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[51]) |
39 | 541657 | - | - | - | - | - | - | - |
40 | 527070 | - | - | - | - | - | - | - |
41 | 509846 | - | - | - | - | - | - | - |
42 | 514258 | - | - | - | - | - | - | - |
43 | 516922 | - | - | - | - | - | - | - |
44 | 507561 | - | - | - | - | - | - | - |
45 | 492622 | - | - | - | - | - | - | - |
46 | 490243 | - | - | - | - | - | - | - |
47 | 469357 | - | - | - | - | - | - | - |
48 | 477580 | - | - | - | - | - | - | - |
49 | 528379 | - | - | - | - | - | - | - |
50 | 533590 | - | - | - | - | - | - | - |
51 | 517945 | - | - | - | - | - | - | - |
52 | 506174 | 505543.1777 | 490570.4021 | 520515.9533 | 0.4671 | 0.0522 | 0.0024 | 0.0522 |
53 | 501866 | 487419.3967 | 466921.1606 | 507917.6329 | 0.0836 | 0.0365 | 0.016 | 0.0018 |
54 | 516141 | 492194.9229 | 465257.0259 | 519132.8199 | 0.0407 | 0.2408 | 0.0542 | 0.0305 |
55 | 528222 | 497303.0858 | 462815.7739 | 531790.3978 | 0.0394 | 0.1422 | 0.1324 | 0.1204 |
56 | 532638 | 488612.0188 | 448242.4423 | 528981.5952 | 0.0163 | 0.0272 | 0.1788 | 0.0772 |
57 | 536322 | 472644.5027 | 427464.0141 | 517824.9913 | 0.0029 | 0.0046 | 0.1931 | 0.0247 |
58 | 536535 | 470893.264 | 420129.3402 | 521657.1877 | 0.0056 | 0.0058 | 0.2275 | 0.0346 |
59 | 523597 | 451619.6907 | 394995.8737 | 508243.5077 | 0.0064 | 0.0016 | 0.2696 | 0.0108 |
60 | 536214 | 459697.6236 | 398269 | 521126.2471 | 0.0073 | 0.0207 | 0.2841 | 0.0315 |
61 | 586570 | 509719.6003 | 443879.8204 | 575559.3801 | 0.0111 | 0.2151 | 0.2893 | 0.4033 |
62 | 596594 | 515694.9307 | 444941.1883 | 586448.6731 | 0.0125 | 0.0248 | 0.31 | 0.4751 |
63 | 580523 | 500985.3972 | 425429.8499 | 576540.9445 | 0.0195 | 0.0066 | 0.33 | 0.33 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
52 | 0.0151 | 0.0012 | 0 | 397936.7779 | 0 | 0 |
53 | 0.0215 | 0.0296 | 0.0154 | 208704346.4333 | 104551141.6056 | 10225.0253 |
54 | 0.0279 | 0.0487 | 0.0265 | 573414608.1535 | 260838963.7882 | 16150.5097 |
55 | 0.0354 | 0.0622 | 0.0354 | 955979252.3381 | 434624035.9257 | 20847.6386 |
56 | 0.0422 | 0.0901 | 0.0464 | 1938287023.5646 | 735356633.4535 | 27117.4599 |
57 | 0.0488 | 0.1347 | 0.0611 | 4054823660.9131 | 1288601138.0301 | 35897.0909 |
58 | 0.055 | 0.1394 | 0.0723 | 4308837510.9548 | 1720063477.0193 | 41473.648 |
59 | 0.064 | 0.1594 | 0.0832 | 5180733052.8137 | 2152647173.9936 | 46396.6289 |
60 | 0.0682 | 0.1664 | 0.0924 | 5854755859.7503 | 2563992583.5221 | 50635.8824 |
61 | 0.0659 | 0.1508 | 0.0983 | 5905983937.7988 | 2898191718.9498 | 53834.856 |
62 | 0.07 | 0.1569 | 0.1036 | 6544659415.9413 | 3229688782.3127 | 56830.3509 |
63 | 0.0769 | 0.1588 | 0.1082 | 6326230253.8424 | 3487733904.9401 | 59057.0394 |