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 | 559678.5499 | 548955.2695 | 570360.8928 | 0.3136 | 0.8152 | 1 | 0.8152 |
290 | 560854 | 554832.7615 | 538576.3193 | 570994.4792 | 0.2326 | 0.1818 | 1 | 0.5022 |
291 | 555332 | 545844.2958 | 524604.8302 | 566919.6934 | 0.1888 | 0.0814 | 0.9996 | 0.2028 |
292 | 543599 | 541504.8722 | 515533.1256 | 567229.7311 | 0.4366 | 0.1461 | 0.9932 | 0.1558 |
293 | 536662 | 532807.6888 | 502157.4337 | 563109.0696 | 0.4016 | 0.2426 | 0.9806 | 0.0775 |
294 | 542722 | 535352.6839 | 500219.1039 | 570030.6749 | 0.3385 | 0.4705 | 0.9457 | 0.136 |
295 | 593530 | 592616.0488 | 553852.1443 | 630878.9208 | 0.4813 | 0.9947 | 0.8836 | 0.9737 |
296 | 610763 | 607797.2863 | 564938.6537 | 650059.2564 | 0.4453 | 0.7459 | 0.9036 | 0.993 |
297 | 612613 | 603980.5253 | 556799.8591 | 650434.4681 | 0.3578 | 0.3874 | 0.8636 | 0.981 |
298 | 611324 | 592394.9865 | 540775.7694 | 643128.5967 | 0.2323 | 0.2174 | 0.8509 | 0.9269 |
299 | 594167 | 576763.8229 | 520618.4606 | 631834.7999 | 0.2678 | 0.1093 | 0.8525 | 0.7829 |
300 | 595454 | 581893.7242 | 521667.8211 | 640895.4583 | 0.3262 | 0.3417 | 0.8161 | 0.8161 |
301 | 590865 | 585741.0458 | 519214.0228 | 650786.4038 | 0.4386 | 0.3849 | 0.7598 | 0.8245 |
302 | 589379 | 579637.1977 | 506552.2031 | 650918.4757 | 0.3944 | 0.3788 | 0.6972 | 0.7528 |
303 | 584428 | 569725.3214 | 489937.4554 | 647330.3173 | 0.3552 | 0.3098 | 0.6419 | 0.647 |
304 | 573100 | 563816.9877 | 477417.3114 | 647634.7775 | 0.4141 | 0.3149 | 0.6818 | 0.5836 |
305 | 567456 | 554810.0145 | 461671.7285 | 644904.9756 | 0.3916 | 0.3454 | 0.6535 | 0.5002 |
306 | 569028 | 555771.9984 | 456273.615 | 651807.9851 | 0.3934 | 0.4058 | 0.605 | 0.508 |
307 | 620735 | 610693.7976 | 507057.593 | 710907.5565 | 0.4222 | 0.7924 | 0.6314 | 0.8629 |
308 | 628884 | 627617.0656 | 518488.2077 | 733055.3179 | 0.4906 | 0.5509 | 0.623 | 0.9121 |
309 | 628232 | 622852.0769 | 507452.083 | 734099.2345 | 0.4622 | 0.4577 | 0.5716 | 0.8848 |
310 | 612117 | 611560.0194 | 489620.9834 | 728784.2832 | 0.4963 | 0.3902 | 0.5016 | 0.8287 |
311 | 595404 | 596857.1996 | 468193.7089 | 720151.7055 | 0.4908 | 0.4042 | 0.5171 | 0.7482 |
312 | 597141 | 600952.4252 | 466515.6221 | 729572.4478 | 0.4768 | 0.5337 | 0.5334 | 0.7591 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
289 | 0.0097 | 0.0047 | 0 | 7003698.3457 | 0 | 0 |
290 | 0.0149 | 0.0109 | 0.0078 | 36255312.6911 | 21629505.5184 | 4650.7532 |
291 | 0.0197 | 0.0174 | 0.011 | 90016530.5728 | 44425180.5365 | 6665.2217 |
292 | 0.0242 | 0.0039 | 0.0092 | 4385371.1276 | 34415228.1843 | 5866.4494 |
293 | 0.029 | 0.0072 | 0.0088 | 14855714.8343 | 30503325.5143 | 5522.9816 |
294 | 0.033 | 0.0138 | 0.0096 | 54306820.3905 | 34470574.6603 | 5871.1647 |
295 | 0.0329 | 0.0015 | 0.0085 | 835306.8229 | 29665536.3978 | 5446.6078 |
296 | 0.0355 | 0.0049 | 0.008 | 8795458.0379 | 27056776.6028 | 5201.6129 |
297 | 0.0392 | 0.0143 | 0.0087 | 74519619.2876 | 32330425.79 | 5685.985 |
298 | 0.0437 | 0.032 | 0.011 | 358307551.781 | 64928138.3891 | 8057.7998 |
299 | 0.0487 | 0.0302 | 0.0128 | 302870572.1291 | 86559268.7291 | 9303.7234 |
300 | 0.0517 | 0.0233 | 0.0137 | 183881078.9433 | 94669419.5803 | 9729.8211 |
301 | 0.0567 | 0.0087 | 0.0133 | 26254906.9411 | 89406764.7619 | 9455.515 |
302 | 0.0627 | 0.0168 | 0.0135 | 94902711.4191 | 89799332.3803 | 9476.251 |
303 | 0.0695 | 0.0258 | 0.0144 | 216168756.5941 | 98223960.6612 | 9910.8002 |
304 | 0.0758 | 0.0165 | 0.0145 | 86174318.2482 | 97470858.0104 | 9872.7331 |
305 | 0.0829 | 0.0228 | 0.015 | 159920949.1926 | 101144392.7858 | 10057.0569 |
306 | 0.0882 | 0.0239 | 0.0155 | 175721577.9611 | 105287569.74 | 10260.9731 |
307 | 0.0837 | 0.0164 | 0.0155 | 100825745.3319 | 105052736.8764 | 10249.5237 |
308 | 0.0857 | 0.002 | 0.0148 | 1605122.653 | 99880356.1652 | 9994.016 |
309 | 0.0911 | 0.0086 | 0.0145 | 28943572.483 | 96502414.0851 | 9823.5642 |
310 | 0.0978 | 9e-04 | 0.0139 | 310227.3744 | 92130041.9619 | 9598.4396 |
311 | 0.1054 | -0.0024 | 0.0134 | 2111789.0967 | 88216204.8808 | 9392.3482 |
312 | 0.1092 | -0.0063 | 0.0131 | 14526962.2958 | 85145819.7731 | 9227.4493 |