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 | 872705.000000001 | - | - | - | - | - | - | - |
49 | 628151.000000001 | - | - | - | - | - | - | - |
50 | 953712.000000001 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199 | - | - | - | - | - | - | - |
59 | 964526.000000001 | - | - | - | - | - | - | - |
60 | 850851.000000001 | - | - | - | - | - | - | - |
61 | 683118 | 628151 | 427367.8365 | 835670.9893 | 0.3018 | 0.0177 | 0.5 | 0.0177 |
62 | 847224 | 953712 | 743086.0467 | 1169129.8376 | 0.1663 | 0.9931 | 0.5 | 0.8253 |
63 | 1073256 | 1160384 | 945143.121 | 1379713.8267 | 0.2181 | 0.9974 | 0.5 | 0.9972 |
64 | 1514326 | 1400618 | 1180931.9819 | 1623817.4649 | 0.159 | 0.998 | 0.5 | 1 |
65 | 1503734 | 1661511 | 1437764.3172 | 1888320.0492 | 0.0864 | 0.8983 | 0.5 | 1 |
66 | 1507712 | 1495347 | 1274108.5126 | 1719918.6549 | 0.457 | 0.4708 | 0.5 | 1 |
67 | 2865698 | 2918786 | 2681387.4909 | 3158133.0853 | 0.3319 | 1 | 0.5 | 1 |
68 | 2788128 | 2775677 | 2539515.9177 | 3013866.7703 | 0.4592 | 0.2294 | 0.5 | 1 |
69 | 1391596 | 1407026 | 1187231.821 | 1630320.7368 | 0.4461 | 0 | 0.5 | 1 |
70 | 1366378 | 1370199 | 1151033.0274 | 1592941.096 | 0.4866 | 0.4253 | 0.5 | 1 |
71 | 946295 | 964526 | 753635.0168 | 1180165.2851 | 0.4342 | 1e-04 | 0.5 | 0.8492 |
72 | 859626 | 850851 | 642907.6919 | 1064051.2596 | 0.4679 | 0.1901 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1686 | 0.0875 | 0 | 3021371089 | 0 | 0 |
62 | 0.1152 | -0.1117 | 0.0996 | 11339694144 | 7180532616.5 | 84738.0234 |
63 | 0.0964 | -0.0751 | 0.0914 | 7591288384 | 7317451205.6667 | 85542.1019 |
64 | 0.0813 | 0.0812 | 0.0889 | 12929509264.0001 | 8720465720.25 | 93383.4339 |
65 | 0.0696 | -0.095 | 0.0901 | 24893581729.0001 | 11955088922 | 109339.3293 |
66 | 0.0766 | 0.0083 | 0.0764 | 152893225 | 9988056305.8334 | 99940.2637 |
67 | 0.0418 | -0.0182 | 0.0681 | 2818335744 | 8963810511.2857 | 94677.4023 |
68 | 0.0438 | 0.0045 | 0.0602 | 155027401 | 7862712622.5 | 88671.9382 |
69 | 0.081 | -0.011 | 0.0547 | 238084900 | 7015531764.4445 | 83758.7713 |
70 | 0.0829 | -0.0028 | 0.0495 | 14600041 | 6315438592.1 | 79469.7338 |
71 | 0.1141 | -0.0189 | 0.0467 | 332369361 | 5771523207.4546 | 75970.5417 |
72 | 0.1278 | 0.0103 | 0.0437 | 77000625 | 5296979658.9167 | 72780.3521 |