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[121]) |
109 | 518585 | - | - | - | - | - | - | - |
110 | 522975 | - | - | - | - | - | - | - |
111 | 525192 | - | - | - | - | - | - | - |
112 | 516847 | - | - | - | - | - | - | - |
113 | 455626 | - | - | - | - | - | - | - |
114 | 454724 | - | - | - | - | - | - | - |
115 | 461251 | - | - | - | - | - | - | - |
116 | 470439 | - | - | - | - | - | - | - |
117 | 474605 | - | - | - | - | - | - | - |
118 | 476049 | - | - | - | - | - | - | - |
119 | 471067 | - | - | - | - | - | - | - |
120 | 470984 | - | - | - | - | - | - | - |
121 | 502831 | - | - | - | - | - | - | - |
122 | 512927 | 515696.6521 | 503043.5467 | 528349.7574 | 0.334 | 0.9769 | 0.1298 | 0.9769 |
123 | 509673 | 521823.4868 | 502329.5889 | 541317.3846 | 0.1109 | 0.8145 | 0.3674 | 0.9719 |
124 | 484015 | 514390.2487 | 488673.7836 | 540106.7137 | 0.0103 | 0.6404 | 0.4257 | 0.8108 |
125 | 431328 | 459225.5168 | 427541.3745 | 490909.6592 | 0.0422 | 0.0626 | 0.5881 | 0.0035 |
126 | 436087 | 458388.6192 | 420889.3629 | 495887.8755 | 0.1219 | 0.9214 | 0.5759 | 0.0101 |
127 | 442867 | 467698.1916 | 424501.8131 | 510894.5701 | 0.1299 | 0.9243 | 0.6151 | 0.0555 |
128 | 447988 | 476451.6157 | 427664.5914 | 525238.64 | 0.1264 | 0.9114 | 0.5954 | 0.1446 |
129 | 460070 | 484124.3975 | 429850.2804 | 538398.5146 | 0.1925 | 0.9041 | 0.6345 | 0.2497 |
130 | 467037 | 487733.9177 | 428076.4277 | 547391.4076 | 0.2483 | 0.8183 | 0.6495 | 0.3099 |
131 | 460170 | 484491.0387 | 419554.891 | 549427.1864 | 0.2314 | 0.7008 | 0.6573 | 0.2899 |
132 | 464196 | 483164.1492 | 413054.9385 | 553273.3598 | 0.298 | 0.7398 | 0.6333 | 0.2912 |
133 | 485025 | 504634.1444 | 429457.8636 | 579810.4252 | 0.3046 | 0.8541 | 0.5187 | 0.5187 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
122 | 0.0125 | -0.0054 | 0 | 7670972.4842 | 0 | 0 |
123 | 0.0191 | -0.0233 | 0.0143 | 147634328.3196 | 77652650.4019 | 8812.0741 |
124 | 0.0255 | -0.0591 | 0.0292 | 922655730.7692 | 359320343.8577 | 18955.747 |
125 | 0.0352 | -0.0607 | 0.0371 | 778271445.2307 | 464058119.2009 | 21542.0082 |
126 | 0.0417 | -0.0487 | 0.0394 | 497362218.4916 | 470718939.059 | 21696.0581 |
127 | 0.0471 | -0.0531 | 0.0417 | 616588076.9749 | 495030462.045 | 22249.28 |
128 | 0.0522 | -0.0597 | 0.0443 | 810177418.9571 | 540051455.8896 | 23239.0072 |
129 | 0.0572 | -0.0497 | 0.045 | 578614040.347 | 544871778.9468 | 23342.4887 |
130 | 0.0624 | -0.0424 | 0.0447 | 428362400.5488 | 531926292.4581 | 23063.5273 |
131 | 0.0684 | -0.0502 | 0.0452 | 591512922.4661 | 537884955.4589 | 23192.3469 |
132 | 0.074 | -0.0393 | 0.0447 | 359790682.5602 | 521694567.0136 | 22840.6341 |
133 | 0.076 | -0.0389 | 0.0442 | 384518544.4672 | 510263231.8014 | 22589.0069 |