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[57]) |
45 | 182516 | - | - | - | - | - | - | - |
46 | 173476 | - | - | - | - | - | - | - |
47 | 166444 | - | - | - | - | - | - | - |
48 | 171297 | - | - | - | - | - | - | - |
49 | 169701 | - | - | - | - | - | - | - |
50 | 164182 | - | - | - | - | - | - | - |
51 | 161914 | - | - | - | - | - | - | - |
52 | 159612 | - | - | - | - | - | - | - |
53 | 151001 | - | - | - | - | - | - | - |
54 | 158114 | - | - | - | - | - | - | - |
55 | 186530 | - | - | - | - | - | - | - |
56 | 187069 | - | - | - | - | - | - | - |
57 | 174330 | - | - | - | - | - | - | - |
58 | 169362 | 161911.6759 | 151768.8156 | 172054.5362 | 0.075 | 0.0082 | 0.0127 | 0.0082 |
59 | 166827 | 154160.358 | 140580.3447 | 167740.3713 | 0.0338 | 0.0141 | 0.0381 | 0.0018 |
60 | 178037 | 155959.5371 | 137709.9248 | 174209.1493 | 0.0089 | 0.1216 | 0.0498 | 0.0242 |
61 | 186412 | 153647.4941 | 132070.6024 | 175224.3857 | 0.0015 | 0.0134 | 0.0724 | 0.0301 |
62 | 189226 | 147966.2384 | 123019.6132 | 172912.8636 | 6e-04 | 0.0013 | 0.1013 | 0.0192 |
63 | 191563 | 143794.7633 | 116022.5982 | 171566.9285 | 4e-04 | 7e-04 | 0.1005 | 0.0156 |
64 | 188906 | 140812.0779 | 110337.6607 | 171286.4952 | 0.001 | 5e-04 | 0.1133 | 0.0156 |
65 | 186005 | 134244.3285 | 101338.549 | 167150.108 | 0.001 | 6e-04 | 0.1591 | 0.0085 |
66 | 195309 | 138336.7725 | 103126.0003 | 173547.5448 | 8e-04 | 0.004 | 0.1355 | 0.0226 |
67 | 223532 | 169308.4773 | 131952.0929 | 206664.8616 | 0.0022 | 0.0863 | 0.1831 | 0.3961 |
68 | 226899 | 171209.4508 | 131811.3649 | 210607.5367 | 0.0028 | 0.0046 | 0.2151 | 0.4383 |
69 | 214126 | 156510.2753 | 115177.2014 | 197843.3492 | 0.0031 | 4e-04 | 0.1991 | 0.1991 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
58 | 0.032 | 0.046 | 0.0038 | 55507329.9208 | 4625610.8267 | 2150.7233 |
59 | 0.0449 | 0.0822 | 0.0068 | 160443820.2407 | 13370318.3534 | 3656.5446 |
60 | 0.0597 | 0.1416 | 0.0118 | 487414370.0176 | 40617864.1681 | 6373.2146 |
61 | 0.0716 | 0.2132 | 0.0178 | 1073512849.4675 | 89459404.1223 | 9458.2982 |
62 | 0.086 | 0.2788 | 0.0232 | 1702367930.7292 | 141863994.2274 | 11910.6672 |
63 | 0.0985 | 0.3322 | 0.0277 | 2281804433.2195 | 190150369.435 | 13789.5021 |
64 | 0.1104 | 0.3415 | 0.0285 | 2313025339.851 | 192752111.6542 | 13883.5194 |
65 | 0.1251 | 0.3856 | 0.0321 | 2679167114.6497 | 223263926.2208 | 14942.0188 |
66 | 0.1299 | 0.4118 | 0.0343 | 3245834701.7672 | 270486225.1473 | 16446.4654 |
67 | 0.1126 | 0.3203 | 0.0267 | 2940190418.4688 | 245015868.2057 | 15652.9827 |
68 | 0.1174 | 0.3253 | 0.0271 | 3101325888.5226 | 258443824.0435 | 16076.1881 |
69 | 0.1347 | 0.3681 | 0.0307 | 3319571733.8306 | 276630977.8192 | 16632.2271 |