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 | 253210.8849 | 248981.0455 | 257440.7243 | 0.4102 | 0.9996 | 0.366 | 0.9996 |
66 | 248019 | 248543.0861 | 243212.2803 | 253873.8918 | 0.4236 | 0.0623 | 0.1398 | 0.8255 |
67 | 250464 | 249635.4513 | 243248.6033 | 256022.2992 | 0.3996 | 0.6901 | 0.3273 | 0.868 |
68 | 245571 | 245064.3915 | 236939.2722 | 253189.5108 | 0.4514 | 0.0964 | 0.4111 | 0.4111 |
69 | 252690 | 251350.3193 | 240892.2664 | 261808.3722 | 0.4009 | 0.8606 | 0.3986 | 0.8422 |
70 | 250183 | 247458.0182 | 235229.2974 | 259686.739 | 0.3311 | 0.2009 | 0.4642 | 0.5926 |
71 | 253639 | 248556.3935 | 234479.2065 | 262633.5804 | 0.2396 | 0.4104 | 0.3953 | 0.6393 |
72 | 254436 | 243645.2447 | 227738.963 | 259551.5263 | 0.0918 | 0.1091 | 0.4062 | 0.386 |
73 | 265280 | 250299.9038 | 231774.2428 | 268825.5648 | 0.0565 | 0.3308 | 0.4002 | 0.6756 |
74 | 268705 | 246320.4211 | 225613.3171 | 267027.5251 | 0.0171 | 0.0364 | 0.3573 | 0.5122 |
75 | 270643 | 247315.9921 | 224537.2514 | 270094.7329 | 0.0224 | 0.0329 | 0.2932 | 0.5452 |
76 | 271480 | 242565.5127 | 217601.8417 | 267529.1838 | 0.0116 | 0.0137 | 0.1757 | 0.3938 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
65 | 0.0085 | -0.0019 | 0 | 239987.2019 | 0 | 0 |
66 | 0.0109 | -0.0021 | 0.002 | 274666.1878 | 257326.6949 | 507.2738 |
67 | 0.0131 | 0.0033 | 0.0025 | 686493.0281 | 400382.1393 | 632.7576 |
68 | 0.0169 | 0.0021 | 0.0024 | 256652.1724 | 364449.6476 | 603.6967 |
69 | 0.0212 | 0.0053 | 0.003 | 1794744.3548 | 650508.589 | 806.5411 |
70 | 0.0252 | 0.011 | 0.0043 | 7425525.9308 | 1779678.146 | 1334.0458 |
71 | 0.0289 | 0.0204 | 0.0066 | 25832889.3348 | 5215851.1729 | 2283.8238 |
72 | 0.0333 | 0.0443 | 0.0113 | 116440400.5687 | 19118919.8474 | 4372.5187 |
73 | 0.0378 | 0.0598 | 0.0167 | 224403280.7428 | 41928293.2802 | 6475.206 |
74 | 0.0429 | 0.0909 | 0.0241 | 501069372.405 | 87842401.1927 | 9372.4277 |
75 | 0.047 | 0.0943 | 0.0305 | 544149296.11 | 129324846.1852 | 11372.1083 |
76 | 0.0525 | 0.1192 | 0.0379 | 836047572.9789 | 188218406.7513 | 13719.2714 |