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[1218]) |
1211 | 76122 | - | - | - | - | - | - | - |
1212 | 45417 | - | - | - | - | - | - | - |
1213 | 79806 | - | - | - | - | - | - | - |
1214 | 106346 | - | - | - | - | - | - | - |
1215 | 95826 | - | - | - | - | - | - | - |
1216 | 93797 | - | - | - | - | - | - | - |
1217 | 99351 | - | - | - | - | - | - | - |
1218 | 83838 | - | - | - | - | - | - | - |
1219 | 54174 | 58907.1416 | 37409.1128 | 80405.1703 | 0.333 | 0.0115 | 0.8906 | 0.0115 |
1220 | 84559 | 81556.0143 | 53079.5251 | 110032.5036 | 0.4181 | 0.9703 | 0.5479 | 0.4376 |
1221 | 116492 | 107074.8677 | 74498.296 | 139651.4394 | 0.2855 | 0.9122 | 0.5175 | 0.919 |
1222 | 114543 | 106609.2919 | 71560.8852 | 141657.6986 | 0.3286 | 0.2902 | 0.7268 | 0.8986 |
1223 | 123407 | 104646.5442 | 67463.9474 | 141829.141 | 0.1614 | 0.3009 | 0.7163 | 0.8637 |
1224 | 114677 | 98799.6721 | 60147.5444 | 137451.7997 | 0.2104 | 0.1061 | 0.4888 | 0.776 |
1225 | 110378 | 79371.737 | 39495.6962 | 119247.7777 | 0.0638 | 0.0413 | 0.4131 | 0.4131 |
1226 | 96040 | 57101.834 | 14699.8205 | 99503.8475 | 0.0359 | 0.0069 | 0.5538 | 0.1083 |
1227 | 141857 | 76899.924 | 32561.9182 | 121237.9299 | 0.002 | 0.1987 | 0.3675 | 0.3795 |
1228 | 233465 | 103984.5235 | 58272.1687 | 149696.8782 | 0 | 0.0522 | 0.2959 | 0.8062 |
1229 | 146022 | 104090.6343 | 57353.9401 | 150827.3286 | 0.0393 | 0 | 0.3306 | 0.8022 |
1230 | 142124 | 102700.3815 | 55141.3479 | 150259.415 | 0.0521 | 0.0371 | 0.1967 | 0.7815 |
1231 | 118067 | 96664.8134 | 48471.8741 | 144857.7528 | 0.192 | 0.0322 | 0.2319 | 0.699 |
1232 | 83010 | 76693.7519 | 27997.3757 | 125390.1281 | 0.3997 | 0.0479 | 0.0876 | 0.3868 |
1233 | 75695 | 56102.4916 | 6234.1912 | 105970.792 | 0.2206 | 0.1451 | 0.0582 | 0.1378 |
1234 | 104157 | 76171.9854 | 25406.4243 | 126937.5465 | 0.14 | 0.5073 | 0.0056 | 0.3836 |
1235 | 150161 | 103405.5887 | 51970.9641 | 154840.2133 | 0.0374 | 0.4886 | 0 | 0.7721 |
1236 | 174832 | 105226.0038 | 53298.7364 | 157153.2712 | 0.0043 | 0.0449 | 0.0618 | 0.7903 |
1237 | 139935 | 103856.2343 | 51519.5155 | 156192.953 | 0.0883 | 0.0039 | 0.0759 | 0.7733 |
1238 | 108749 | 95562.3285 | 42913.5753 | 148211.0816 | 0.3117 | 0.0493 | 0.2011 | 0.6688 |
1239 | 109977 | 75287.5879 | 22385.0831 | 128190.0928 | 0.0994 | 0.1075 | 0.3874 | 0.3757 |
1240 | 78872 | 54363.2798 | 1024.0756 | 107702.484 | 0.1839 | 0.0205 | 0.2166 | 0.1394 |
1241 | 126451 | 74739.7532 | 21056.7694 | 128422.737 | 0.0295 | 0.44 | 0.1414 | 0.3699 |
1242 | 161295 | 102378.4544 | 48436.3954 | 156320.5134 | 0.0161 | 0.1909 | 0.0413 | 0.7497 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
1219 | 0.1862 | -0.0803 | 0 | 22402629.1045 | 0 | 0 |
1220 | 0.1781 | 0.0368 | 0.0586 | 9017922.9114 | 15710276.008 | 3963.6191 |
1221 | 0.1552 | 0.0879 | 0.0684 | 88682380.3852 | 40034310.8004 | 6327.2672 |
1222 | 0.1677 | 0.0744 | 0.0699 | 62943724.1467 | 45761664.137 | 6764.7368 |
1223 | 0.1813 | 0.1793 | 0.0918 | 351954701.5971 | 107000271.629 | 10344.0936 |
1224 | 0.1996 | 0.1607 | 0.1033 | 252089541.9183 | 131181816.6772 | 11453.4631 |
1225 | 0.2563 | 0.3906 | 0.1443 | 961388346.3132 | 249782749.4824 | 15804.5167 |
1226 | 0.3789 | 0.6819 | 0.2115 | 1516180769.1384 | 408082501.9394 | 20201.052 |
1227 | 0.2942 | 0.8447 | 0.2819 | 4219421718.769 | 831564637.1427 | 28836.8625 |
1228 | 0.2243 | 1.2452 | 0.3782 | 16765193801.4288 | 2424927553.5713 | 49243.5534 |
1229 | 0.2291 | 0.4028 | 0.3804 | 1758239428.2065 | 2364319542.1745 | 48624.2691 |
1230 | 0.2363 | 0.3839 | 0.3807 | 1554221697.5556 | 2296811388.4562 | 47925.0601 |
1231 | 0.2544 | 0.2214 | 0.3685 | 458053590.0031 | 2155368480.8829 | 46425.9462 |
1232 | 0.324 | 0.0824 | 0.348 | 39894989.6471 | 2004263231.5089 | 44768.9986 |
1233 | 0.4535 | 0.3492 | 0.3481 | 383866385.2013 | 1896236775.0884 | 43545.8009 |
1234 | 0.34 | 0.3674 | 0.3493 | 783161041.1329 | 1826669541.7162 | 42739.5548 |
1235 | 0.2538 | 0.4522 | 0.3554 | 2186068487.4967 | 1847810656.1739 | 42986.1682 |
1236 | 0.2518 | 0.6615 | 0.3724 | 4844994710.2142 | 2014320881.3983 | 44881.1863 |
1237 | 0.2571 | 0.3474 | 0.3711 | 1301677336.6144 | 1976813326.4097 | 44461.3689 |
1238 | 0.2811 | 0.138 | 0.3594 | 173888305.7977 | 1886667075.3791 | 43435.781 |
1239 | 0.3585 | 0.4608 | 0.3642 | 1203355308.8228 | 1854128419.8288 | 43059.5915 |
1240 | 0.5006 | 0.4508 | 0.3682 | 600677363.9341 | 1797153371.8336 | 42392.8458 |
1241 | 0.3665 | 0.6919 | 0.3822 | 2674053042.7727 | 1835279444.4831 | 42840.1616 |
1242 | 0.2688 | 0.5755 | 0.3903 | 3471159349.3099 | 1903441107.1842 | 43628.4438 |