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 | 540121.0729 | 523083.7628 | 557158.383 | 0.2262 | 0.9116 | 0.0024 | 0.9116 |
51 | 517945 | 514967.6363 | 491744.3674 | 538190.9052 | 0.4008 | 0.058 | 0.0121 | 0.1288 |
52 | 506174 | 502340.7461 | 473624.7032 | 531056.789 | 0.3968 | 0.1434 | 0.0457 | 0.0378 |
53 | 501866 | 483385.6624 | 450556.2713 | 516215.0535 | 0.1349 | 0.0868 | 0.0571 | 0.0036 |
54 | 516141 | 489326.4802 | 452459.0657 | 526193.8947 | 0.077 | 0.2525 | 0.0925 | 0.0189 |
55 | 528222 | 490640.2949 | 450445.8787 | 530834.711 | 0.0334 | 0.1068 | 0.1 | 0.0329 |
56 | 532638 | 482471.7198 | 438951.139 | 525992.3006 | 0.0119 | 0.0197 | 0.1293 | 0.0193 |
57 | 536322 | 466479.622 | 420079.6548 | 512879.5892 | 0.0016 | 0.0026 | 0.1347 | 0.0045 |
58 | 536535 | 465030.6721 | 415744.8956 | 514316.4487 | 0.0022 | 0.0023 | 0.158 | 0.0059 |
59 | 523597 | 443323.2923 | 391458.2113 | 495188.3734 | 0.0012 | 2e-04 | 0.1626 | 7e-04 |
60 | 536214 | 452271.6992 | 397826.1724 | 506717.2261 | 0.0013 | 0.0051 | 0.1811 | 0.0031 |
61 | 586570 | 502430.0514 | 445625.4208 | 559234.6821 | 0.0018 | 0.1219 | 0.1853 | 0.1853 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0161 | -0.0121 | 0 | 42654913.1683 | 0 | 0 |
51 | 0.023 | 0.0058 | 0.0089 | 8864694.6596 | 25759803.9139 | 5075.4117 |
52 | 0.0292 | 0.0076 | 0.0085 | 14693835.4319 | 22071147.7533 | 4697.994 |
53 | 0.0347 | 0.0382 | 0.0159 | 341522876.8433 | 101934080.0258 | 10096.2409 |
54 | 0.0384 | 0.0548 | 0.0237 | 719018472.7141 | 225350958.5634 | 15011.6941 |
55 | 0.0418 | 0.0766 | 0.0325 | 1412384559.7765 | 423189892.0989 | 20571.5797 |
56 | 0.046 | 0.104 | 0.0427 | 2516655671.0534 | 722256431.9496 | 26874.829 |
57 | 0.0507 | 0.1497 | 0.0561 | 4877957763.9201 | 1241719098.4459 | 35238.0348 |
58 | 0.0541 | 0.1538 | 0.067 | 5112868904.623 | 1671846854.6878 | 40888.2239 |
59 | 0.0597 | 0.1811 | 0.0784 | 6443868141.783 | 2149048983.3973 | 46357.8363 |
60 | 0.0614 | 0.1856 | 0.0881 | 7046309860.4868 | 2594254517.6782 | 50933.8249 |
61 | 0.0577 | 0.1675 | 0.0947 | 7079530944.7654 | 2968027553.2688 | 54479.6068 |