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 | 561705.259 | 550605.9104 | 572760.9118 | 0.4563 | 0.89 | 1 | 0.89 |
290 | 560854 | 559446.487 | 542704.6734 | 576088.6754 | 0.4342 | 0.3673 | 1 | 0.7084 |
291 | 555332 | 552784.3258 | 530986.6253 | 574411.4062 | 0.4087 | 0.2323 | 0.9999 | 0.428 |
292 | 543599 | 549613.4798 | 523007.2279 | 575964.476 | 0.3273 | 0.3353 | 0.9987 | 0.3502 |
293 | 536662 | 542737.5863 | 511372.7332 | 573743.8081 | 0.3505 | 0.4783 | 0.9959 | 0.2231 |
294 | 542722 | 545996.8347 | 510036.6507 | 581489.0629 | 0.4282 | 0.6969 | 0.9844 | 0.3137 |
295 | 593530 | 604620.688 | 564903.7197 | 643822.1511 | 0.2896 | 0.999 | 0.9612 | 0.9936 |
296 | 610763 | 619971.0545 | 575984.68 | 663341.339 | 0.3387 | 0.8839 | 0.9656 | 0.9984 |
297 | 612613 | 617666.3104 | 569170.4941 | 665411.3855 | 0.4178 | 0.6116 | 0.9483 | 0.9951 |
298 | 611324 | 607776.7181 | 554627.4273 | 660010.9297 | 0.4471 | 0.428 | 0.9438 | 0.9766 |
299 | 594167 | 591383.4862 | 533412.0021 | 648237.9938 | 0.4618 | 0.2459 | 0.9355 | 0.8965 |
300 | 595454 | 596381.5633 | 534011.4648 | 657470.879 | 0.4881 | 0.5283 | 0.909 | 0.909 |
301 | 590865 | 603242.1892 | 534465.5615 | 670481.2941 | 0.3591 | 0.5898 | 0.8835 | 0.9211 |
302 | 589379 | 601055.4647 | 525638.4393 | 674620.1085 | 0.3779 | 0.607 | 0.8579 | 0.8912 |
303 | 584428 | 594526.9939 | 512308.0875 | 674524.1457 | 0.4023 | 0.5502 | 0.8316 | 0.8349 |
304 | 573100 | 591438.4687 | 502478.86 | 677787.7844 | 0.3386 | 0.5632 | 0.8612 | 0.7973 |
305 | 567456 | 584698.0884 | 488836.3817 | 677499.1752 | 0.3579 | 0.5968 | 0.8448 | 0.7362 |
306 | 569028 | 587942.2838 | 485523.7013 | 686890.9503 | 0.354 | 0.6576 | 0.8148 | 0.7443 |
307 | 620735 | 645784.5869 | 538960.0134 | 749168.6347 | 0.3174 | 0.9272 | 0.8391 | 0.9578 |
308 | 628884 | 660966.1222 | 548211.4935 | 769978.1049 | 0.282 | 0.7653 | 0.8166 | 0.9719 |
309 | 628232 | 658718.5627 | 539400.7105 | 773836.4805 | 0.3019 | 0.6943 | 0.7838 | 0.9616 |
310 | 612117 | 648983.1425 | 522774.1345 | 770430.0041 | 0.2759 | 0.6311 | 0.7283 | 0.9358 |
311 | 595404 | 632832.3383 | 499378.7031 | 760835.4278 | 0.2833 | 0.6245 | 0.7231 | 0.884 |
312 | 597141 | 637787.611 | 498085.9075 | 771567.9497 | 0.2758 | 0.7327 | 0.7324 | 0.888 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
289 | 0.01 | 0.0011 | 0 | 384078.8779 | 0 | 0 |
290 | 0.0152 | 0.0025 | 0.0018 | 1981092.7954 | 1182585.8366 | 1087.4676 |
291 | 0.02 | 0.0046 | 0.0027 | 6490643.797 | 2951938.4901 | 1718.1206 |
292 | 0.0245 | -0.0109 | 0.0048 | 36173967.0056 | 11257445.619 | 3355.2117 |
293 | 0.0291 | -0.0112 | 0.0061 | 36912748.2983 | 16388506.1548 | 4048.272 |
294 | 0.0332 | -0.006 | 0.0061 | 10724542.308 | 15444512.1804 | 3929.9507 |
295 | 0.0331 | -0.0183 | 0.0078 | 123003360.1561 | 30810061.8912 | 5550.6812 |
296 | 0.0357 | -0.0149 | 0.0087 | 84788268.0301 | 37557337.6586 | 6128.4042 |
297 | 0.0394 | -0.0082 | 0.0086 | 25535946.2575 | 36221627.5029 | 6018.4406 |
298 | 0.0438 | 0.0058 | 0.0084 | 12583208.5407 | 33857785.6067 | 5818.7443 |
299 | 0.0491 | 0.0047 | 0.008 | 7747949.3373 | 31484164.1276 | 5611.0751 |
300 | 0.0523 | -0.0016 | 0.0075 | 860373.6474 | 28932181.5876 | 5378.8643 |
301 | 0.0569 | -0.0205 | 0.0085 | 153194812.2245 | 38490845.4828 | 6204.0991 |
302 | 0.0624 | -0.0194 | 0.0093 | 136339829.0296 | 45480058.5932 | 6743.8905 |
303 | 0.0687 | -0.017 | 0.0098 | 101989678.1391 | 49247366.563 | 7017.6468 |
304 | 0.0745 | -0.031 | 0.0111 | 336299434.0857 | 67188120.7831 | 8196.836 |
305 | 0.081 | -0.0295 | 0.0122 | 297289612.5015 | 80723502.6489 | 8984.6259 |
306 | 0.0859 | -0.0322 | 0.0133 | 357750131.0492 | 96113870.8934 | 9803.7682 |
307 | 0.0817 | -0.0388 | 0.0146 | 627481804.1455 | 124080604.2224 | 11139.1474 |
308 | 0.0841 | -0.0485 | 0.0163 | 1029262563.7901 | 169339702.2008 | 13013.0589 |
309 | 0.0892 | -0.0463 | 0.0178 | 929430503.7114 | 205534502.2728 | 14336.4745 |
310 | 0.0955 | -0.0568 | 0.0195 | 1359112463.0421 | 257969864.1259 | 16061.4403 |
311 | 0.1032 | -0.0591 | 0.0213 | 1400880510.7055 | 307661631.3685 | 17540.286 |
312 | 0.107 | -0.0637 | 0.023 | 1652146988.829 | 363681854.596 | 19070.4445 |