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[60]) |
48 | 872705 | - | - | - | - | - | - | - |
49 | 628151 | - | - | - | - | - | - | - |
50 | 953712 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199 | - | - | - | - | - | - | - |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | 668466.4085 | 561006.2656 | 785336.9445 | 0.403 | 0.0011 | 0.7505 | 0.0011 |
62 | 847224 | 903356.2984 | 777510.3782 | 1038637.501 | 0.208 | 0.9993 | 0.2328 | 0.7766 |
63 | 1073256 | 1137860.6269 | 993863.6891 | 1291595.6088 | 0.2051 | 0.9999 | 0.387 | 0.9999 |
64 | 1514326 | 1548492.8606 | 1379845.3265 | 1726861.1346 | 0.3537 | 1 | 0.9479 | 1 |
65 | 1503734 | 1605301.5691 | 1433294.8236 | 1787052.9652 | 0.1367 | 0.8367 | 0.2722 | 1 |
66 | 1507712 | 1536850.5626 | 1368701.3075 | 1714739.0639 | 0.3741 | 0.6424 | 0.6763 | 1 |
67 | 2865698 | 2993027.1704 | 2756398.9709 | 3239398.366 | 0.1555 | 1 | 0.7226 | 1 |
68 | 2788128 | 2671973.6264 | 2448685.6425 | 2905002.7869 | 0.1643 | 0.0516 | 0.1915 | 1 |
69 | 1391596 | 1394218.1344 | 1234254.7923 | 1563925.5402 | 0.4879 | 0 | 0.4412 | 1 |
70 | 1366378 | 1367477.4584 | 1209130.8103 | 1535564.5784 | 0.4949 | 0.3893 | 0.4873 | 1 |
71 | 946295 | 965860.0046 | 833477.9001 | 1107995.0307 | 0.3937 | 0 | 0.5073 | 0.9436 |
72 | 859626 | 869451.3664 | 744181.6773 | 1004460.6988 | 0.4433 | 0.1323 | 0.6064 | 0.6064 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0892 | 0.0219 | 0 | 214669133.1098 | 0 | 0 |
62 | 0.0764 | -0.0621 | 0.042 | 3150834922.5768 | 1682752027.8433 | 41021.3606 |
63 | 0.0689 | -0.0568 | 0.0469 | 4173757810.8646 | 2513087288.8504 | 50130.7021 |
64 | 0.0588 | -0.0221 | 0.0407 | 1167374361.9595 | 2176659057.1277 | 46654.6788 |
65 | 0.0578 | -0.0633 | 0.0452 | 10315971096.0465 | 3804521464.9114 | 61680.8031 |
66 | 0.0591 | -0.019 | 0.0409 | 849055830.1703 | 3311943859.1213 | 57549.4905 |
67 | 0.042 | -0.0425 | 0.0411 | 16212717644.7887 | 5154911542.788 | 71797.7127 |
68 | 0.0445 | 0.0435 | 0.0414 | 13491838511.4315 | 6197027413.8685 | 78721.2005 |
69 | 0.0621 | -0.0019 | 0.037 | 6875588.8329 | 5509232766.6423 | 74224.2061 |
70 | 0.0627 | -8e-04 | 0.0334 | 1208808.8829 | 4958430370.8664 | 70416.1229 |
71 | 0.0751 | -0.0203 | 0.0322 | 382789405.7344 | 4542463010.3998 | 67397.7968 |
72 | 0.0792 | -0.0113 | 0.0304 | 96537825.3054 | 4171969244.9753 | 64590.783 |