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[48]) |
36 | 936574 | - | - | - | - | - | - | - |
37 | 708917 | - | - | - | - | - | - | - |
38 | 885295 | - | - | - | - | - | - | - |
39 | 1099663 | - | - | - | - | - | - | - |
40 | 1576220 | - | - | - | - | - | - | - |
41 | 1487870 | - | - | - | - | - | - | - |
42 | 1488635 | - | - | - | - | - | - | - |
43 | 2882530 | - | - | - | - | - | - | - |
44 | 2677026 | - | - | - | - | - | - | - |
45 | 1404398 | - | - | - | - | - | - | - |
46 | 1344370 | - | - | - | - | - | - | - |
47 | 936865 | - | - | - | - | - | - | - |
48 | 872705 | - | - | - | - | - | - | - |
49 | 628151 | 672207.5349 | 562784.8328 | 781630.237 | 0.215 | 2e-04 | 0.2554 | 2e-04 |
50 | 953712 | 917720.5215 | 808222.0847 | 1027218.9583 | 0.2597 | 1 | 0.7192 | 0.7898 |
51 | 1160384 | 1098612.3492 | 989113.8075 | 1208110.8908 | 0.1344 | 0.9953 | 0.4925 | 1 |
52 | 1400618 | 1544433.309 | 1434934.7673 | 1653931.8508 | 0.005 | 1 | 0.2847 | 1 |
53 | 1661511 | 1674710.1582 | 1565211.6164 | 1784208.7 | 0.4066 | 1 | 0.9996 | 1 |
54 | 1495347 | 1476222.3137 | 1366723.7719 | 1585720.8554 | 0.3661 | 5e-04 | 0.4121 | 1 |
55 | 2918786 | 3209239.4022 | 3099740.8604 | 3318737.9439 | 0 | 1 | 1 | 1 |
56 | 2775677 | 2454382.127 | 2344883.5852 | 2563880.6688 | 0 | 0 | 0 | 1 |
57 | 1407026 | 1315014.5827 | 1205516.041 | 1424513.1245 | 0.0498 | 0 | 0.0548 | 1 |
58 | 1370199 | 1350404.1556 | 1240905.6138 | 1459902.6974 | 0.3615 | 0.1554 | 0.543 | 1 |
59 | 964526 | 919505.0162 | 810006.4745 | 1029003.558 | 0.2102 | 0 | 0.378 | 0.7989 |
60 | 850851 | 776416.5652 | 666918.0235 | 885915.107 | 0.0914 | 4e-04 | 0.0424 | 0.0424 |
61 | 683118 | 647192.2976 | 532203.7771 | 762180.8182 | 0.2701 | 3e-04 | 0.6272 | 1e-04 |
62 | 847224 | 859299.452 | 744303.511 | 974295.393 | 0.4185 | 0.9987 | 0.0538 | 0.4096 |
63 | 1073256 | 1140047.0803 | 1025051.129 | 1255043.0316 | 0.1275 | 1 | 0.3644 | 1 |
64 | 1514326 | 1632054.2826 | 1517058.3313 | 1747050.2339 | 0.0224 | 1 | 1 | 1 |
65 | 1503734 | 1528825.5673 | 1413829.616 | 1643821.5185 | 0.3344 | 0.5976 | 0.0119 | 1 |
66 | 1507712 | 1626518.3824 | 1511522.4311 | 1741514.3337 | 0.0214 | 0.9818 | 0.9873 | 1 |
67 | 2865698 | 3021758.9143 | 2906762.963 | 3136754.8656 | 0.0039 | 1 | 0.9604 | 1 |
68 | 2788128 | 2627881.6818 | 2512885.7305 | 2742877.633 | 0.0032 | 0 | 0.0059 | 1 |
69 | 1391596 | 1422887.3163 | 1307891.365 | 1537883.2675 | 0.2969 | 0 | 0.6066 | 1 |
70 | 1366378 | 1403357.7434 | 1288361.7921 | 1518353.6947 | 0.2643 | 0.5794 | 0.714 | 1 |
71 | 946295 | 1002543.3954 | 887547.4441 | 1117539.3467 | 0.1689 | 0 | 0.7415 | 0.9866 |
72 | 859626 | 897028.468 | 782032.5167 | 1012024.4193 | 0.2619 | 0.2005 | 0.7844 | 0.6608 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0831 | -0.0655 | 0 | 1940978267.4052 | 0 | 0 |
50 | 0.0609 | 0.0392 | 0.0524 | 1295386525.0538 | 1618182396.2295 | 40226.6379 |
51 | 0.0509 | 0.0562 | 0.0537 | 3815736846.975 | 2350700546.478 | 48484.0236 |
52 | 0.0362 | -0.0931 | 0.0635 | 20682843116.0066 | 6933736188.8602 | 83269.059 |
53 | 0.0334 | -0.0079 | 0.0524 | 174217776.9477 | 5581832506.4777 | 74711.6625 |
54 | 0.0378 | 0.013 | 0.0458 | 365753627.9298 | 4712486026.7197 | 68647.5493 |
55 | 0.0174 | -0.0905 | 0.0522 | 84363178834.8486 | 16091156427.881 | 126850.9221 |
56 | 0.0228 | 0.1309 | 0.062 | 103230395423.01 | 26983561302.2721 | 164266.7383 |
57 | 0.0425 | 0.07 | 0.0629 | 8466100905.0627 | 24926065702.5821 | 157879.9091 |
58 | 0.0414 | 0.0147 | 0.0581 | 391835864.6187 | 22472642718.7858 | 149908.7813 |
59 | 0.0608 | 0.049 | 0.0573 | 2026888978.1919 | 20613937833.2773 | 143575.5475 |
60 | 0.072 | 0.0959 | 0.0605 | 5540485078.3477 | 19357816770.3665 | 139132.3714 |
61 | 0.0906 | 0.0555 | 0.0601 | 1290656090.3054 | 17968035179.5925 | 134044.8999 |
62 | 0.0683 | -0.0141 | 0.0568 | 145816541.4648 | 16695019562.5834 | 129209.2085 |
63 | 0.0515 | -0.0586 | 0.0569 | 4461048407.8856 | 15879421485.6036 | 126013.5766 |
64 | 0.0359 | -0.0721 | 0.0579 | 13859948524.0636 | 15753204425.5073 | 125511.7701 |
65 | 0.0384 | -0.0164 | 0.0554 | 629586747.0637 | 14863579856.1871 | 121916.2822 |
66 | 0.0361 | -0.073 | 0.0564 | 14114956499.3126 | 14821989669.6941 | 121745.594 |
67 | 0.0194 | -0.0516 | 0.0562 | 24355008964.3118 | 15323727527.3055 | 123789.0445 |
68 | 0.0223 | 0.061 | 0.0564 | 25678882505.6807 | 15841485276.2243 | 125862.9623 |
69 | 0.0412 | -0.022 | 0.0548 | 979146472.983 | 15133754857.0223 | 123019.3272 |
70 | 0.0418 | -0.0264 | 0.0535 | 1367501420.6719 | 14508016064.4609 | 120449.2261 |
71 | 0.0585 | -0.0561 | 0.0536 | 3163881982.655 | 14014792843.5129 | 118384.0903 |
72 | 0.0654 | -0.0417 | 0.0531 | 1398944611.0167 | 13489132500.4922 | 116142.7247 |