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[34]) |
22 | 298423 | - | - | - | - | - | - | - |
23 | 310631 | - | - | - | - | - | - | - |
24 | 329765 | - | - | - | - | - | - | - |
25 | 335083 | - | - | - | - | - | - | - |
26 | 327616 | - | - | - | - | - | - | - |
27 | 309119 | - | - | - | - | - | - | - |
28 | 295916 | - | - | - | - | - | - | - |
29 | 291413 | - | - | - | - | - | - | - |
30 | 291542 | - | - | - | - | - | - | - |
31 | 284678 | - | - | - | - | - | - | - |
32 | 276475 | - | - | - | - | - | - | - |
33 | 272566 | - | - | - | - | - | - | - |
34 | 264981 | - | - | - | - | - | - | - |
35 | 263290 | 275098.5995 | 265768.4789 | 284428.7201 | 0.0066 | 0.9832 | 0 | 0.9832 |
36 | 296806 | 288258.7659 | 273313.6256 | 303203.9062 | 0.1312 | 0.9995 | 0 | 0.9989 |
37 | 303598 | 292535.448 | 271822.9165 | 313247.9795 | 0.1476 | 0.3431 | 0 | 0.9954 |
38 | 286994 | 288108.9499 | 264016.7366 | 312201.1632 | 0.4639 | 0.1038 | 7e-04 | 0.9701 |
39 | 276427 | 273788.8638 | 247730.1655 | 299847.5621 | 0.4214 | 0.1603 | 0.0039 | 0.7462 |
40 | 266424 | 262476.2446 | 234278.6433 | 290673.8458 | 0.3919 | 0.1661 | 0.0101 | 0.4309 |
41 | 267153 | 258583.4031 | 227745.1668 | 289421.6394 | 0.293 | 0.3091 | 0.0185 | 0.3421 |
42 | 268381 | 259216.4237 | 226032.1625 | 292400.6849 | 0.2942 | 0.3196 | 0.0281 | 0.3667 |
43 | 262522 | 254132.5784 | 219147.1114 | 289118.0454 | 0.3192 | 0.2124 | 0.0435 | 0.2717 |
44 | 255542 | 247377.7243 | 210700.9029 | 284054.5457 | 0.3313 | 0.2092 | 0.06 | 0.1734 |
45 | 253158 | 244025.3359 | 205506.1715 | 282544.5004 | 0.3211 | 0.2789 | 0.0732 | 0.1431 |
46 | 243803 | 238184.0859 | 197850.1887 | 278517.983 | 0.3924 | 0.2334 | 0.0964 | 0.0964 |
47 | 250741 | 246365.1744 | 201841.482 | 290888.8668 | 0.4236 | 0.5449 | 0.2281 | 0.2063 |
48 | 280445 | 256687.7449 | 207677.0833 | 305698.4065 | 0.171 | 0.594 | 0.0543 | 0.3701 |
49 | 285257 | 259914.2148 | 205836.9979 | 313991.4317 | 0.1792 | 0.2284 | 0.0567 | 0.4271 |
50 | 270976 | 256431.421 | 198258.6102 | 314604.2319 | 0.3121 | 0.1657 | 0.1516 | 0.3867 |
51 | 261076 | 245239.135 | 183906.8318 | 306571.4383 | 0.3064 | 0.2054 | 0.1595 | 0.2641 |
52 | 255603 | 236334.7824 | 171842.2146 | 300827.3502 | 0.2791 | 0.2261 | 0.1802 | 0.192 |
53 | 260376 | 233204.5805 | 165268.7594 | 301140.4015 | 0.2165 | 0.2591 | 0.1637 | 0.1796 |
54 | 263903 | 233682.7541 | 162490.5254 | 304874.9827 | 0.2027 | 0.2312 | 0.1697 | 0.1944 |
55 | 264291 | 229711.3412 | 155670.5489 | 303752.1335 | 0.18 | 0.1827 | 0.1925 | 0.1752 |
56 | 263276 | 224406.8503 | 147658.6747 | 301155.0258 | 0.1604 | 0.1542 | 0.2133 | 0.1501 |
57 | 262572 | 221743.9074 | 142226.3741 | 301261.4408 | 0.1571 | 0.153 | 0.2194 | 0.1433 |
58 | 256167 | 217121.4829 | 134876.3206 | 299366.6452 | 0.1761 | 0.1394 | 0.2624 | 0.127 |
59 | 264221 | 223580.9641 | 137186.7509 | 309975.1773 | 0.1783 | 0.2299 | 0.2689 | 0.1738 |
60 | 293860 | 231732.1756 | 141004.4965 | 322459.8548 | 0.0898 | 0.2414 | 0.1463 | 0.2363 |
61 | 300713 | 234271.7761 | 138850.6118 | 329692.9404 | 0.0862 | 0.1105 | 0.1475 | 0.2641 |
62 | 287224 | 231516.5117 | 131940.8102 | 331092.2131 | 0.1364 | 0.0866 | 0.2187 | 0.255 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
35 | 0.0173 | -0.0429 | 0 | 139443022.3636 | 0 | 0 |
36 | 0.0265 | 0.0297 | 0.0363 | 73055210.5206 | 106249116.4421 | 10307.7212 |
37 | 0.0361 | 0.0378 | 0.0368 | 122380057.0904 | 111626096.6582 | 10565.3252 |
38 | 0.0427 | -0.0039 | 0.0286 | 1243113.3165 | 84030350.8228 | 9166.807 |
39 | 0.0486 | 0.0096 | 0.0248 | 6959762.5902 | 68616233.1763 | 8283.4916 |
40 | 0.0548 | 0.015 | 0.0232 | 15584773.0635 | 59777656.4908 | 7731.6012 |
41 | 0.0608 | 0.0331 | 0.0246 | 73437990.9707 | 61729132.8451 | 7856.789 |
42 | 0.0653 | 0.0354 | 0.0259 | 83989458.5509 | 64511673.5583 | 8031.9159 |
43 | 0.0702 | 0.033 | 0.0267 | 70382394.8922 | 65163975.9287 | 8072.4207 |
44 | 0.0756 | 0.033 | 0.0273 | 66655397.8984 | 65313118.1257 | 8081.6532 |
45 | 0.0805 | 0.0374 | 0.0283 | 83405552.6708 | 66957884.9025 | 8182.7798 |
46 | 0.0864 | 0.0236 | 0.0279 | 31572196.1506 | 64009077.5065 | 8000.5673 |
47 | 0.0922 | 0.0178 | 0.0271 | 19147849.3055 | 60558213.7988 | 7781.9158 |
48 | 0.0974 | 0.0926 | 0.0318 | 564407170.4907 | 96547424.991 | 9825.8549 |
49 | 0.1062 | 0.0975 | 0.0362 | 642256763.2638 | 132928047.5426 | 11529.4426 |
50 | 0.1157 | 0.0567 | 0.0374 | 211544777.0027 | 137841593.1338 | 11740.5959 |
51 | 0.1276 | 0.0646 | 0.039 | 250806291.7939 | 144486575.4079 | 12020.2569 |
52 | 0.1392 | 0.0815 | 0.0414 | 371264208.5661 | 157085332.8056 | 12533.3688 |
53 | 0.1486 | 0.1165 | 0.0453 | 738286039.7788 | 187674843.6989 | 13699.4468 |
54 | 0.1554 | 0.1293 | 0.0495 | 913263265.0296 | 223954264.7655 | 14965.1016 |
55 | 0.1644 | 0.1505 | 0.0544 | 1195752801.8127 | 270230385.5772 | 16438.6856 |
56 | 0.1745 | 0.1732 | 0.0598 | 1510810801.9781 | 326620404.5046 | 18072.6424 |
57 | 0.183 | 0.1841 | 0.0652 | 1666933141.4308 | 384894871.3274 | 19618.7378 |
58 | 0.1933 | 0.1798 | 0.0699 | 1524552406.2208 | 432380601.948 | 20793.7635 |
59 | 0.1971 | 0.1818 | 0.0744 | 1651612515.7663 | 481149878.5007 | 21935.1289 |
60 | 0.1998 | 0.2681 | 0.0819 | 3859866560.2027 | 611100520.1046 | 24720.4474 |
61 | 0.2078 | 0.2836 | 0.0893 | 4414436233.8814 | 751964805.8001 | 27421.9767 |
62 | 0.2194 | 0.2406 | 0.0947 | 3103324254.3528 | 835941928.9627 | 28912.6604 |