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[56]) |
44 | 253353 | - | - | - | - | - | - | - |
45 | 246057 | - | - | - | - | - | - | - |
46 | 235372 | - | - | - | - | - | - | - |
47 | 258556 | - | - | - | - | - | - | - |
48 | 260993 | - | - | - | - | - | - | - |
49 | 254663 | - | - | - | - | - | - | - |
50 | 250643 | - | - | - | - | - | - | - |
51 | 243422 | - | - | - | - | - | - | - |
52 | 247105 | - | - | - | - | - | - | - |
53 | 248541 | - | - | - | - | - | - | - |
54 | 245039 | - | - | - | - | - | - | - |
55 | 237080 | - | - | - | - | - | - | - |
56 | 237085 | - | - | - | - | - | - | - |
57 | 225554 | 231867.6758 | 224991.2016 | 238744.15 | 0.036 | 0.0685 | 0 | 0.0685 |
58 | 226839 | 225332.9171 | 215659.7858 | 235006.0485 | 0.3801 | 0.4821 | 0.021 | 0.0086 |
59 | 247934 | 247662.8228 | 235330.2294 | 259995.4163 | 0.4828 | 0.9995 | 0.0417 | 0.9536 |
60 | 248333 | 250325.568 | 234928.7198 | 265722.4161 | 0.3999 | 0.6196 | 0.0872 | 0.9541 |
61 | 246969 | 247945.692 | 229964.0107 | 265927.3732 | 0.4576 | 0.4832 | 0.232 | 0.8818 |
62 | 245098 | 241656.9708 | 221242.1389 | 262071.8026 | 0.3706 | 0.305 | 0.1941 | 0.6697 |
63 | 246263 | 234083.5591 | 211337.1839 | 256829.9342 | 0.147 | 0.1713 | 0.2105 | 0.398 |
64 | 255765 | 235397.2079 | 210512.702 | 260281.7138 | 0.0543 | 0.196 | 0.1782 | 0.4471 |
65 | 264319 | 236772.8244 | 209869.3737 | 263676.2751 | 0.0224 | 0.0832 | 0.1956 | 0.4909 |
66 | 268347 | 233845.964 | 205032.6632 | 262659.2647 | 0.0095 | 0.0191 | 0.2232 | 0.4128 |
67 | 273046 | 226921.7761 | 196307.6914 | 257535.8607 | 0.0016 | 0.004 | 0.2577 | 0.2576 |
68 | 273963 | 225595.8528 | 193267.9552 | 257923.7504 | 0.0017 | 0.002 | 0.243 | 0.243 |
69 | 267430 | 220652.8012 | 185505.6518 | 255799.9505 | 0.0045 | 0.0015 | 0.3923 | 0.1797 |
70 | 271993 | 214190.0079 | 176442.4791 | 251937.5367 | 0.0013 | 0.0029 | 0.2557 | 0.1173 |
71 | 292710 | 236245.8477 | 195917.8318 | 276573.8635 | 0.003 | 0.0412 | 0.285 | 0.4837 |
72 | 295881 | 238983.6509 | 195966.5787 | 282000.7232 | 0.0048 | 0.0072 | 0.3351 | 0.5345 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
57 | 0.0151 | -0.0272 | 0.0017 | 39862501.8069 | 2491406.3629 | 1578.4189 |
58 | 0.0219 | 0.0067 | 4e-04 | 2268285.6327 | 141767.852 | 376.5207 |
59 | 0.0254 | 0.0011 | 1e-04 | 73537.058 | 4596.0661 | 67.7943 |
60 | 0.0314 | -0.008 | 5e-04 | 3970327.1547 | 248145.4472 | 498.142 |
61 | 0.037 | -0.0039 | 2e-04 | 953927.2186 | 59620.4512 | 244.173 |
62 | 0.0431 | 0.0142 | 9e-04 | 11840682.153 | 740042.6346 | 860.2573 |
63 | 0.0496 | 0.052 | 0.0033 | 148338781.5008 | 9271173.8438 | 3044.8602 |
64 | 0.0539 | 0.0865 | 0.0054 | 414846954.931 | 25927934.6832 | 5091.948 |
65 | 0.058 | 0.1163 | 0.0073 | 758791790.8054 | 47424486.9253 | 6886.5439 |
66 | 0.0629 | 0.1475 | 0.0092 | 1190321487.6273 | 74395092.9767 | 8625.259 |
67 | 0.0688 | 0.2033 | 0.0127 | 2127444034.3723 | 132965252.1483 | 11531.056 |
68 | 0.0731 | 0.2144 | 0.0134 | 2339380928.1835 | 146211308.0115 | 12091.7868 |
69 | 0.0813 | 0.212 | 0.0132 | 2188106328.5687 | 136756645.5355 | 11694.2997 |
70 | 0.0899 | 0.2699 | 0.0169 | 3341185896.453 | 208824118.5283 | 14450.748 |
71 | 0.0871 | 0.239 | 0.0149 | 3188200499.4325 | 199262531.2145 | 14116.0381 |
72 | 0.0918 | 0.2381 | 0.0149 | 3237308329.557 | 202331770.5973 | 14224.3373 |