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[49]) |
37 | 268381 | - | - | - | - | - | - | - |
38 | 262522 | - | - | - | - | - | - | - |
39 | 255542 | - | - | - | - | - | - | - |
40 | 253158 | - | - | - | - | - | - | - |
41 | 243803 | - | - | - | - | - | - | - |
42 | 250741 | - | - | - | - | - | - | - |
43 | 280445 | - | - | - | - | - | - | - |
44 | 285257 | - | - | - | - | - | - | - |
45 | 270976 | - | - | - | - | - | - | - |
46 | 261076 | - | - | - | - | - | - | - |
47 | 255603 | - | - | - | - | - | - | - |
48 | 260376 | - | - | - | - | - | - | - |
49 | 263903 | - | - | - | - | - | - | - |
50 | 264291 | 259534.0146 | 252376.4884 | 266791.6222 | 0.0995 | 0.119 | 0.2099 | 0.119 |
51 | 263276 | 253928.69 | 243756.0299 | 264309.3008 | 0.0388 | 0.0252 | 0.3803 | 0.0298 |
52 | 262572 | 251698.3842 | 239389.178 | 264316.1715 | 0.0456 | 0.0361 | 0.4103 | 0.029 |
53 | 256167 | 243630.6236 | 228894.4772 | 258826.4426 | 0.0529 | 0.0073 | 0.4911 | 0.0045 |
54 | 264221 | 249987.5204 | 232754.2364 | 267836.2074 | 0.059 | 0.2487 | 0.467 | 0.0632 |
55 | 293860 | 279446.5322 | 259122.8489 | 300537.4319 | 0.0902 | 0.9215 | 0.463 | 0.9257 |
56 | 300713 | 284265.2509 | 261716.9991 | 307745.1091 | 0.0849 | 0.2116 | 0.467 | 0.9554 |
57 | 287224 | 271579.9464 | 247710.2634 | 296547.4028 | 0.1097 | 0.0111 | 0.5189 | 0.7266 |
58 | 275902 | 261376.1598 | 236316.8115 | 287698.0726 | 0.1397 | 0.0271 | 0.5089 | 0.4254 |
59 | 271115 | 255259.044 | 228957.8022 | 282989.9476 | 0.1312 | 0.0723 | 0.4903 | 0.2706 |
60 | 277509 | 259255.233 | 231274.3322 | 288833.5273 | 0.1132 | 0.216 | 0.4704 | 0.379 |
61 | 279681 | 262047.3707 | 232518.4127 | 293340.9835 | 0.1347 | 0.1664 | 0.4537 | 0.4537 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0143 | 0.0183 | 0 | 22628909.9711 | 0 | 0 |
51 | 0.0209 | 0.0368 | 0.0276 | 87372203.3223 | 55000556.6467 | 7416.236 |
52 | 0.0256 | 0.0432 | 0.0328 | 118235520.6439 | 76078877.9791 | 8722.3207 |
53 | 0.0318 | 0.0515 | 0.0374 | 157160733.6996 | 96349341.9092 | 9815.7701 |
54 | 0.0364 | 0.0569 | 0.0413 | 202591942.217 | 117597861.9708 | 10844.2548 |
55 | 0.0385 | 0.0516 | 0.0431 | 207748054.6638 | 132622894.0863 | 11516.2014 |
56 | 0.0421 | 0.0579 | 0.0452 | 270528451.4341 | 152323687.9931 | 12341.9483 |
57 | 0.0469 | 0.0576 | 0.0467 | 244736414.0311 | 163875278.7479 | 12801.378 |
58 | 0.0514 | 0.0556 | 0.0477 | 211000033.114 | 169111362.5663 | 13004.2825 |
59 | 0.0554 | 0.0621 | 0.0491 | 251411340.9892 | 177341360.4086 | 13316.9576 |
60 | 0.0582 | 0.0704 | 0.0511 | 333200008.0582 | 191510328.3767 | 13838.7257 |
61 | 0.0609 | 0.0673 | 0.0524 | 310944881.6004 | 201463207.8121 | 14193.7736 |