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]) |
47 | 936865 | - | - | - | - | - | - | - |
48 | 872705 | - | - | - | - | - | - | - |
49 | 628151 | 906967.1436 | 520340.4565 | 1694735.5668 | 0.2439 | 0.534 | 0.534 | 0.534 |
50 | 953712 | 887759.4815 | 391338.4609 | 2365699.8409 | 0.4652 | 0.6347 | 0.6347 | 0.508 |
51 | 1160384 | 898357.0077 | 335371.187 | 3068509.1001 | 0.4065 | 0.4801 | 0.4801 | 0.5092 |
52 | 1400618 | 892457.7241 | 288444.8289 | 3848363.3015 | 0.3681 | 0.4295 | 0.4295 | 0.5052 |
53 | 1661511 | 895725.5237 | 256910.7431 | 4751541.9813 | 0.3485 | 0.3987 | 0.3987 | 0.5047 |
54 | 1495347 | 893910.4255 | 230386.0928 | 5777862.0847 | 0.4046 | 0.379 | 0.379 | 0.5034 |
55 | 2918786 | 894917.0926 | 209626.5938 | 6975394.3293 | 0.2571 | 0.4233 | 0.4233 | 0.5029 |
56 | 2775677 | 894358.317 | 191940.8284 | 8355891.9972 | 0.3106 | 0.2974 | 0.2974 | 0.5023 |
57 | 1407026 | 894668.3343 | 177130.0165 | 9967270.0533 | 0.4559 | 0.3422 | 0.3422 | 0.5019 |
58 | 1370199 | 894496.2873 | 164283.8562 | 11839729.3204 | 0.4661 | 0.4634 | 0.4634 | 0.5016 |
59 | 964526 | 894591.7527 | 153140.6038 | 14028272.2528 | 0.4958 | 0.4717 | 0.4717 | 0.5013 |
60 | 850851 | 894538.7766 | 143311.3975 | 16584427.7773 | 0.4978 | 0.4965 | 0.4965 | 0.5011 |
61 | 683118 | 894568.173 | 134601.6572 | 19579685.7673 | 0.4912 | 0.5018 | 0.5018 | 0.5009 |
62 | 847224 | 894551.8606 | 126810.2567 | 23092801.6042 | 0.4983 | 0.5074 | 0.5074 | 0.5008 |
63 | 1073256 | 894560.9124 | 119804.9352 | 27223476.2491 | 0.4947 | 0.5014 | 0.5014 | 0.5006 |
64 | 1514326 | 894555.8895 | 113466.5774 | 32088752.8657 | 0.4845 | 0.4955 | 0.4955 | 0.5005 |
65 | 1503734 | 894558.6768 | 107705.5681 | 37832911.9894 | 0.4871 | 0.4869 | 0.4869 | 0.5005 |
66 | 1507712 | 894557.1301 | 102444.8343 | 44629922.7693 | 0.489 | 0.4891 | 0.4891 | 0.5004 |
67 | 2865698 | 894557.9883 | 97622.3552 | 52693474.4849 | 0.4703 | 0.4907 | 0.4907 | 0.5003 |
68 | 2788128 | 894557.5121 | 93185.2711 | 62284950.6782 | 0.4759 | 0.4749 | 0.4749 | 0.5003 |
69 | 1391596 | 894557.7764 | 89089.4846 | 73726929.2999 | 0.4947 | 0.4797 | 0.4797 | 0.5002 |
70 | 1366378 | 894557.6297 | 85297.2365 | 87418266.8109 | 0.4957 | 0.4955 | 0.4955 | 0.5002 |
71 | 946295 | 894557.7111 | 81776.3362 | 103855178.2538 | 0.4996 | 0.4964 | 0.4964 | 0.5002 |
72 | 859626 | 894557.6659 | 78498.9742 | 123657586.9465 | 0.4998 | 0.4997 | 0.4997 | 0.5001 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.4432 | -0.3074 | 0 | 77738441912.1028 | 0 | 0 |
50 | 0.8494 | 0.0743 | 0.1909 | 4349734700.7142 | 41044088306.4085 | 202593.4064 |
51 | 1.2325 | 0.2917 | 0.2245 | 68658144679.327 | 50248773764.048 | 224162.3826 |
52 | 1.6898 | 0.5694 | 0.3107 | 258226865956.871 | 102243296812.254 | 319755.0575 |
53 | 2.1963 | 0.8549 | 0.4195 | 586427395707.831 | 199080116591.369 | 446183.9493 |
54 | 2.7875 | 0.6728 | 0.4618 | 361725953128.552 | 226187756014.233 | 475592.0058 |
55 | 3.4666 | 2.2615 | 0.7189 | 4096045354515.94 | 779024555800.191 | 882623.6773 |
56 | 4.2566 | 2.1035 | 0.8919 | 3539359987139.98 | 1124066484717.67 | 1060220.0171 |
57 | 5.1738 | 0.5727 | 0.8565 | 262510377553.641 | 1028338028366.11 | 1014070.0313 |
58 | 6.243 | 0.5318 | 0.824 | 226293070900.838 | 948133532619.58 | 973721.4862 |
59 | 7.4904 | 0.0782 | 0.7562 | 4890798947.9259 | 862384193194.884 | 928646.4307 |
60 | 8.9488 | -0.0488 | 0.6973 | 1908621827.7993 | 790677895580.96 | 889200.706 |
61 | 10.6568 | -0.2364 | 0.6618 | 44711175666.0484 | 733295840202.89 | 856326.947 |
62 | 12.6607 | -0.0529 | 0.6183 | 2239926387.4064 | 681077560644.641 | 825274.2336 |
63 | 15.0164 | 0.1998 | 0.5904 | 31931934319.1088 | 637801185556.273 | 798624.5586 |
64 | 17.7914 | 0.6928 | 0.5968 | 384114989898.164 | 621945798327.641 | 788635.4027 |
65 | 21.0675 | 0.681 | 0.6018 | 371094574451.988 | 607189843982.014 | 779223.8728 |
66 | 24.9441 | 0.6854 | 0.6064 | 375958894519.03 | 594343680122.96 | 770936.8847 |
67 | 29.5431 | 2.2035 | 0.6905 | 3885392945578.93 | 767556799357.484 | 876103.1899 |
68 | 35.0135 | 2.1168 | 0.7618 | 3585609192731.12 | 908459419026.166 | 953131.3755 |
69 | 41.5394 | 0.5556 | 0.752 | 247046995761.498 | 876963589346.896 | 936463.3412 |
70 | 49.3481 | 0.5274 | 0.7418 | 222614461823.938 | 847220447186.761 | 920445.7872 |
71 | 58.7228 | 0.0578 | 0.712 | 2676747064.3348 | 810501155877.09 | 900278.3769 |
72 | 70.0169 | -0.039 | 0.684 | 1220221284.4442 | 776781116935.73 | 881351.869 |