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[55]) |
43 | 258556 | - | - | - | - | - | - | - |
44 | 260993 | - | - | - | - | - | - | - |
45 | 254663 | - | - | - | - | - | - | - |
46 | 250643 | - | - | - | - | - | - | - |
47 | 243422 | - | - | - | - | - | - | - |
48 | 247105 | - | - | - | - | - | - | - |
49 | 248541 | - | - | - | - | - | - | - |
50 | 245039 | - | - | - | - | - | - | - |
51 | 237080 | - | - | - | - | - | - | - |
52 | 237085 | - | - | - | - | - | - | - |
53 | 225554 | - | - | - | - | - | - | - |
54 | 226839 | - | - | - | - | - | - | - |
55 | 247934 | - | - | - | - | - | - | - |
56 | 248333 | 252146.3708 | 243979.776 | 260312.9655 | 0.18 | 0.844 | 0.0169 | 0.844 |
57 | 246969 | 247434.5566 | 236794.4121 | 258074.701 | 0.4658 | 0.4343 | 0.0915 | 0.4633 |
58 | 245098 | 243079.0478 | 229413.9149 | 256744.1807 | 0.3861 | 0.2884 | 0.139 | 0.2431 |
59 | 246263 | 236558.4853 | 219856.0312 | 253260.9395 | 0.1274 | 0.1581 | 0.2103 | 0.091 |
60 | 255765 | 240374.3878 | 221157.0507 | 259591.725 | 0.0582 | 0.2741 | 0.2462 | 0.2203 |
61 | 264319 | 241855.3509 | 220168.1037 | 263542.5981 | 0.0212 | 0.1044 | 0.2728 | 0.2914 |
62 | 268347 | 238505.622 | 214564.6851 | 262446.5588 | 0.0073 | 0.0173 | 0.2964 | 0.2201 |
63 | 273046 | 230555.5266 | 204528.6235 | 256582.4296 | 7e-04 | 0.0022 | 0.3116 | 0.0953 |
64 | 273963 | 230596.2771 | 202598.0276 | 258594.5267 | 0.0012 | 0.0015 | 0.3248 | 0.1124 |
65 | 267430 | 219090.3484 | 189246.613 | 248934.0839 | 7e-04 | 2e-04 | 0.3356 | 0.0291 |
66 | 271993 | 220379.6364 | 188787.5788 | 251971.6939 | 7e-04 | 0.0018 | 0.3443 | 0.0437 |
67 | 292710 | 241485.5109 | 208231.2532 | 274739.7687 | 0.0013 | 0.0361 | 0.3519 | 0.3519 |
68 | 295881 | 245701.7169 | 207621.6048 | 283781.829 | 0.0049 | 0.0078 | 0.4461 | 0.4543 |
69 | 293299 | 240992.1357 | 199200.9196 | 282783.3517 | 0.0071 | 0.005 | 0.3896 | 0.3724 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0165 | -0.0151 | 0 | 14541796.5564 | 0 | 0 |
57 | 0.0219 | -0.0019 | 0.0085 | 216742.9036 | 7379269.73 | 2716.4811 |
58 | 0.0287 | 0.0083 | 0.0084 | 4076168.0842 | 6278235.8481 | 2505.6408 |
59 | 0.036 | 0.041 | 0.0166 | 94177604.7432 | 28253078.0719 | 5315.3625 |
60 | 0.0408 | 0.064 | 0.0261 | 236870943.0958 | 69976651.0766 | 8365.2048 |
61 | 0.0458 | 0.0929 | 0.0372 | 504615530.3763 | 142416464.2933 | 11933.8369 |
62 | 0.0512 | 0.1251 | 0.0498 | 890507842.1188 | 249286661.1255 | 15788.8144 |
63 | 0.0576 | 0.1843 | 0.0666 | 1805440332.88 | 443805870.0948 | 21066.7005 |
64 | 0.0619 | 0.1881 | 0.0801 | 1880672653.7364 | 603457734.9439 | 24565.3768 |
65 | 0.0695 | 0.2206 | 0.0941 | 2336721913.9689 | 776784152.8464 | 27870.8477 |
66 | 0.0731 | 0.2342 | 0.1069 | 2663939304.4923 | 948343712.0869 | 30795.1898 |
67 | 0.0703 | 0.2121 | 0.1156 | 2623948279.7198 | 1087977426.0563 | 32984.5028 |
68 | 0.0791 | 0.2042 | 0.1225 | 2517960454.0917 | 1197976120.5206 | 34611.7916 |
69 | 0.0885 | 0.217 | 0.1292 | 2736008056.2002 | 1307835544.4977 | 36164.009 |