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[33]) |
21 | 274352 | - | - | - | - | - | - | - |
22 | 271311 | - | - | - | - | - | - | - |
23 | 289802 | - | - | - | - | - | - | - |
24 | 290726 | - | - | - | - | - | - | - |
25 | 292300 | - | - | - | - | - | - | - |
26 | 278506 | - | - | - | - | - | - | - |
27 | 269826 | - | - | - | - | - | - | - |
28 | 265861 | - | - | - | - | - | - | - |
29 | 269034 | - | - | - | - | - | - | - |
30 | 264176 | - | - | - | - | - | - | - |
31 | 255198 | - | - | - | - | - | - | - |
32 | 253353 | - | - | - | - | - | - | - |
33 | 246057 | - | - | - | - | - | - | - |
34 | 235372 | 250718.8679 | 238946.2392 | 262491.4966 | 0.0053 | 0.7812 | 3e-04 | 0.7812 |
35 | 258556 | 251444.3868 | 233475.0347 | 269413.7389 | 0.219 | 0.9602 | 0 | 0.7216 |
36 | 260993 | 252858.2519 | 228423.4099 | 277293.094 | 0.257 | 0.3238 | 0.0012 | 0.7073 |
37 | 254663 | 254804.5182 | 227420.8425 | 282188.194 | 0.496 | 0.3289 | 0.0036 | 0.7344 |
38 | 250643 | 255574.1298 | 226751.0785 | 284397.181 | 0.3687 | 0.5247 | 0.0595 | 0.7412 |
39 | 243422 | 255592.7685 | 225169.4618 | 286016.0751 | 0.2165 | 0.6251 | 0.1796 | 0.7305 |
40 | 247105 | 255845.3132 | 223680.154 | 288010.4724 | 0.2972 | 0.7755 | 0.2708 | 0.7246 |
41 | 248541 | 256223.9897 | 222680.2249 | 289767.7545 | 0.3267 | 0.7029 | 0.2271 | 0.7238 |
42 | 245039 | 256346.8461 | 221652.7247 | 291040.9675 | 0.2615 | 0.6704 | 0.3291 | 0.7195 |
43 | 237080 | 256327.231 | 220462.4566 | 292192.0053 | 0.1464 | 0.7313 | 0.5246 | 0.7127 |
44 | 237085 | 256374.3155 | 219336.9551 | 293411.6759 | 0.1537 | 0.8464 | 0.5635 | 0.7075 |
45 | 225554 | 256449.1053 | 218324.5665 | 294573.6441 | 0.0561 | 0.8403 | 0.7034 | 0.7034 |
46 | 226839 | 256467.5838 | 217315.3193 | 295619.8484 | 0.069 | 0.9391 | 0.8545 | 0.6989 |
47 | 247934 | 256459.3304 | 216291.6887 | 296626.972 | 0.3387 | 0.9258 | 0.4593 | 0.6941 |
48 | 248333 | 256468.5685 | 215303.244 | 297633.8929 | 0.3492 | 0.6578 | 0.4147 | 0.69 |
49 | 246969 | 256483.5301 | 214354.0369 | 298613.0233 | 0.329 | 0.6477 | 0.5337 | 0.6862 |
50 | 245098 | 256485.9987 | 213419.0267 | 299552.9708 | 0.3021 | 0.6675 | 0.6048 | 0.6825 |
51 | 246263 | 256483.5428 | 212495.7904 | 300471.2951 | 0.3244 | 0.694 | 0.7197 | 0.6789 |
52 | 255765 | 256485.4539 | 211594.4246 | 301376.4832 | 0.4875 | 0.6723 | 0.6589 | 0.6756 |
53 | 264319 | 256488.4776 | 210714.046 | 302262.9092 | 0.3687 | 0.5124 | 0.6332 | 0.6724 |
54 | 268347 | 256488.7181 | 209848.5076 | 303128.9287 | 0.3091 | 0.3711 | 0.6848 | 0.6694 |
55 | 273046 | 256488.0774 | 208997.1174 | 303979.0373 | 0.2472 | 0.3123 | 0.7884 | 0.6666 |
56 | 273963 | 256488.4921 | 208161.5043 | 304815.4798 | 0.2393 | 0.2509 | 0.7843 | 0.6639 |
57 | 267430 | 256489.1076 | 207340.744 | 305637.4712 | 0.3313 | 0.2429 | 0.8913 | 0.6613 |
58 | 271993 | 256489.1024 | 206533.0206 | 306445.1842 | 0.2715 | 0.3339 | 0.8776 | 0.6588 |
59 | 292710 | 256488.9466 | 205737.8308 | 307240.0624 | 0.0809 | 0.2747 | 0.6294 | 0.6565 |
60 | 295881 | 256489.0401 | 204955.1095 | 308022.9707 | 0.067 | 0.0842 | 0.6218 | 0.6542 |
61 | 293299 | 256489.1659 | 204184.2272 | 308794.1047 | 0.0839 | 0.07 | 0.6394 | 0.6521 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.024 | -0.0612 | 0 | 235526353.459 | 0 | 0 |
35 | 0.0365 | 0.0283 | 0.0447 | 50575042.738 | 143050698.0985 | 11960.3803 |
36 | 0.0493 | 0.0322 | 0.0406 | 66174126.2025 | 117425174.1331 | 10836.2897 |
37 | 0.0548 | -6e-04 | 0.0306 | 20027.4051 | 88073887.4511 | 9384.7689 |
38 | 0.0575 | -0.0193 | 0.0283 | 24316040.6256 | 75322318.086 | 8678.8431 |
39 | 0.0607 | -0.0476 | 0.0315 | 148127604.7031 | 87456532.5222 | 9351.8197 |
40 | 0.0641 | -0.0342 | 0.0319 | 76393075.3869 | 85876038.6457 | 9266.9325 |
41 | 0.0668 | -0.03 | 0.0317 | 59028330.8248 | 82520075.1681 | 9084.0561 |
42 | 0.0691 | -0.0441 | 0.033 | 127867383.3847 | 87558664.97 | 9357.2787 |
43 | 0.0714 | -0.0751 | 0.0372 | 370455900.4964 | 115848388.5226 | 10763.2889 |
44 | 0.0737 | -0.0752 | 0.0407 | 372077692.9879 | 139141961.6558 | 11795.8451 |
45 | 0.0758 | -0.1205 | 0.0473 | 954507531.4424 | 207089092.4714 | 14390.5904 |
46 | 0.0779 | -0.1155 | 0.0526 | 877852980.9054 | 258686314.6586 | 16083.7283 |
47 | 0.0799 | -0.0332 | 0.0512 | 72681258.2701 | 245400239.2023 | 15665.2558 |
48 | 0.0819 | -0.0317 | 0.0499 | 66187474.1963 | 233452721.5352 | 15279.1597 |
49 | 0.0838 | -0.0371 | 0.0491 | 90526283.2824 | 224519819.1444 | 14983.9854 |
50 | 0.0857 | -0.0444 | 0.0488 | 129686515.2729 | 218941389.5049 | 14796.6682 |
51 | 0.0875 | -0.0398 | 0.0483 | 104459494.118 | 212581284.2056 | 14580.1675 |
52 | 0.0893 | -0.0028 | 0.0459 | 519053.8449 | 201420114.1866 | 14192.2554 |
53 | 0.0911 | 0.0305 | 0.0452 | 61317080.9745 | 194414962.526 | 13943.2766 |
54 | 0.0928 | 0.0462 | 0.0452 | 140618848.6139 | 191853242.8159 | 13851.1098 |
55 | 0.0945 | 0.0646 | 0.0461 | 274164802.3399 | 195594677.3398 | 13985.5167 |
56 | 0.0961 | 0.0681 | 0.0471 | 305358427.1478 | 200367014.2879 | 14155.1056 |
57 | 0.0978 | 0.0427 | 0.0469 | 119703125.7093 | 197006018.9305 | 14035.8833 |
58 | 0.0994 | 0.0604 | 0.0474 | 240370840.17 | 198740611.7801 | 14097.5392 |
59 | 0.101 | 0.1412 | 0.051 | 1311964707.0683 | 241556923.1373 | 15542.1016 |
60 | 0.1025 | 0.1536 | 0.0548 | 1551726507.7359 | 290081722.5669 | 17031.7857 |
61 | 0.104 | 0.1435 | 0.058 | 1354963884.4213 | 328113228.3474 | 18113.896 |