986830717.0016 | 9053355049.1507 | 95149.1201 |
57 | 0.1207 | 0.0324 | 0.0584 | 3049585793.1078 | 8767461275.0534 | 93634.7226 |
58 | 0.1389 | 0.0331 | 0.0572 | 2597491688.2323 | 8487008112.0161 | 92124.9592 |
59 | 0.1739 | -0.0111 | 0.0552 | 200932793.4524 | 8126743967.7307 | 90148.4552 |
60 | 0.1994 | -5e-04 | 0.0529 | 301467.06 | 7788142196.8694 | 88250.4515 |