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 | 665132.8345 | 509963.3305 | 824039.5103 | 0.4122 | 0.011 | 0.6759 | 0.011 |
62 | 847224 | 912619.8954 | 750475.7283 | 1077710.7985 | 0.2188 | 0.9968 | 0.3128 | 0.7683 |
63 | 1073256 | 1145635.3096 | 975450.519 | 1318394.7069 | 0.2058 | 0.9996 | 0.4336 | 0.9996 |
64 | 1514326 | 1539655.369 | 1362451.7929 | 1718926.1852 | 0.3909 | 1 | 0.9358 | 1 |
65 | 1503734 | 1632936.5661 | 1454825.0123 | 1813015.7028 | 0.0798 | 0.9016 | 0.3779 | 1 |
66 | 1507712 | 1545478.2117 | 1367425.4478 | 1725610.2455 | 0.3406 | 0.6752 | 0.7073 | 1 |
67 | 2865698 | 3006624.1227 | 2815926.5046 | 3198539.6843 | 0.075 | 1 | 0.8152 | 1 |
68 | 2788128 | 2672800.95 | 2484281.6438 | 2862660.3396 | 0.1169 | 0.0232 | 0.1441 | 1 |
69 | 1391596 | 1390778.4397 | 1214690.8095 | 1569129.441 | 0.4964 | 0 | 0.4291 | 1 |
70 | 1366378 | 1370524.6845 | 1194641.0961 | 1548700.3226 | 0.4818 | 0.4083 | 0.5014 | 1 |
71 | 946295 | 972470.9165 | 802708.2992 | 1145263.4205 | 0.3833 | 0 | 0.5359 | 0.9161 |
72 | 859626 | 870540.0323 | 703190.6578 | 1041187.7222 | 0.4501 | 0.1921 | 0.5895 | 0.5895 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1219 | 0.027 | 0 | 323466179.5924 | 0 | 0 |
62 | 0.0923 | -0.0717 | 0.0493 | 4276623130.905 | 2300044655.2487 | 47958.7808 |
63 | 0.0769 | -0.0632 | 0.054 | 5238764452.4451 | 3279617920.9808 | 57267.9485 |
64 | 0.0594 | -0.0165 | 0.0446 | 641576931.8482 | 2620107673.6977 | 51186.9873 |
65 | 0.0563 | -0.0791 | 0.0515 | 16693303078.0607 | 5434746754.5703 | 73720.7349 |
66 | 0.0595 | -0.0244 | 0.047 | 1426286746.0473 | 4766670086.4831 | 69041.0754 |
67 | 0.0326 | -0.0469 | 0.047 | 19860172054.9213 | 6922884653.4029 | 83203.874 |
68 | 0.0362 | 0.0431 | 0.0465 | 13300328455.0737 | 7720065128.6117 | 87863.9012 |
69 | 0.0654 | 6e-04 | 0.0414 | 668404.7884 | 6862354381.5202 | 82839.3287 |
70 | 0.0663 | -0.003 | 0.0376 | 17194992.5569 | 6177838442.6239 | 78599.2267 |
71 | 0.0907 | -0.0269 | 0.0366 | 685178605.0203 | 5678505730.1145 | 75355.8606 |
72 | 0.1 | -0.0125 | 0.0346 | 119116100.9897 | 5215223261.0207 | 72216.5027 |