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[64]) |
60 | 248705 | - | - | - | - | - | - | - |
61 | 253950 | - | - | - | - | - | - | - |
62 | 251484 | - | - | - | - | - | - | - |
63 | 251093 | - | - | - | - | - | - | - |
64 | 245996 | - | - | - | - | - | - | - |
65 | 252721 | 253099.1499 | 249144.1168 | 256993.3237 | 0.4245 | 0.9998 | 0.3342 | 0.9998 |
66 | 248019 | 248589.9353 | 243526.123 | 253552.636 | 0.4108 | 0.0514 | 0.1265 | 0.8472 |
67 | 250464 | 249701.0693 | 243621.0065 | 255636.5648 | 0.4005 | 0.7107 | 0.3229 | 0.8894 |
68 | 245571 | 244991.884 | 237210.9031 | 252533.2332 | 0.4402 | 0.0775 | 0.3971 | 0.3971 |
69 | 252690 | 251414.6831 | 241628.8681 | 260833.6172 | 0.3954 | 0.888 | 0.3929 | 0.8703 |
70 | 250183 | 247545.6515 | 235889.3063 | 258677.2784 | 0.3212 | 0.1825 | 0.4668 | 0.6075 |
71 | 253639 | 248613.8854 | 235275.6338 | 261272.0884 | 0.2183 | 0.404 | 0.3873 | 0.6574 |
72 | 254436 | 243677.4045 | 228282.8717 | 258155.545 | 0.0726 | 0.0887 | 0.3988 | 0.3768 |
73 | 265280 | 250393.8482 | 232894.5597 | 266747.6007 | 0.0372 | 0.314 | 0.3916 | 0.7009 |
74 | 268705 | 246424.5276 | 226487.4736 | 264865.0976 | 0.0089 | 0.0225 | 0.3448 | 0.5182 |
75 | 270643 | 247459.1748 | 225559.0146 | 267572.8261 | 0.0119 | 0.0192 | 0.2735 | 0.5567 |
76 | 271480 | 242592.5341 | 218005.811 | 264907.0433 | 0.0056 | 0.0069 | 0.1491 | 0.3825 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
65 | 0.0078 | -0.0015 | 0 | 142997.3579 | 0 | 0 |
66 | 0.0102 | -0.0023 | 0.0019 | 325967.0726 | 234482.2152 | 484.2336 |
67 | 0.0121 | 0.0031 | 0.0023 | 582063.1864 | 350342.539 | 591.8974 |
68 | 0.0157 | 0.0024 | 0.0023 | 335375.3718 | 346600.7472 | 588.7281 |
69 | 0.0191 | 0.0051 | 0.0029 | 1626433.1548 | 602567.2287 | 776.252 |
70 | 0.0229 | 0.0107 | 0.0042 | 6955607.06 | 1661407.2006 | 1288.9559 |
71 | 0.026 | 0.0202 | 0.0064 | 25251776.9583 | 5031460.0231 | 2243.0916 |
72 | 0.0303 | 0.0442 | 0.0112 | 115747376.6209 | 18870949.5978 | 4344.0706 |
73 | 0.0333 | 0.0595 | 0.0165 | 221597516.8193 | 41396123.7336 | 6433.982 |
74 | 0.0382 | 0.0904 | 0.0239 | 496419449.5972 | 86898456.3199 | 9321.9342 |
75 | 0.0415 | 0.0937 | 0.0303 | 537489752.012 | 127861301.3828 | 11307.5772 |
76 | 0.0469 | 0.1191 | 0.0377 | 834485684.3159 | 186746666.6273 | 13665.5284 |