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[52]) |
48 | 250161 | - | - | - | - | - | - | - |
49 | 254278 | - | - | - | - | - | - | - |
50 | 250801 | - | - | - | - | - | - | - |
51 | 253985 | - | - | - | - | - | - | - |
52 | 249174 | - | - | - | - | - | - | - |
53 | 251287 | 252634.8357 | 249360.1389 | 255867.6251 | 0.2069 | 0.9821 | 0.1596 | 0.9821 |
54 | 247947 | 249421.8019 | 244963.5679 | 253801.7355 | 0.2546 | 0.202 | 0.2686 | 0.5441 |
55 | 249992 | 250966.4372 | 245528.8164 | 256288.7151 | 0.3599 | 0.8669 | 0.1331 | 0.7454 |
56 | 243805 | 248116.5141 | 240874.3706 | 255153.183 | 0.1149 | 0.3007 | 0.3842 | 0.3842 |
57 | 255812 | 251436.847 | 242096.9546 | 260442.0102 | 0.1705 | 0.9517 | 0.513 | 0.6888 |
58 | 250417 | 247545.4226 | 236228.5404 | 258367.0822 | 0.3015 | 0.0672 | 0.471 | 0.384 |
59 | 253033 | 250077.8659 | 236934.0854 | 262564.5011 | 0.3214 | 0.4788 | 0.5054 | 0.5564 |
60 | 248705 | 247011.1694 | 231691.1473 | 261434.9783 | 0.409 | 0.2066 | 0.6685 | 0.3844 |
61 | 253950 | 250110.9924 | 232405.9489 | 266643.0047 | 0.3245 | 0.5662 | 0.2496 | 0.5442 |
62 | 251484 | 246666.2243 | 226276.563 | 265494.5752 | 0.308 | 0.2242 | 0.3481 | 0.397 |
63 | 251093 | 249054.3317 | 226574.8947 | 269666.3444 | 0.4231 | 0.4086 | 0.3526 | 0.4955 |
64 | 245996 | 245902.8201 | 220627.3818 | 268812.1133 | 0.4968 | 0.3285 | 0.4053 | 0.3898 |
65 | 252721 | 249228.4076 | 221303.8945 | 274324.9617 | 0.3925 | 0.5997 | 0.3562 | 0.5017 |
66 | 248019 | 245674.229 | 214469.6893 | 273339.3604 | 0.434 | 0.3088 | 0.3403 | 0.4021 |
67 | 250464 | 248058.892 | 214419.5659 | 277652.0801 | 0.4367 | 0.5011 | 0.4204 | 0.4706 |
68 | 245571 | 244990.0885 | 207892.421 | 277166.0661 | 0.4859 | 0.3694 | 0.4756 | 0.3994 |
69 | 252690 | 248273.4375 | 208304.1896 | 282646.0049 | 0.4006 | 0.5612 | 0.3999 | 0.4795 |
70 | 250183 | 244709.4753 | 200708.6829 | 281924.5984 | 0.3866 | 0.3371 | 0.4308 | 0.4071 |
71 | 253639 | 247143.821 | 200378.8419 | 286371.1862 | 0.3728 | 0.4397 | 0.4341 | 0.4596 |
72 | 254436 | 244034.0366 | 193029.4859 | 286085.3712 | 0.3139 | 0.3272 | 0.4714 | 0.4053 |
73 | 265280 | 247336.7992 | 193201.9891 | 291588.7103 | 0.2134 | 0.3766 | 0.4063 | 0.4676 |
74 | 268705 | 243775.7975 | 184692.6769 | 291104.61 | 0.1509 | 0.1866 | 0.3954 | 0.4116 |
75 | 270643 | 246204.576 | 183997.6851 | 295598.1028 | 0.1661 | 0.186 | 0.384 | 0.4531 |
76 | 271480 | 243088.231 | 175642.3355 | 295522.4967 | 0.1443 | 0.1515 | 0.3357 | 0.41 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
53 | 0.0065 | -0.0053 | 0 | 1816661.1699 | 0 | 0 |
54 | 0.009 | -0.0059 | 0.0056 | 2175040.6431 | 1995850.9065 | 1412.7459 |
55 | 0.0108 | -0.0039 | 0.005 | 949527.7982 | 1647076.5371 | 1283.3848 |
56 | 0.0145 | -0.0174 | 0.0081 | 18589154.2553 | 5882595.9666 | 2425.4064 |
57 | 0.0183 | 0.0174 | 0.01 | 19141963.5411 | 8534469.4815 | 2921.3814 |
58 | 0.0223 | 0.0116 | 0.0103 | 8245956.8902 | 8486384.0496 | 2913.1399 |
59 | 0.0255 | 0.0118 | 0.0105 | 8732817.4449 | 8521588.8204 | 2919.1761 |
60 | 0.0298 | 0.0069 | 0.01 | 2869062.0243 | 7815022.9709 | 2795.5363 |
61 | 0.0337 | 0.0153 | 0.0106 | 14737979.0553 | 8584240.3136 | 2929.8874 |
62 | 0.0389 | 0.0195 | 0.0115 | 23210962.4732 | 10046912.5296 | 3169.6865 |
63 | 0.0422 | 0.0082 | 0.0112 | 4156168.6175 | 9511390.3557 | 3084.0542 |
64 | 0.0475 | 4e-04 | 0.0103 | 8682.4948 | 8719498.034 | 2952.8796 |
65 | 0.0514 | 0.014 | 0.0106 | 12198201.5475 | 8987090.612 | 2997.8477 |
66 | 0.0575 | 0.0095 | 0.0105 | 5497951.0602 | 8737866.3583 | 2955.9882 |
67 | 0.0609 | 0.0097 | 0.0105 | 5784544.3355 | 8540978.2234 | 2922.4952 |
68 | 0.067 | 0.0024 | 0.01 | 337458.1907 | 8028258.2214 | 2833.4181 |
69 | 0.0706 | 0.0178 | 0.0104 | 19506024.5311 | 8703420.9455 | 2950.1561 |
70 | 0.0776 | 0.0224 | 0.0111 | 29959472.8137 | 9884312.7159 | 3143.9327 |
71 | 0.081 | 0.0263 | 0.0119 | 42187349.8645 | 11584472.5658 | 3403.597 |
72 | 0.0879 | 0.0426 | 0.0134 | 108200841.9479 | 16415291.0349 | 4051.5788 |
73 | 0.0913 | 0.0725 | 0.0162 | 321958453.3534 | 30964965.4311 | 5564.6173 |
74 | 0.0991 | 0.1023 | 0.0201 | 621465137.397 | 57805882.3386 | 7603.018 |
75 | 0.1024 | 0.0993 | 0.0236 | 597236566.3143 | 81259390.3376 | 9014.3991 |
76 | 0.1101 | 0.1168 | 0.0275 | 806092547.4216 | 111460771.8827 | 10557.4984 |