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 | 560061.5043 | 549060.1061 | 571019.8475 | 0.3428 | 0.8272 | 1 | 0.8272 |
290 | 560854 | 554782.0418 | 537538.1503 | 571919.3772 | 0.2437 | 0.1942 | 1 | 0.4997 |
291 | 555332 | 545699.8106 | 523583.6557 | 567638.0786 | 0.1947 | 0.0879 | 0.9993 | 0.2084 |
292 | 543599 | 541236.7283 | 515079.9534 | 567142.9772 | 0.4291 | 0.1431 | 0.9924 | 0.1526 |
293 | 536662 | 532519.3809 | 502780.0343 | 561930.008 | 0.3912 | 0.2301 | 0.9826 | 0.0689 |
294 | 542722 | 535053.9081 | 502214.2429 | 567495.023 | 0.3216 | 0.4613 | 0.9551 | 0.1166 |
295 | 593530 | 592722.7009 | 557773.3765 | 627264.3736 | 0.4817 | 0.9977 | 0.9079 | 0.9843 |
296 | 610763 | 606532.967 | 569168.4737 | 643442.336 | 0.4111 | 0.7551 | 0.9228 | 0.997 |
297 | 612613 | 603451.3075 | 563627.077 | 642756.2671 | 0.3239 | 0.3577 | 0.8979 | 0.9924 |
298 | 611324 | 592562.1793 | 550293.3958 | 634235.7709 | 0.1888 | 0.1728 | 0.8988 | 0.9622 |
299 | 594167 | 577828.8409 | 533147.2799 | 621829.0402 | 0.2334 | 0.0678 | 0.9128 | 0.8476 |
300 | 595454 | 583075.1359 | 536392.8704 | 629020.677 | 0.2987 | 0.318 | 0.8862 | 0.8862 |
301 | 590865 | 586615.55 | 535822.3226 | 636542.7618 | 0.4338 | 0.3643 | 0.8299 | 0.8943 |
302 | 589379 | 579582.9356 | 524306.2658 | 633822.9557 | 0.3617 | 0.3418 | 0.7507 | 0.8149 |
303 | 584428 | 569461.4987 | 509822.0584 | 627874.5176 | 0.3078 | 0.252 | 0.6823 | 0.6888 |
304 | 573100 | 563141.8732 | 499438.8825 | 625431.7057 | 0.377 | 0.2515 | 0.7307 | 0.6037 |
305 | 567456 | 554210.3009 | 486569.2548 | 620234.5094 | 0.3471 | 0.2875 | 0.6988 | 0.4932 |
306 | 569028 | 554919.5659 | 483765.3572 | 624288.4918 | 0.3451 | 0.3616 | 0.6348 | 0.5015 |
307 | 620735 | 610101.246 | 537091.4354 | 681399.3432 | 0.385 | 0.8706 | 0.6756 | 0.9358 |
308 | 628884 | 625636.7752 | 549879.526 | 699597.1944 | 0.4657 | 0.5517 | 0.6533 | 0.9698 |
309 | 628232 | 621865.429 | 542983.2207 | 698789.3216 | 0.4356 | 0.429 | 0.5932 | 0.9563 |
310 | 612117 | 611830.3309 | 529739.2222 | 691767.9959 | 0.4972 | 0.3438 | 0.505 | 0.919 |
311 | 595404 | 598846.7039 | 513522.6853 | 681796.604 | 0.4676 | 0.3769 | 0.544 | 0.8511 |
312 | 597141 | 602964.8402 | 515013.3165 | 688412.1496 | 0.4469 | 0.5688 | 0.5684 | 0.8654 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
289 | 0.01 | 0.004 | 0 | 5123412.7512 | 0 | 0 |
290 | 0.0158 | 0.0109 | 0.0075 | 36868676.8518 | 20996044.8015 | 4582.1441 |
291 | 0.0205 | 0.0177 | 0.0109 | 92779072.1633 | 44923720.5888 | 6702.516 |
292 | 0.0244 | 0.0044 | 0.0093 | 5580327.6877 | 35087872.3635 | 5923.5017 |
293 | 0.0282 | 0.0078 | 0.009 | 17161293.3418 | 31502556.5592 | 5612.7138 |
294 | 0.0309 | 0.0143 | 0.0099 | 58799633.8668 | 36052069.4438 | 6004.3376 |
295 | 0.0297 | 0.0014 | 0.0086 | 651731.8281 | 30994878.3558 | 5567.3044 |
296 | 0.031 | 0.007 | 0.0084 | 17893179.2094 | 29357165.9625 | 5418.2254 |
297 | 0.0332 | 0.0152 | 0.0092 | 83936609.8488 | 35421548.6165 | 5951.6005 |
298 | 0.0359 | 0.0317 | 0.0114 | 352005915.4818 | 67079985.3031 | 8190.2372 |
299 | 0.0389 | 0.0283 | 0.013 | 266935443.5574 | 85248663.3262 | 9233.0203 |
300 | 0.0402 | 0.0212 | 0.0136 | 153236276.8873 | 90914297.7896 | 9534.8989 |
301 | 0.0434 | 0.0072 | 0.0132 | 18057825.1284 | 85309953.7388 | 9236.3388 |
302 | 0.0477 | 0.0169 | 0.0134 | 95962877.912 | 86070876.894 | 9277.4391 |
303 | 0.0523 | 0.0263 | 0.0143 | 223996160.8237 | 95265895.8226 | 9760.425 |
304 | 0.0564 | 0.0177 | 0.0145 | 99164289.7253 | 95509545.4415 | 9772.8985 |
305 | 0.0608 | 0.0239 | 0.015 | 175448545.7409 | 100211839.5768 | 10010.5864 |
306 | 0.0638 | 0.0254 | 0.0156 | 199047911.88 | 105702732.4825 | 10281.1834 |
307 | 0.0596 | 0.0174 | 0.0157 | 113076724.7072 | 106090837.3365 | 10300.0406 |
308 | 0.0603 | 0.0052 | 0.0152 | 10544468.9657 | 101313518.9179 | 10065.4617 |
309 | 0.0631 | 0.0102 | 0.015 | 40533226.9186 | 98419219.2989 | 9920.6461 |
310 | 0.0667 | 5e-04 | 0.0143 | 82179.1997 | 93949353.8399 | 9692.7475 |
311 | 0.0707 | -0.0057 | 0.0139 | 11852210.3747 | 90379912.8196 | 9506.8351 |
312 | 0.0723 | -0.0097 | 0.0137 | 33917115.1638 | 88027296.2506 | 9382.2863 |