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[214]) |
202 | 4272253 | - | - | - | - | - | - | - |
203 | 3271834 | - | - | - | - | - | - | - |
204 | 3168388 | - | - | - | - | - | - | - |
205 | 2911748 | - | - | - | - | - | - | - |
206 | 2720999 | - | - | - | - | - | - | - |
207 | 3199918 | - | - | - | - | - | - | - |
208 | 3672623 | - | - | - | - | - | - | - |
209 | 3892013 | - | - | - | - | - | - | - |
210 | 3850845 | - | - | - | - | - | - | - |
211 | 4532467 | - | - | - | - | - | - | - |
212 | 4484739 | - | - | - | - | - | - | - |
213 | 4014972 | - | - | - | - | - | - | - |
214 | 3983758 | - | - | - | - | - | - | - |
215 | 3158459 | 3099759.2529 | 2941739.1429 | 3263627.4682 | 0.2413 | 0 | 0.0198 | 0 |
216 | 3100569 | 3000351.3799 | 2809446.4117 | 3200156.7607 | 0.1628 | 0.0605 | 0.0496 | 0 |
217 | 2935404 | 2833415.7399 | 2621093.4567 | 3057494.2274 | 0.1862 | 0.0097 | 0.2466 | 0 |
218 | 2855719 | 2708748.5603 | 2478663.9723 | 2953382.4367 | 0.1195 | 0.0347 | 0.4609 | 0 |
219 | 3465611 | 3215243.0676 | 2930691.5983 | 3518592.2837 | 0.0529 | 0.9899 | 0.5394 | 0 |
220 | 3006985 | 3534484.8991 | 3206007.1988 | 3885825.7934 | 0.0016 | 0.6496 | 0.2205 | 0.0061 |
221 | 4095110 | 3860888.0078 | 3487345.5194 | 4261576.0666 | 0.126 | 1 | 0.4395 | 0.2739 |
222 | 4104793 | 3835795.5464 | 3441858.045 | 4260259.1071 | 0.1071 | 0.1156 | 0.4723 | 0.2472 |
223 | 4730788 | 4410704.1666 | 3952614.6286 | 4904722.9541 | 0.1021 | 0.8876 | 0.3145 | 0.9549 |
224 | 4642726 | 4329750.1068 | 3856153.958 | 4842632.8463 | 0.1158 | 0.0627 | 0.2768 | 0.907 |
225 | 4246919 | 3928467.9767 | 3467507.1453 | 4430700.8264 | 0.107 | 0.0027 | 0.3678 | 0.4146 |
226 | 4308117 | 3890221.5881 | 3414390.091 | 4410634.732 | 0.0578 | 0.0896 | 0.3623 | 0.3623 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
215 | 0.027 | 0.0189 | 0 | 3445660315.2109 | 0 | 0 |
216 | 0.034 | 0.0334 | 0.0262 | 10043571377.3295 | 6744615846.2702 | 82125.6102 |
217 | 0.0403 | 0.036 | 0.0294 | 10401605197.6887 | 7963612296.743 | 89239.0738 |
218 | 0.0461 | 0.0543 | 0.0356 | 21600310140.839 | 11372786757.767 | 106643.2687 |
219 | 0.0481 | 0.0779 | 0.0441 | 62684101588.1098 | 21635049723.8356 | 147088.5778 |
220 | 0.0507 | -0.1492 | 0.0616 | 278256143578.558 | 64405232032.956 | 253781.8591 |
221 | 0.0529 | 0.0607 | 0.0615 | 54859941616.688 | 63041619116.3463 | 251080.9015 |
222 | 0.0565 | 0.0701 | 0.0626 | 72359630023.4631 | 64206370479.7359 | 253389.76 |
223 | 0.0571 | 0.0726 | 0.0637 | 102453660399.963 | 68456069359.7611 | 261641.1079 |
224 | 0.0604 | 0.0723 | 0.0645 | 97953909742.3956 | 71405853398.0245 | 267218.737 |
225 | 0.0652 | 0.0811 | 0.066 | 101411054229.169 | 74133598928.1286 | 272274.8592 |
226 | 0.0683 | 0.1074 | 0.0695 | 174636575319.726 | 82508846960.7617 | 287243.5325 |