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[132]) |
120 | 1561968 | - | - | - | - | - | - | - |
121 | 1115878 | - | - | - | - | - | - | - |
122 | 1596714 | - | - | - | - | - | - | - |
123 | 1910242 | - | - | - | - | - | - | - |
124 | 2286450 | - | - | - | - | - | - | - |
125 | 2772441 | - | - | - | - | - | - | - |
126 | 2394538 | - | - | - | - | - | - | - |
127 | 4715128 | - | - | - | - | - | - | - |
128 | 4402420 | - | - | - | - | - | - | - |
129 | 2325392 | - | - | - | - | - | - | - |
130 | 2306683 | - | - | - | - | - | - | - |
131 | 1725282 | - | - | - | - | - | - | - |
132 | 1541370 | - | - | - | - | - | - | - |
133 | 1168142 | 1155189.3735 | 875905.7318 | 1434473.0152 | 0.4638 | 0.0034 | 0.6087 | 0.0034 |
134 | 1457835 | 1596926.0017 | 1313249.3736 | 1880602.6297 | 0.1683 | 0.9985 | 0.5006 | 0.6495 |
135 | 1816380 | 1898359.802 | 1612355.0127 | 2184364.5913 | 0.2871 | 0.9987 | 0.4676 | 0.9928 |
136 | 2446552 | 2334315.4658 | 2047902.6418 | 2620728.2898 | 0.2212 | 0.9998 | 0.6284 | 1 |
137 | 2575774 | 2723739.8009 | 2435792.8963 | 3011686.7054 | 0.1569 | 0.9704 | 0.3701 | 1 |
138 | 2537852 | 2410807.6792 | 2120118.9237 | 2701496.4348 | 0.1958 | 0.133 | 0.5437 | 1 |
139 | 4728097 | 4632234.7501 | 4338735.6066 | 4925733.8935 | 0.261 | 1 | 0.2899 | 1 |
140 | 4372685 | 4399550.1308 | 4103625.6106 | 4695474.651 | 0.4294 | 0.0148 | 0.4924 | 1 |
141 | 2302672 | 2330966.0793 | 2033238.373 | 2628693.7856 | 0.4261 | 0 | 0.5146 | 1 |
142 | 2346402 | 2316220.1787 | 2017274.8492 | 2615165.5082 | 0.4216 | 0.5354 | 0.5249 | 1 |
143 | 1689915 | 1724642.1198 | 1424943.2357 | 2024341.0038 | 0.4102 | 0 | 0.4983 | 0.8847 |
144 | 1576183 | 1566609.2515 | 1266478.6167 | 1866739.8863 | 0.4751 | 0.2103 | 0.5655 | 0.5655 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
133 | 0.1233 | 0.0112 | 9e-04 | 167770532.8107 | 13980877.7342 | 3739.1012 |
134 | 0.0906 | -0.0871 | 0.0073 | 19346306742.7746 | 1612192228.5645 | 40152.1136 |
135 | 0.0769 | -0.0432 | 0.0036 | 6720687938.2657 | 560057328.1888 | 23665.5304 |
136 | 0.0626 | 0.0481 | 0.004 | 12597039611.3422 | 1049753300.9452 | 32399.8966 |
137 | 0.0539 | -0.0543 | 0.0045 | 21893878232.8892 | 1824489852.7408 | 42714.0475 |
138 | 0.0615 | 0.0527 | 0.0044 | 16140259438.5908 | 1345021619.8826 | 36674.5364 |
139 | 0.0323 | 0.0207 | 0.0017 | 9189570962.153 | 765797580.1794 | 27673.0479 |
140 | 0.0343 | -0.0061 | 5e-04 | 721735254.6889 | 60144604.5574 | 7755.2953 |
141 | 0.0652 | -0.0121 | 0.001 | 800554923.8481 | 66712910.3207 | 8167.7972 |
142 | 0.0659 | 0.013 | 0.0011 | 910942334.8852 | 75911861.2404 | 8712.7413 |
143 | 0.0887 | -0.0201 | 0.0017 | 1205972847.4516 | 100497737.2876 | 10024.856 |
144 | 0.0977 | 0.0061 | 5e-04 | 91656660.0565 | 7638055.0047 | 2763.7031 |