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[288]) |
276 | 512238 | - | - | - | - | - | - | - |
277 | 519164 | - | - | - | - | - | - | - |
278 | 517009 | - | - | - | - | - | - | - |
279 | 509933 | - | - | - | - | - | - | - |
280 | 509127 | - | - | - | - | - | - | - |
281 | 500857 | - | - | - | - | - | - | - |
282 | 506971 | - | - | - | - | - | - | - |
283 | 569323 | - | - | - | - | - | - | - |
284 | 579714 | - | - | - | - | - | - | - |
285 | 577992 | - | - | - | - | - | - | - |
286 | 565464 | - | - | - | - | - | - | - |
287 | 547344 | - | - | - | - | - | - | - |
288 | 554788 | - | - | - | - | - | - | - |
289 | 562325 | 558249.2646 | 547464.3619 | 568992.6533 | 0.2286 | 0.7361 | 1 | 0.7361 |
290 | 560854 | 552471.9008 | 536019.7032 | 568826.673 | 0.1576 | 0.1188 | 1 | 0.3907 |
291 | 555332 | 544145.8054 | 522503.7839 | 565616.9756 | 0.1536 | 0.0636 | 0.9991 | 0.1657 |
292 | 543599 | 539453.8114 | 512353.9977 | 566283.9112 | 0.381 | 0.123 | 0.9866 | 0.1313 |
293 | 536662 | 530661.4513 | 498532.4333 | 562405.7691 | 0.3555 | 0.2122 | 0.9671 | 0.0682 |
294 | 542722 | 533305.8652 | 496626.1541 | 569487.366 | 0.305 | 0.4279 | 0.9232 | 0.1223 |
295 | 593530 | 591048.561 | 550915.4967 | 630643.3768 | 0.4511 | 0.9916 | 0.8589 | 0.9637 |
296 | 610763 | 604772.3181 | 560903.2238 | 648013.3691 | 0.393 | 0.6948 | 0.872 | 0.9883 |
297 | 612613 | 601468.4853 | 553854.1994 | 648339.6645 | 0.3206 | 0.3488 | 0.8369 | 0.9745 |
298 | 611324 | 590415.4419 | 539111.103 | 640841.9784 | 0.2082 | 0.1941 | 0.8339 | 0.9169 |
299 | 594167 | 575334.1857 | 520411.8707 | 629225.5561 | 0.2467 | 0.0953 | 0.8457 | 0.7725 |
300 | 595454 | 580526.2126 | 522542.4554 | 637371.9479 | 0.3034 | 0.3191 | 0.8126 | 0.8126 |
301 | 590865 | 583382.5054 | 520264.6254 | 645160.2132 | 0.4062 | 0.3509 | 0.748 | 0.8179 |
302 | 589379 | 576532.1101 | 508082.7665 | 643389.0789 | 0.3532 | 0.3372 | 0.6771 | 0.7381 |
303 | 584428 | 567005.2174 | 493144.6192 | 638983.6882 | 0.3176 | 0.2712 | 0.6247 | 0.6303 |
304 | 573100 | 560942.8879 | 481607.3968 | 638086.8166 | 0.3787 | 0.2754 | 0.6703 | 0.5621 |
305 | 567456 | 551924.7545 | 467149.1215 | 634161.2116 | 0.3556 | 0.3069 | 0.642 | 0.4728 |
306 | 569028 | 553050.411 | 463318.0944 | 639946.9137 | 0.3593 | 0.3726 | 0.5921 | 0.4844 |
307 | 620735 | 608578.4761 | 515988.0791 | 698421.4274 | 0.3954 | 0.8059 | 0.6287 | 0.8797 |
308 | 628884 | 623947.7401 | 527329.0066 | 717649.4905 | 0.4589 | 0.5268 | 0.6086 | 0.926 |
309 | 628232 | 619909.7089 | 518767.8998 | 717837.6533 | 0.4339 | 0.4287 | 0.5581 | 0.9038 |
310 | 612117 | 609289.0275 | 503502.5553 | 711503.0701 | 0.4784 | 0.3582 | 0.4844 | 0.852 |
311 | 595404 | 595361.9958 | 484886.8467 | 701855.5986 | 0.4997 | 0.3789 | 0.5088 | 0.7724 |
312 | 597141 | 599635.7324 | 485337.6461 | 709704.8138 | 0.4823 | 0.53 | 0.5297 | 0.7877 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
289 | 0.0098 | 0.0073 | 0 | 16611618.8292 | 0 | 0 |
290 | 0.0151 | 0.0152 | 0.0112 | 70259586.8635 | 43435602.8463 | 6590.5692 |
291 | 0.0201 | 0.0206 | 0.0143 | 125130949.8996 | 70667385.1974 | 8406.3895 |
292 | 0.0254 | 0.0077 | 0.0127 | 17182588.7092 | 57296186.0754 | 7569.4244 |
293 | 0.0305 | 0.0113 | 0.0124 | 36006584.3485 | 53038265.73 | 7282.7375 |
294 | 0.0346 | 0.0177 | 0.0133 | 88663593.7279 | 58975820.3963 | 7679.5716 |
295 | 0.0342 | 0.0042 | 0.012 | 6157539.4702 | 51430351.6926 | 7171.4958 |
296 | 0.0365 | 0.0099 | 0.0117 | 35888269.6595 | 49487591.4385 | 7034.7417 |
297 | 0.0398 | 0.0185 | 0.0125 | 124200208.2857 | 57788993.3104 | 7601.9072 |
298 | 0.0436 | 0.0354 | 0.0148 | 437167800.9748 | 95726874.0768 | 9784.0111 |
299 | 0.0478 | 0.0327 | 0.0164 | 354674895.6554 | 119267603.3112 | 10920.9708 |
300 | 0.05 | 0.0257 | 0.0172 | 222838837.7048 | 127898539.5107 | 11309.2236 |
301 | 0.054 | 0.0128 | 0.0168 | 55987726.052 | 122366938.4754 | 11061.9591 |
302 | 0.0592 | 0.0223 | 0.0172 | 165042579.7003 | 125415198.5629 | 11198.8927 |
303 | 0.0648 | 0.0307 | 0.0181 | 303553353.8498 | 137291075.582 | 11717.1274 |
304 | 0.0702 | 0.0217 | 0.0184 | 147795375.8263 | 137947594.3473 | 11745.1094 |
305 | 0.076 | 0.0281 | 0.0189 | 241219587.785 | 144022417.4907 | 12000.934 |
306 | 0.0802 | 0.0289 | 0.0195 | 255283350.4001 | 150203580.4301 | 12255.757 |
307 | 0.0753 | 0.02 | 0.0195 | 147781072.2627 | 150076080.0002 | 12250.5543 |
308 | 0.0766 | 0.0079 | 0.0189 | 24366661.6012 | 143790609.0803 | 11991.2722 |
309 | 0.0806 | 0.0134 | 0.0187 | 69260529.2864 | 140241557.6615 | 11842.3628 |
310 | 0.0856 | 0.0046 | 0.018 | 7997428.6018 | 134230460.8861 | 11585.787 |
311 | 0.0913 | 1e-04 | 0.0172 | 1764.3489 | 128394430.6019 | 11331.1266 |
312 | 0.0937 | -0.0042 | 0.0167 | 6223689.8304 | 123303983.0697 | 11104.2327 |