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 | 248783.779 | 243725.2332 | 253842.3248 | 0.0383 | 0.0065 | 0 | 0.0065 |
41 | 246057 | 245467.3851 | 237009.7179 | 253925.0522 | 0.4457 | 0.0338 | 0 | 0.0121 |
42 | 235372 | 242584.4337 | 229872.0152 | 255296.8522 | 0.1331 | 0.2962 | 0 | 0.0259 |
43 | 258556 | 258678.5158 | 243717.2594 | 273639.7722 | 0.4936 | 0.9989 | 0 | 0.6758 |
44 | 260993 | 258552.7059 | 240927.253 | 276178.1588 | 0.3931 | 0.4999 | 2e-04 | 0.6454 |
45 | 254663 | 258794.5413 | 238753.9924 | 278835.0903 | 0.3431 | 0.4149 | 5e-04 | 0.6375 |
46 | 250643 | 243598.934 | 221265.2711 | 265932.5969 | 0.2682 | 0.1658 | 0.0011 | 0.1544 |
47 | 243422 | 233716.1506 | 209080.0014 | 258352.2998 | 0.22 | 0.089 | 0.002 | 0.0437 |
48 | 247105 | 228482.1872 | 201614.1431 | 255350.2313 | 0.0871 | 0.1379 | 0.0032 | 0.0257 |
49 | 248541 | 230450.7837 | 201367.8689 | 259533.6985 | 0.1114 | 0.1308 | 0.0047 | 0.0477 |
50 | 245039 | 224421.1713 | 193142.6495 | 255699.693 | 0.0982 | 0.0653 | 0.0064 | 0.0269 |
51 | 237080 | 214292.2975 | 180836.6013 | 247747.9937 | 0.0909 | 0.0358 | 0.0083 | 0.0083 |
52 | 237085 | 206764.0414 | 169101.1237 | 244426.9592 | 0.0573 | 0.0573 | 0.0077 | 0.0059 |
53 | 225554 | 202359.6743 | 160007.6124 | 244711.7361 | 0.1415 | 0.054 | 0.0216 | 0.0072 |
54 | 226839 | 198417.2638 | 150499.3503 | 246335.1774 | 0.1225 | 0.1335 | 0.0653 | 0.0101 |
55 | 247934 | 213479.8703 | 161103.6466 | 265856.0941 | 0.0986 | 0.3086 | 0.0458 | 0.0592 |
56 | 248333 | 212348.849 | 155187.1416 | 269510.5564 | 0.1086 | 0.1112 | 0.0477 | 0.0709 |
57 | 246969 | 211611.7657 | 149835.063 | 273388.4684 | 0.131 | 0.122 | 0.086 | 0.0834 |
58 | 245098 | 195462.5692 | 129168.1813 | 261756.9571 | 0.0711 | 0.0639 | 0.0514 | 0.0387 |
59 | 246263 | 184650.8971 | 113837.0103 | 255464.7838 | 0.0441 | 0.0472 | 0.0519 | 0.0254 |
60 | 255765 | 178512.1588 | 103245.2741 | 253779.0434 | 0.0221 | 0.0388 | 0.037 | 0.0229 |
61 | 264319 | 179599.4203 | 99903.6499 | 259295.1907 | 0.0186 | 0.0305 | 0.045 | 0.0315 |
62 | 268347 | 172711.3283 | 88613.3536 | 256809.3029 | 0.0129 | 0.0164 | 0.0459 | 0.0273 |
63 | 273046 | 161746.2329 | 73272.4837 | 250219.9821 | 0.0068 | 0.0091 | 0.0476 | 0.0192 |
64 | 273963 | 153403.4337 | 58916.3126 | 247890.5548 | 0.0062 | 0.0065 | 0.0413 | 0.0174 |
65 | 267430 | 148205.6429 | 47270.0537 | 249141.2321 | 0.0103 | 0.0073 | 0.0666 | 0.0189 |
66 | 271993 | 143490.3791 | 35358.4712 | 251622.287 | 0.0099 | 0.0123 | 0.0654 | 0.0214 |
67 | 292710 | 157800.1697 | 43264.8217 | 272335.5176 | 0.0105 | 0.0253 | 0.0615 | 0.0478 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
40 | 0.0104 | 0.0184 | 0 | 20877780.3572 | 0 | 0 |
41 | 0.0176 | 0.0024 | 0.0104 | 347645.7774 | 10612713.0673 | 3257.7159 |
42 | 0.0267 | -0.0297 | 0.0168 | 52019199.5387 | 24414875.2244 | 4941.1411 |
43 | 0.0295 | -5e-04 | 0.0127 | 15010.1208 | 18314908.9485 | 4279.5921 |
44 | 0.0348 | 0.0094 | 0.0121 | 5955035.404 | 15842934.2396 | 3980.3184 |
45 | 0.0395 | -0.016 | 0.0127 | 17069633.838 | 16047384.1727 | 4005.9186 |
46 | 0.0468 | 0.0289 | 0.015 | 49618865.5608 | 20843310.0853 | 4565.4474 |
47 | 0.0538 | 0.0415 | 0.0184 | 94203512.3569 | 30013335.3692 | 5478.4428 |
48 | 0.06 | 0.0815 | 0.0254 | 346809156.9088 | 65212871.0958 | 8075.4487 |
49 | 0.0644 | 0.0785 | 0.0307 | 327255926.8886 | 91417176.6751 | 9561.233 |
50 | 0.0711 | 0.0919 | 0.0362 | 425094862.0605 | 121751511.7101 | 11034.1067 |
51 | 0.0797 | 0.1063 | 0.0421 | 519279386.9456 | 154878834.6464 | 12445.0325 |
52 | 0.0929 | 0.1466 | 0.0501 | 919360527.8144 | 213685118.7363 | 14617.9725 |
53 | 0.1068 | 0.1146 | 0.0547 | 537976746.6267 | 236848806.4427 | 15389.893 |
54 | 0.1232 | 0.1432 | 0.0606 | 807795085.9793 | 274911891.7452 | 16580.4672 |
55 | 0.1252 | 0.1614 | 0.0669 | 1187087051.6443 | 331922839.2389 | 18218.7497 |
56 | 0.1373 | 0.1695 | 0.073 | 1294859121.0971 | 388566149.9364 | 19712.0813 |
57 | 0.1489 | 0.1671 | 0.0782 | 1250134020.0337 | 436431031.6085 | 20890.9318 |
58 | 0.173 | 0.2539 | 0.0874 | 2463675994.0394 | 543128134.8943 | 23305.1096 |
59 | 0.1957 | 0.3337 | 0.0998 | 3796051227.0185 | 705774289.5005 | 26566.4128 |
60 | 0.2151 | 0.4328 | 0.1156 | 5968001479.6556 | 956356536.6508 | 30925.0147 |
61 | 0.2264 | 0.4717 | 0.1318 | 7177407187.801 | 1239131566.2485 | 35201.3006 |
62 | 0.2484 | 0.5537 | 0.1501 | 9146181704.0072 | 1582916354.8467 | 39785.8814 |
63 | 0.2791 | 0.6881 | 0.1726 | 12387638164.0962 | 2033113096.8988 | 45090.0554 |
64 | 0.3143 | 0.7859 | 0.1971 | 14534609031.9268 | 2533172934.2999 | 50330.6361 |
65 | 0.3475 | 0.8045 | 0.2205 | 14214447327.1261 | 2982452718.6394 | 54611.8368 |
66 | 0.3845 | 0.8955 | 0.2455 | 16512923574.7699 | 3483581268.8664 | 59021.8711 |
67 | 0.3703 | 0.8549 | 0.2672 | 18200662320.2718 | 4009191306.4166 | 63318.1752 |