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 | 516141 | - | - | - | - | - | - | - |
49 | 528222 | - | - | - | - | - | - | - |
50 | 532638 | - | - | - | - | - | - | - |
51 | 536322 | - | - | - | - | - | - | - |
52 | 536535 | - | - | - | - | - | - | - |
53 | 523597 | - | - | - | - | - | - | - |
54 | 536214 | - | - | - | - | - | - | - |
55 | 586570 | - | - | - | - | - | - | - |
56 | 596594 | - | - | - | - | - | - | - |
57 | 580523 | - | - | - | - | - | - | - |
58 | 564478 | - | - | - | - | - | - | - |
59 | 557560 | - | - | - | - | - | - | - |
60 | 575093 | - | - | - | - | - | - | - |
61 | 580112 | 585710.9778 | 570111.4825 | 601563.8108 | 0.2444 | 0.9054 | 1 | 0.9054 |
62 | 574761 | 588457.9236 | 564865.9487 | 612631.4299 | 0.1334 | 0.7507 | 1 | 0.8607 |
63 | 563250 | 588484.7 | 557779.28 | 620182.5925 | 0.0593 | 0.8019 | 0.9994 | 0.7962 |
64 | 551531 | 587614.724 | 550191.4236 | 626525.1659 | 0.0346 | 0.8901 | 0.995 | 0.7359 |
65 | 537034 | 576853.9476 | 533391.1439 | 622375.1892 | 0.0432 | 0.8622 | 0.9891 | 0.5302 |
66 | 544686 | 586472.769 | 536202.6462 | 639469.4782 | 0.0611 | 0.9663 | 0.9685 | 0.6631 |
67 | 600991 | 641672.9443 | 581972.0624 | 704905.1926 | 0.1037 | 0.9987 | 0.9562 | 0.9805 |
68 | 604378 | 652612.1049 | 585759.4752 | 723845.2313 | 0.0922 | 0.9222 | 0.9384 | 0.9835 |
69 | 586111 | 639577.8219 | 567224.7303 | 717203.1757 | 0.0885 | 0.8129 | 0.932 | 0.9483 |
70 | 563668 | 622976.5567 | 545690.7798 | 706482.9922 | 0.082 | 0.8066 | 0.9151 | 0.8695 |
71 | 548604 | 613341.9345 | 530888.4096 | 703036.8953 | 0.0786 | 0.8611 | 0.8886 | 0.7984 |
72 | 551174 | 626906.2686 | 537473.7063 | 724719.8128 | 0.0646 | 0.9417 | 0.8504 | 0.8504 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0138 | -0.0096 | 0 | 31348552.0423 | 0 | 0 |
62 | 0.021 | -0.0233 | 0.0164 | 187605716.4302 | 109477134.2363 | 10463.1321 |
63 | 0.0275 | -0.0429 | 0.0252 | 636790083.1442 | 285248117.2056 | 16889.29 |
64 | 0.0338 | -0.0614 | 0.0343 | 1302035136.9868 | 539444872.1509 | 23225.9526 |
65 | 0.0403 | -0.069 | 0.0412 | 1585628229.4966 | 748681543.62 | 27362.0457 |
66 | 0.0461 | -0.0713 | 0.0462 | 1746134060.2392 | 914923629.7232 | 30247.7045 |
67 | 0.0503 | -0.0634 | 0.0487 | 1655020590.1094 | 1020651766.9212 | 31947.641 |
68 | 0.0557 | -0.0739 | 0.0518 | 2326528874.2812 | 1183886405.3412 | 34407.6504 |
69 | 0.0619 | -0.0836 | 0.0554 | 2858701048.3182 | 1369976921.2276 | 37013.1993 |
70 | 0.0684 | -0.0952 | 0.0594 | 3517504893.3279 | 1584729718.4376 | 39808.6639 |
71 | 0.0746 | -0.1055 | 0.0636 | 4191000166.1067 | 1821663395.4984 | 42680.9489 |
72 | 0.0796 | -0.1208 | 0.0683 | 5735376501.5665 | 2147806154.3374 | 46344.4296 |