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[39]) |
27 | 276836 | - | - | - | - | - | - | - |
28 | 275216 | - | - | - | - | - | - | - |
29 | 274352 | - | - | - | - | - | - | - |
30 | 271311 | - | - | - | - | - | - | - |
31 | 289802 | - | - | - | - | - | - | - |
32 | 290726 | - | - | - | - | - | - | - |
33 | 292300 | - | - | - | - | - | - | - |
34 | 278506 | - | - | - | - | - | - | - |
35 | 269826 | - | - | - | - | - | - | - |
36 | 265861 | - | - | - | - | - | - | - |
37 | 269034 | - | - | - | - | - | - | - |
38 | 264176 | - | - | - | - | - | - | - |
39 | 255198 | - | - | - | - | - | - | - |
40 | 253353 | 254214.4743 | 242942.0474 | 265486.9012 | 0.4405 | 0.4321 | 1e-04 | 0.4321 |
41 | 246057 | 257801.9113 | 240668.591 | 274935.2316 | 0.0895 | 0.6946 | 0.0292 | 0.6171 |
42 | 235372 | 266942.7431 | 244405.8285 | 289479.6577 | 0.003 | 0.9653 | 0.352 | 0.8465 |
43 | 258556 | 271147.9501 | 247363.0349 | 294932.8652 | 0.1497 | 0.9984 | 0.0621 | 0.9056 |
44 | 260993 | 270810.0139 | 246903.7698 | 294716.2579 | 0.2104 | 0.8425 | 0.0513 | 0.8997 |
45 | 254663 | 271189.5454 | 247128.1135 | 295250.9773 | 0.0891 | 0.7969 | 0.0428 | 0.9037 |
46 | 250643 | 272745.5474 | 248457.6711 | 297033.4237 | 0.0372 | 0.9278 | 0.321 | 0.9216 |
47 | 243422 | 273518.9606 | 249145.779 | 297892.1422 | 0.0078 | 0.9671 | 0.6168 | 0.9297 |
48 | 247105 | 273436.5645 | 249051.8106 | 297821.3185 | 0.0172 | 0.9921 | 0.7287 | 0.9287 |
49 | 248541 | 273458.628 | 249059.5374 | 297857.7186 | 0.0227 | 0.9829 | 0.6389 | 0.9288 |
50 | 245039 | 273722.1169 | 249299.9514 | 298144.2824 | 0.0107 | 0.9784 | 0.7782 | 0.9314 |
51 | 237080 | 273865.2303 | 249431.8386 | 298298.6219 | 0.0016 | 0.9896 | 0.9329 | 0.9329 |
52 | 237085 | 273847.824 | 249412.9466 | 298282.7014 | 0.0016 | 0.9984 | 0.9499 | 0.9327 |
53 | 225554 | 273843.781 | 249407.1081 | 298280.4539 | 1e-04 | 0.9984 | 0.9871 | 0.9326 |
54 | 226839 | 273888.0958 | 249447.9685 | 298328.223 | 1e-04 | 0.9999 | 0.999 | 0.933 |
55 | 247934 | 273914.6909 | 249472.6893 | 298356.6925 | 0.0186 | 0.9999 | 0.891 | 0.9333 |
56 | 248333 | 273911.3251 | 249469.1256 | 298353.5246 | 0.0201 | 0.9814 | 0.8499 | 0.9333 |
57 | 246969 | 273909.214 | 249466.7943 | 298351.6338 | 0.0154 | 0.9799 | 0.9386 | 0.9332 |
58 | 245098 | 273916.602 | 249473.6165 | 298359.5876 | 0.0104 | 0.9846 | 0.969 | 0.9333 |
59 | 246263 | 273921.557 | 249478.2402 | 298364.8738 | 0.0133 | 0.9896 | 0.9928 | 0.9334 |
60 | 255765 | 273920.95 | 249477.6069 | 298364.2931 | 0.0727 | 0.9867 | 0.9842 | 0.9334 |
61 | 264319 | 273920.3324 | 249476.9666 | 298363.6982 | 0.2207 | 0.9273 | 0.9791 | 0.9334 |
62 | 268347 | 273921.5504 | 249478.0909 | 298365.01 | 0.3274 | 0.7793 | 0.9897 | 0.9334 |
63 | 273046 | 273922.4746 | 249478.9556 | 298365.9936 | 0.472 | 0.6726 | 0.9984 | 0.9334 |
64 | 273963 | 273922.3722 | 249478.8497 | 298365.8948 | 0.4987 | 0.528 | 0.9984 | 0.9334 |
65 | 267430 | 273922.2206 | 249478.6968 | 298365.7444 | 0.3013 | 0.4987 | 0.9999 | 0.9334 |
66 | 271993 | 273922.4185 | 249478.8792 | 298365.9578 | 0.4385 | 0.6987 | 0.9999 | 0.9334 |
67 | 292710 | 273922.5908 | 249479.0408 | 298366.1408 | 0.066 | 0.5615 | 0.9814 | 0.9334 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
40 | 0.0226 | -0.0034 | 0 | 742137.9807 | 0 | 0 |
41 | 0.0339 | -0.0456 | 0.0245 | 137942941.4061 | 69342539.6934 | 8327.2168 |
42 | 0.0431 | -0.1183 | 0.0557 | 996711820.8327 | 378465633.4065 | 19454.1932 |
43 | 0.0448 | -0.0464 | 0.0534 | 158557206.2969 | 323488526.6291 | 17985.7868 |
44 | 0.045 | -0.0363 | 0.05 | 96373761.2553 | 278065573.5543 | 16675.2983 |
45 | 0.0453 | -0.0609 | 0.0518 | 273126702.2189 | 277242428.3318 | 16650.5984 |
46 | 0.0454 | -0.081 | 0.056 | 488522602.1213 | 307425310.3017 | 17533.5481 |
47 | 0.0455 | -0.11 | 0.0627 | 905827035.9639 | 382225526.0095 | 19550.5889 |
48 | 0.0455 | -0.0963 | 0.0665 | 693351291.6333 | 416795055.5232 | 20415.5592 |
49 | 0.0455 | -0.0911 | 0.0689 | 620888185.6116 | 437204368.5321 | 20909.4325 |
50 | 0.0455 | -0.1048 | 0.0722 | 822721194.3841 | 472251352.7004 | 21731.3449 |
51 | 0.0455 | -0.1343 | 0.0774 | 1353153165.2046 | 545659837.0758 | 23359.3629 |
52 | 0.0455 | -0.1342 | 0.0817 | 1351505226.6208 | 607647943.9639 | 24650.5161 |
53 | 0.0455 | -0.1763 | 0.0885 | 2331902952.061 | 730809015.9708 | 27033.4795 |
54 | 0.0455 | -0.1718 | 0.0941 | 2213617411.6785 | 829662909.018 | 28803.8697 |
55 | 0.0455 | -0.0948 | 0.0941 | 674996298.6091 | 819996245.8674 | 28635.5766 |
56 | 0.0455 | -0.0934 | 0.0941 | 654250715.4852 | 810246508.7861 | 28464.8293 |
57 | 0.0455 | -0.0984 | 0.0943 | 725775132.0428 | 805553654.5226 | 28382.2771 |
58 | 0.0455 | -0.1052 | 0.0949 | 830511822.6548 | 806867242.319 | 28405.4087 |
59 | 0.0455 | -0.101 | 0.0952 | 764995775.9481 | 804773669.0005 | 28368.5331 |
60 | 0.0455 | -0.0663 | 0.0938 | 329638520.236 | 782148185.726 | 27966.9123 |
61 | 0.0455 | -0.0351 | 0.0911 | 92185584.6725 | 750786249.3145 | 27400.479 |
62 | 0.0455 | -0.0204 | 0.0881 | 31075612.3582 | 719494482.4903 | 26823.3943 |
63 | 0.0455 | -0.0032 | 0.0845 | 768207.6714 | 689547554.3728 | 26259.2375 |
64 | 0.0455 | 1e-04 | 0.0811 | 1650.6142 | 661965718.2225 | 25728.6945 |
65 | 0.0455 | -0.0237 | 0.0789 | 42148927.8098 | 638126610.8989 | 25261.168 |
66 | 0.0455 | -0.007 | 0.0763 | 3722655.6727 | 614630168.1128 | 24791.7359 |
67 | 0.0455 | 0.0686 | 0.076 | 352966744.5359 | 605285045.8422 | 24602.5415 |