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[49]) |
37 | 555362 | - | - | - | - | - | - | - |
38 | 564591 | - | - | - | - | - | - | - |
39 | 541657 | - | - | - | - | - | - | - |
40 | 527070 | - | - | - | - | - | - | - |
41 | 509846 | - | - | - | - | - | - | - |
42 | 514258 | - | - | - | - | - | - | - |
43 | 516922 | - | - | - | - | - | - | - |
44 | 507561 | - | - | - | - | - | - | - |
45 | 492622 | - | - | - | - | - | - | - |
46 | 490243 | - | - | - | - | - | - | - |
47 | 469357 | - | - | - | - | - | - | - |
48 | 477580 | - | - | - | - | - | - | - |
49 | 528379 | - | - | - | - | - | - | - |
50 | 533590 | 540048.9094 | 523496.264 | 556601.5548 | 0.2222 | 0.9165 | 0.0018 | 0.9165 |
51 | 517945 | 520643.0997 | 498144.7105 | 543141.4889 | 0.4071 | 0.1297 | 0.0336 | 0.2502 |
52 | 506174 | 504831.0757 | 476004.1085 | 533658.043 | 0.4636 | 0.1863 | 0.0653 | 0.0547 |
53 | 501866 | 488830.0321 | 452959.4004 | 524700.6637 | 0.2381 | 0.1716 | 0.1254 | 0.0153 |
54 | 516141 | 493747.6958 | 452062.5309 | 535432.8607 | 0.1462 | 0.3513 | 0.1674 | 0.0517 |
55 | 528222 | 496291.3865 | 448961.7125 | 543621.0605 | 0.093 | 0.2055 | 0.1965 | 0.092 |
56 | 532638 | 487299.5436 | 434651.748 | 539947.3392 | 0.0457 | 0.0638 | 0.2253 | 0.0631 |
57 | 536322 | 472426.5629 | 414904.5707 | 529948.5551 | 0.0147 | 0.0201 | 0.2457 | 0.0283 |
58 | 536535 | 470074.7787 | 407923.9837 | 532225.5738 | 0.018 | 0.0183 | 0.2624 | 0.033 |
59 | 523597 | 449281.1373 | 382774.9521 | 515787.3225 | 0.0143 | 0.0051 | 0.277 | 0.0099 |
60 | 536214 | 457516.1995 | 386897.9783 | 528134.4207 | 0.0145 | 0.0333 | 0.2888 | 0.0246 |
61 | 586570 | 508335.378 | 433800.2688 | 582870.4871 | 0.0198 | 0.2317 | 0.2991 | 0.2991 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0156 | -0.012 | 0 | 41717510.957 | 0 | 0 |
51 | 0.022 | -0.0052 | 0.0086 | 7279741.9256 | 24498626.4413 | 4949.6087 |
52 | 0.0291 | 0.0027 | 0.0066 | 1803445.5742 | 16933566.1522 | 4115.0415 |
53 | 0.0374 | 0.0267 | 0.0116 | 169936459.7802 | 55184289.5592 | 7428.6129 |
54 | 0.0431 | 0.0454 | 0.0184 | 501460072.0884 | 144439446.0651 | 12018.2963 |
55 | 0.0487 | 0.0643 | 0.026 | 1019564080.3165 | 290293551.7736 | 17038.0032 |
56 | 0.0551 | 0.093 | 0.0356 | 2055575627.5793 | 542476705.4602 | 23291.1293 |
57 | 0.0621 | 0.1352 | 0.0481 | 4082626881.7496 | 984995477.4963 | 31384.6376 |
58 | 0.0675 | 0.1414 | 0.0584 | 4416961008.7487 | 1366324980.9688 | 36963.8334 |
59 | 0.0755 | 0.1654 | 0.0691 | 5522847447.172 | 1781977227.5891 | 42213.4721 |
60 | 0.0788 | 0.172 | 0.0785 | 6193343802.1784 | 2183010552.5518 | 46722.6985 |
61 | 0.0748 | 0.1539 | 0.0848 | 6120656086.4947 | 2511147680.3804 | 50111.3528 |