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[49]) |
37 | 254663 | - | - | - | - | - | - | - |
38 | 250643 | - | - | - | - | - | - | - |
39 | 243422 | - | - | - | - | - | - | - |
40 | 247105 | - | - | - | - | - | - | - |
41 | 248541 | - | - | - | - | - | - | - |
42 | 245039 | - | - | - | - | - | - | - |
43 | 237080 | - | - | - | - | - | - | - |
44 | 237085 | - | - | - | - | - | - | - |
45 | 225554 | - | - | - | - | - | - | - |
46 | 226839 | - | - | - | - | - | - | - |
47 | 247934 | - | - | - | - | - | - | - |
48 | 248333 | - | - | - | - | - | - | - |
49 | 246969 | - | - | - | - | - | - | - |
50 | 245098 | 240190.1032 | 233193.3229 | 247186.8836 | 0.0846 | 0.0288 | 0.0017 | 0.0288 |
51 | 246263 | 232451.926 | 223329.5746 | 241574.2774 | 0.0015 | 0.0033 | 0.0092 | 9e-04 |
52 | 255765 | 233116.8422 | 221747.8854 | 244485.7991 | 0 | 0.0117 | 0.0079 | 0.0085 |
53 | 264319 | 233449.0525 | 219380.7922 | 247517.3129 | 0 | 9e-04 | 0.0177 | 0.0298 |
54 | 268347 | 231168.9752 | 215059.2131 | 247278.7373 | 0 | 0 | 0.0458 | 0.0273 |
55 | 273046 | 225292.3022 | 207160.89 | 243423.7145 | 0 | 0 | 0.1013 | 0.0096 |
56 | 273963 | 223334.4294 | 203280.1732 | 243388.6855 | 0 | 0 | 0.0895 | 0.0104 |
57 | 267430 | 217297.4085 | 195534.0021 | 239060.8149 | 0 | 0 | 0.2286 | 0.0038 |
58 | 271993 | 213742.005 | 190329.2149 | 237154.7951 | 0 | 0 | 0.1364 | 0.0027 |
59 | 292710 | 235138.0528 | 210193.5293 | 260082.5763 | 0 | 0.0019 | 0.1573 | 0.1763 |
60 | 295881 | 237084.8251 | 210709.6488 | 263460.0014 | 0 | 0 | 0.2016 | 0.2313 |
61 | 293299 | 235650.6904 | 207891.9582 | 263409.4227 | 0 | 0 | 0.2121 | 0.2121 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0149 | 0.0204 | 0 | 24087450.6669 | 0 | 0 |
51 | 0.02 | 0.0594 | 0.0399 | 190745765.2156 | 107416607.9412 | 10364.1984 |
52 | 0.0249 | 0.0972 | 0.059 | 512939050.6275 | 242590755.5033 | 15575.3252 |
53 | 0.0307 | 0.1322 | 0.0773 | 952953657.1909 | 420181480.9252 | 20498.3287 |
54 | 0.0356 | 0.1608 | 0.094 | 1382205529.029 | 612586290.546 | 24750.4806 |
55 | 0.0411 | 0.212 | 0.1137 | 2280415649.9144 | 890557850.4407 | 29842.2159 |
56 | 0.0458 | 0.2267 | 0.1298 | 2563252165.614 | 1129514181.1798 | 33608.2457 |
57 | 0.0511 | 0.2307 | 0.1424 | 2513276728.9277 | 1302484499.6482 | 36089.9501 |
58 | 0.0559 | 0.2725 | 0.1569 | 3393178418.9523 | 1534783824.0154 | 39176.3171 |
59 | 0.0541 | 0.2448 | 0.1657 | 3314529107.3657 | 1712758352.3504 | 41385.4848 |
60 | 0.0568 | 0.248 | 0.1732 | 3456990183.4273 | 1871324882.4483 | 43258.8128 |
61 | 0.0601 | 0.2446 | 0.1791 | 3323327594.9863 | 1992325108.4931 | 44635.4692 |