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[41]) |
29 | 211142 | - | - | - | - | - | - | - |
30 | 211457 | - | - | - | - | - | - | - |
31 | 240048 | - | - | - | - | - | - | - |
32 | 240636 | - | - | - | - | - | - | - |
33 | 230580 | - | - | - | - | - | - | - |
34 | 208795 | - | - | - | - | - | - | - |
35 | 197922 | - | - | - | - | - | - | - |
36 | 194596 | - | - | - | - | - | - | - |
37 | 194581 | - | - | - | - | - | - | - |
38 | 185686 | - | - | - | - | - | - | - |
39 | 178106 | - | - | - | - | - | - | - |
40 | 172608 | - | - | - | - | - | - | - |
41 | 167302 | - | - | - | - | - | - | - |
42 | 168053 | 168638.1241 | 159190.9459 | 178085.3023 | 0.4517 | 0.6092 | 0 | 0.6092 |
43 | 202300 | 190807.2483 | 177869.2697 | 203745.227 | 0.0408 | 0.9997 | 0 | 0.9998 |
44 | 202388 | 194677.2211 | 178138.9875 | 211215.4548 | 0.1804 | 0.1832 | 0 | 0.9994 |
45 | 182516 | 177483.0732 | 158540.1078 | 196426.0386 | 0.3013 | 0.005 | 0 | 0.8539 |
46 | 173476 | 158172.6655 | 136385.3223 | 179960.0087 | 0.0843 | 0.0143 | 0 | 0.2057 |
47 | 166444 | 142348.2389 | 118385.8233 | 166310.6545 | 0.0244 | 0.0054 | 0 | 0.0206 |
48 | 171297 | 138233.6987 | 111918.2735 | 164549.1239 | 0.0069 | 0.0178 | 0 | 0.0152 |
49 | 169701 | 137232.9862 | 108738.4242 | 165727.5482 | 0.0128 | 0.0096 | 0 | 0.0193 |
50 | 164182 | 123650.762 | 93155.3432 | 154146.1807 | 0.0046 | 0.0015 | 0 | 0.0025 |
51 | 161914 | 118292.2898 | 85578.85 | 151005.7296 | 0.0045 | 0.003 | 2e-04 | 0.0017 |
52 | 159612 | 105905.9467 | 71393.7197 | 140418.1737 | 0.0011 | 7e-04 | 1e-04 | 2e-04 |
53 | 151001 | 103635.9579 | 66941.8796 | 140330.0362 | 0.0057 | 0.0014 | 3e-04 | 3e-04 |
54 | 158114 | 98813.1181 | 56480.3605 | 141145.8756 | 0.003 | 0.0078 | 7e-04 | 8e-04 |
55 | 186530 | 121946.6721 | 74345.8093 | 169547.5349 | 0.0039 | 0.0682 | 5e-04 | 0.0309 |
56 | 187069 | 122759.8172 | 70000.3332 | 175519.3013 | 0.0084 | 0.0089 | 0.0015 | 0.049 |
57 | 174330 | 102875.4644 | 45673.1603 | 160077.7685 | 0.0072 | 0.002 | 0.0032 | 0.0136 |
58 | 169362 | 84164.6994 | 22086.67 | 146242.7288 | 0.0036 | 0.0022 | 0.0024 | 0.0043 |
59 | 166827 | 62544.5094 | -3588.7786 | 128677.7974 | 0.001 | 8e-04 | 0.001 | 0.001 |
60 | 178037 | 61132.62 | -9553.7616 | 131819.0016 | 6e-04 | 0.0017 | 0.0011 | 0.0016 |
61 | 186412 | 53540.4841 | -21101.5539 | 128182.5221 | 2e-04 | 5e-04 | 0.0011 | 0.0014 |
62 | 189226 | 42055.0432 | -36766.0516 | 120876.138 | 1e-04 | 2e-04 | 0.0012 | 9e-04 |
63 | 191563 | 32005.5598 | -50826.0182 | 114837.1377 | 1e-04 | 1e-04 | 0.0011 | 7e-04 |
64 | 188906 | 18830.4532 | -67838.4514 | 105499.3578 | 1e-04 | 0 | 7e-04 | 4e-04 |
65 | 186005 | 15298.0605 | -75450.1649 | 106046.2859 | 1e-04 | 1e-04 | 0.0017 | 5e-04 |
66 | 195309 | 6241.6345 | -91285.6012 | 103768.8701 | 1e-04 | 2e-04 | 0.0011 | 6e-04 |
67 | 223532 | 31062.7292 | -73337.5253 | 135462.9838 | 2e-04 | 0.001 | 0.0018 | 0.0053 |
68 | 226899 | 25626.5781 | -85276.8257 | 136529.9819 | 2e-04 | 2e-04 | 0.0022 | 0.0061 |
69 | 214126 | 8228.6461 | -109030.4869 | 125487.7792 | 3e-04 | 1e-04 | 0.0027 | 0.0039 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
42 | 0.0286 | -0.0035 | 0 | 342370.192 | 0 | 0 |
43 | 0.0346 | 0.0602 | 0.0319 | 132083340.633 | 66212855.4125 | 8137.1282 |
44 | 0.0433 | 0.0396 | 0.0344 | 59456111.0633 | 63960607.2961 | 7997.5376 |
45 | 0.0545 | 0.0284 | 0.0329 | 25330352.3004 | 54303043.5472 | 7369.0599 |
46 | 0.0703 | 0.0968 | 0.0457 | 234192046.466 | 90280844.1309 | 9501.6232 |
47 | 0.0859 | 0.1693 | 0.0663 | 580605701.5718 | 172001653.7044 | 13114.9401 |
48 | 0.0971 | 0.2392 | 0.091 | 1093181894.3357 | 303598830.9374 | 17424.0877 |
49 | 0.1059 | 0.2366 | 0.1092 | 1054171920.0531 | 397420467.0769 | 19935.4074 |
50 | 0.1258 | 0.3278 | 0.1335 | 1642781257.3313 | 535793888.2163 | 23147.222 |
51 | 0.1411 | 0.3688 | 0.157 | 1902853598.8745 | 672499859.2821 | 25932.6022 |
52 | 0.1663 | 0.5071 | 0.1888 | 2884340161.0298 | 873576250.3501 | 29556.3234 |
53 | 0.1806 | 0.457 | 0.2112 | 2243447212.2165 | 987732163.8389 | 31428.2065 |
54 | 0.2186 | 0.6001 | 0.2411 | 3516594599.8988 | 1182260043.5359 | 34384.0085 |
55 | 0.1992 | 0.5296 | 0.2617 | 4171006244.642 | 1395741915.0434 | 37359.6295 |
56 | 0.2193 | 0.5239 | 0.2792 | 4135670989.5601 | 1578403853.3446 | 39729.131 |
57 | 0.2837 | 0.6946 | 0.3051 | 5105750652.9546 | 1798863028.3202 | 42413.0054 |
58 | 0.3763 | 1.0123 | 0.3467 | 7258580023.7818 | 2120022851.5826 | 46043.7059 |
59 | 0.5395 | 1.6673 | 0.4201 | 10874837844.2393 | 2606401462.2858 | 51052.928 |
60 | 0.5899 | 1.9123 | 0.4986 | 13666634071.9206 | 3188518968.056 | 56466.9724 |
61 | 0.7113 | 2.4817 | 0.5978 | 17654839728.0787 | 3911835006.0572 | 62544.6641 |
62 | 0.9562 | 3.4995 | 0.736 | 21659290526.701 | 4756951935.6116 | 68970.66 |
63 | 1.3204 | 4.9853 | 0.9291 | 25458576738.6573 | 5697934881.2046 | 75484.6665 |
64 | 2.3483 | 9.0319 | 1.2814 | 28925691618.7502 | 6707837348.0544 | 81901.3879 |
65 | 3.0265 | 11.1587 | 1.693 | 29140859192.4492 | 7642546591.5709 | 87421.6597 |
66 | 7.9721 | 30.2913 | 2.8369 | 35746468715.4425 | 8766703476.5257 | 93630.6759 |
67 | 1.7148 | 6.1961 | 2.9661 | 37044420188.2662 | 9854307965.4388 | 99268.8671 |
68 | 2.208 | 7.854 | 3.1471 | 40510587825.0455 | 10989725738.0169 | 104831.8928 |
69 | 7.2705 | 25.022 | 3.9284 | 42393720325.4105 | 12111296973.2809 | 110051.3379 |