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[61]) |
49 | 246263 | - | - | - | - | - | - | - |
50 | 255765 | - | - | - | - | - | - | - |
51 | 264319 | - | - | - | - | - | - | - |
52 | 268347 | - | - | - | - | - | - | - |
53 | 273046 | - | - | - | - | - | - | - |
54 | 273963 | - | - | - | - | - | - | - |
55 | 267430 | - | - | - | - | - | - | - |
56 | 271993 | - | - | - | - | - | - | - |
57 | 292710 | - | - | - | - | - | - | - |
58 | 295881 | - | - | - | - | - | - | - |
59 | 293299 | - | - | - | - | - | - | - |
60 | 288576 | - | - | - | - | - | - | - |
61 | 286445 | - | - | - | - | - | - | - |
62 | 297584 | 292178.0982 | 283934.6194 | 300421.577 | 0.0993 | 0.9136 | 1 | 0.9136 |
63 | 300431 | 297397.8334 | 284492.265 | 310303.4017 | 0.3225 | 0.4887 | 1 | 0.9519 |
64 | 298522 | 298360.7232 | 281116.7643 | 315604.682 | 0.4927 | 0.407 | 0.9997 | 0.9122 |
65 | 292213 | 297395.9298 | 275929.8714 | 318861.9883 | 0.318 | 0.4591 | 0.9869 | 0.8413 |
66 | 285383 | 297652.1619 | 272030.134 | 323274.1899 | 0.174 | 0.6613 | 0.965 | 0.8044 |
67 | 277537 | 290944.9673 | 261221.3947 | 320668.5398 | 0.1883 | 0.6431 | 0.9395 | 0.6167 |
68 | 277891 | 291874.3364 | 258103.7428 | 325644.9301 | 0.2085 | 0.7973 | 0.8757 | 0.6237 |
69 | 302686 | 313332.0562 | 275572.6193 | 351091.493 | 0.2903 | 0.9671 | 0.8578 | 0.9186 |
70 | 300653 | 315902.4155 | 274216.5944 | 357588.2366 | 0.2367 | 0.7328 | 0.8267 | 0.917 |
71 | 296369 | 313995.3664 | 268449.4565 | 359541.2763 | 0.2241 | 0.7171 | 0.8134 | 0.8821 |
72 | 287224 | 309628.0371 | 260291.3763 | 358964.6979 | 0.1867 | 0.7008 | 0.7985 | 0.8215 |
73 | 279998 | 307004.6659 | 253948.7847 | 360060.547 | 0.1592 | 0.7675 | 0.7762 | 0.7762 |
74 | 283495 | 312498.9076 | 254362.8412 | 370634.974 | 0.1641 | 0.8634 | 0.6925 | 0.8101 |
75 | 285775 | 317504.9461 | 254230.9394 | 380778.9527 | 0.1628 | 0.8539 | 0.7016 | 0.832 |
76 | 282329 | 318276.6487 | 249847.3943 | 386705.9032 | 0.1516 | 0.8241 | 0.7142 | 0.819 |
77 | 277799 | 317140.8069 | 243568.839 | 390712.7747 | 0.1473 | 0.8231 | 0.7467 | 0.7933 |
78 | 271980 | 317244.0077 | 238563.8528 | 395924.1626 | 0.1298 | 0.8371 | 0.7863 | 0.7785 |
79 | 266730 | 310399.9012 | 226662.2283 | 394137.5742 | 0.1534 | 0.8157 | 0.7791 | 0.7125 |
80 | 262433 | 311206.7801 | 222474.0063 | 399939.5538 | 0.1407 | 0.8371 | 0.7691 | 0.7078 |
81 | 285378 | 332554.9119 | 238897.876 | 426211.9479 | 0.1618 | 0.9289 | 0.734 | 0.8327 |
82 | 286692 | 335027.2267 | 236522.6534 | 433531.8001 | 0.1681 | 0.8384 | 0.753 | 0.8331 |
83 | 282917 | 333032.4606 | 229761.0191 | 436303.9021 | 0.1708 | 0.8104 | 0.7567 | 0.8117 |
84 | 277686 | 328586.6539 | 220631.4672 | 436541.8405 | 0.1777 | 0.7965 | 0.7737 | 0.7779 |
85 | 274371 | 325893.0715 | 213338.5711 | 438447.5719 | 0.1848 | 0.7994 | 0.7879 | 0.7539 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0144 | 0.0185 | 0 | 29223774.2595 | 0 | 0 |
63 | 0.0221 | 0.0102 | 0.0144 | 9200099.7427 | 19211937.0011 | 4383.1424 |
64 | 0.0295 | 5e-04 | 0.0097 | 26010.2168 | 12816628.073 | 3580.0319 |
65 | 0.0368 | -0.0174 | 0.0117 | 26862761.6075 | 16328161.4566 | 4040.812 |
66 | 0.0439 | -0.0412 | 0.0176 | 150532334.6139 | 43168996.0881 | 6570.3117 |
67 | 0.0521 | -0.0461 | 0.0223 | 179773586.6951 | 65936427.8559 | 8120.1249 |
68 | 0.059 | -0.0479 | 0.026 | 195533697.6692 | 84450323.5435 | 9189.6857 |
69 | 0.0615 | -0.034 | 0.027 | 113338511.6025 | 88061347.0509 | 9384.1008 |
70 | 0.0673 | -0.0483 | 0.0293 | 232544672.2319 | 104115049.8488 | 10203.6783 |
71 | 0.074 | -0.0561 | 0.032 | 310688792.8431 | 124772424.1482 | 11170.1577 |
72 | 0.0813 | -0.0724 | 0.0357 | 501940878.6203 | 159060465.4639 | 12611.9176 |
73 | 0.0882 | -0.088 | 0.04 | 729360000.4958 | 206585426.7165 | 14373.0799 |
74 | 0.0949 | -0.0928 | 0.0441 | 841226654.3681 | 255403982.6897 | 15981.3636 |
75 | 0.1017 | -0.0999 | 0.0481 | 1006789476.3829 | 309074375.0964 | 17580.5112 |
76 | 0.1097 | -0.1129 | 0.0524 | 1292233449.5046 | 374618313.3903 | 19355.0591 |
77 | 0.1184 | -0.1241 | 0.0569 | 1547777766.5749 | 447940779.2143 | 21164.6115 |
78 | 0.1265 | -0.1427 | 0.0619 | 2048830393.2617 | 542110756.5112 | 23283.272 |
79 | 0.1376 | -0.1407 | 0.0663 | 1907060273.7434 | 617941285.2463 | 24858.4248 |
80 | 0.1455 | -0.1567 | 0.0711 | 2378881622.6445 | 710622355.6357 | 26657.5009 |
81 | 0.1437 | -0.1419 | 0.0746 | 2225661018.8358 | 786374288.7957 | 28042.366 |
82 | 0.15 | -0.1443 | 0.0779 | 2336294143.6686 | 860179996.1706 | 29328.8253 |
83 | 0.1582 | -0.1505 | 0.0812 | 2511559392.9704 | 935242696.0252 | 30581.7379 |
84 | 0.1676 | -0.1549 | 0.0844 | 2590876564.5866 | 1007226777.267 | 31736.8363 |
85 | 0.1762 | -0.1581 | 0.0875 | 2654523856.3958 | 1075864155.564 | 32800.3682 |