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 | 136919 | - | - | - | - | - | - | - |
49 | 136151 | - | - | - | - | - | - | - |
50 | 133001 | - | - | - | - | - | - | - |
51 | 125554 | - | - | - | - | - | - | - |
52 | 119647 | - | - | - | - | - | - | - |
53 | 114158 | - | - | - | - | - | - | - |
54 | 116193 | - | - | - | - | - | - | - |
55 | 152803 | - | - | - | - | - | - | - |
56 | 161761 | - | - | - | - | - | - | - |
57 | 160942 | - | - | - | - | - | - | - |
58 | 149470 | - | - | - | - | - | - | - |
59 | 139208 | - | - | - | - | - | - | - |
60 | 134588 | - | - | - | - | - | - | - |
61 | 130322 | 133820 | 128656.5945 | 138983.4055 | 0.0921 | 0.3853 | 0.1881 | 0.3853 |
62 | 126611 | 130670 | 123367.8419 | 137972.1581 | 0.138 | 0.5372 | 0.2658 | 0.1465 |
63 | 122401 | 123223 | 114279.7193 | 132166.2807 | 0.4285 | 0.2289 | 0.3047 | 0.0064 |
64 | 117352 | 117316 | 106989.1889 | 127642.8111 | 0.4973 | 0.1672 | 0.3291 | 5e-04 |
65 | 112135 | 111827 | 100281.2742 | 123372.7258 | 0.4792 | 0.1741 | 0.3462 | 1e-04 |
66 | 112879 | 113862 | 101214.2911 | 126509.7089 | 0.4395 | 0.6055 | 0.359 | 7e-04 |
67 | 148729 | 150472 | 136810.913 | 164133.087 | 0.4013 | 1 | 0.369 | 0.9887 |
68 | 157230 | 159430 | 144825.6837 | 174034.3163 | 0.3839 | 0.9245 | 0.3772 | 0.9996 |
69 | 157221 | 158611 | 143120.7834 | 174101.2166 | 0.4302 | 0.5694 | 0.384 | 0.9988 |
70 | 146681 | 147139 | 130810.878 | 163467.122 | 0.4781 | 0.1131 | 0.3898 | 0.934 |
71 | 136524 | 136877 | 119751.9212 | 154002.0788 | 0.4839 | 0.1309 | 0.3948 | 0.6033 |
72 | 132111 | 132257 | 114370.4385 | 150143.5615 | 0.4936 | 0.32 | 0.3992 | 0.3992 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0197 | -0.0261 | 0 | 12236004 | 0 | 0 |
62 | 0.0285 | -0.0311 | 0.0286 | 16475481 | 14355742.5 | 3788.8973 |
63 | 0.037 | -0.0067 | 0.0213 | 675684 | 9795723 | 3129.812 |
64 | 0.0449 | 3e-04 | 0.016 | 1296 | 7347116.25 | 2710.5564 |
65 | 0.0527 | 0.0028 | 0.0134 | 94864 | 5896665.8 | 2428.3051 |
66 | 0.0567 | -0.0086 | 0.0126 | 966289 | 5074936.3333 | 2252.7619 |
67 | 0.0463 | -0.0116 | 0.0125 | 3038049 | 4783952.4286 | 2187.2248 |
68 | 0.0467 | -0.0138 | 0.0126 | 4840000 | 4790958.375 | 2188.8258 |
69 | 0.0498 | -0.0088 | 0.0122 | 1932100 | 4473307.4444 | 2115.0195 |
70 | 0.0566 | -0.0031 | 0.0113 | 209764 | 4046953.1 | 2011.704 |
71 | 0.0638 | -0.0026 | 0.0105 | 124609 | 3690376.3636 | 1921.0352 |
72 | 0.069 | -0.0011 | 0.0097 | 21316 | 3384621.3333 | 1839.734 |