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[59]) |
47 | 166827 | - | - | - | - | - | - | - |
48 | 178037 | - | - | - | - | - | - | - |
49 | 186413 | - | - | - | - | - | - | - |
50 | 189226 | - | - | - | - | - | - | - |
51 | 191563 | - | - | - | - | - | - | - |
52 | 188906 | - | - | - | - | - | - | - |
53 | 186005 | - | - | - | - | - | - | - |
54 | 195309 | - | - | - | - | - | - | - |
55 | 223532 | - | - | - | - | - | - | - |
56 | 226899 | - | - | - | - | - | - | - |
57 | 214126 | - | - | - | - | - | - | - |
58 | 206903 | - | - | - | - | - | - | - |
59 | 204442 | - | - | - | - | - | - | - |
60 | 220375 | 211582.0919 | 201700.7415 | 221463.4423 | 0.0406 | 0.9217 | 1 | 0.9217 |
61 | 214320 | 215037.1765 | 200472.4584 | 229601.8946 | 0.4616 | 0.2363 | 0.9999 | 0.923 |
62 | 212588 | 213820.1627 | 193330.3168 | 234310.0086 | 0.4531 | 0.4809 | 0.9907 | 0.8152 |
63 | 205816 | 213007.7007 | 187599.1494 | 238416.2519 | 0.2895 | 0.5129 | 0.951 | 0.7456 |
64 | 202196 | 210498.1642 | 180224.1116 | 240772.2167 | 0.2955 | 0.6191 | 0.9189 | 0.6525 |
65 | 195722 | 205877.7455 | 171251.634 | 240503.8569 | 0.2827 | 0.5825 | 0.8697 | 0.5324 |
66 | 198563 | 212274.2 | 173536.9044 | 251011.4956 | 0.2439 | 0.7988 | 0.8047 | 0.6541 |
67 | 229139 | 242095.8849 | 199571.862 | 284619.9079 | 0.2752 | 0.9776 | 0.8039 | 0.9587 |
68 | 229527 | 244466.1452 | 198381.048 | 290551.2425 | 0.2626 | 0.7428 | 0.7725 | 0.9556 |
69 | 211868 | 230678.5868 | 181258.6676 | 280098.506 | 0.2278 | 0.5182 | 0.7442 | 0.851 |
70 | 203555 | 222483.7044 | 169910.6255 | 275056.7832 | 0.2402 | 0.6539 | 0.7193 | 0.7494 |
71 | 195770 | 218034.5679 | 162475.0637 | 273594.0722 | 0.2161 | 0.6953 | 0.6842 | 0.6842 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
60 | 0.0238 | 0.0416 | 0 | 77315232.9213 | 0 | 0 |
61 | 0.0346 | -0.0033 | 0.0224 | 514342.0972 | 38914787.5093 | 6238.1718 |
62 | 0.0489 | -0.0058 | 0.0169 | 1518224.871 | 26449266.6298 | 5142.885 |
63 | 0.0609 | -0.0338 | 0.0211 | 51720558.7753 | 32767089.6662 | 5724.2545 |
64 | 0.0734 | -0.0394 | 0.0248 | 68925929.6135 | 39998857.6557 | 6324.465 |
65 | 0.0858 | -0.0493 | 0.0289 | 103139165.7366 | 50522242.3358 | 7107.9 |
66 | 0.0931 | -0.0646 | 0.034 | 187997004.6852 | 70161494.1 | 8376.2458 |
67 | 0.0896 | -0.0535 | 0.0364 | 167880866.9241 | 82376415.703 | 9076.1454 |
68 | 0.0962 | -0.0611 | 0.0392 | 223178059.7557 | 98021042.82 | 9900.5577 |
69 | 0.1093 | -0.0815 | 0.0434 | 353838175.6565 | 123602756.1036 | 11117.6776 |
70 | 0.1206 | -0.0851 | 0.0472 | 358295849.9295 | 144938491.906 | 12039.0403 |
71 | 0.13 | -0.1021 | 0.0518 | 495710985.7269 | 174169533.0577 | 13197.3305 |