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 | 660875.4747 | 506995.4977 | 818454.1512 | 0.391 | 0.0091 | 0.658 | 0.0091 |
62 | 847224 | 903578.5663 | 740483.9376 | 1069685.7465 | 0.253 | 0.9954 | 0.2771 | 0.7331 |
63 | 1073256 | 1130509.3632 | 960934.709 | 1302674.9476 | 0.2573 | 0.9994 | 0.3669 | 0.9993 |
64 | 1514326 | 1519794.7437 | 1344203.2956 | 1697442.6382 | 0.4759 | 1 | 0.9057 | 1 |
65 | 1503734 | 1611209.2096 | 1434204.7419 | 1790183.287 | 0.1196 | 0.8557 | 0.2909 | 1 |
66 | 1507712 | 1520506.2005 | 1344209.2535 | 1698875.2971 | 0.4441 | 0.5731 | 0.6089 | 1 |
67 | 2865698 | 2974150.637 | 2785061.7229 | 3164450.129 | 0.132 | 1 | 0.7157 | 1 |
68 | 2788128 | 2670286.3506 | 2483297.788 | 2858594.4828 | 0.11 | 0.021 | 0.1363 | 1 |
69 | 1391596 | 1381290.5511 | 1206758.1265 | 1558061.7368 | 0.4545 | 0 | 0.3877 | 1 |
70 | 1366378 | 1355015.6726 | 1180847.9368 | 1531456.7444 | 0.4498 | 0.3422 | 0.433 | 1 |
71 | 946295 | 955658.1728 | 787963.6038 | 1126361.6955 | 0.4572 | 0 | 0.4594 | 0.8856 |
72 | 859626 | 857851.5282 | 692214.3561 | 1026768.1098 | 0.4918 | 0.1524 | 0.5324 | 0.5324 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1217 | 0.0337 | 0 | 494729932.4748 | 0 | 0 |
62 | 0.0938 | -0.0624 | 0.048 | 3175837144.7653 | 1835283538.62 | 42840.2094 |
63 | 0.0777 | -0.0506 | 0.0489 | 3277947600.9587 | 2316171559.3996 | 48126.6201 |
64 | 0.0596 | -0.0036 | 0.0376 | 29907158.2027 | 1744605459.1004 | 41768.4745 |
65 | 0.0567 | -0.0667 | 0.0434 | 11550920686.4019 | 3705868504.5607 | 60875.845 |
66 | 0.0599 | -0.0084 | 0.0376 | 163691566.8736 | 3115505681.6128 | 55816.7151 |
67 | 0.0326 | -0.0365 | 0.0374 | 11761974461.9014 | 4350715507.3683 | 65959.9538 |
68 | 0.036 | 0.0441 | 0.0382 | 13886654336.0489 | 5542707860.9534 | 74449.3644 |
69 | 0.0653 | 0.0075 | 0.0348 | 106202276.0797 | 4938651684.8563 | 70275.5412 |
70 | 0.0664 | 0.0084 | 0.0322 | 129102484.1387 | 4457696764.7846 | 66765.9851 |
71 | 0.0911 | -0.0098 | 0.0301 | 87669005.7612 | 4060421513.9643 | 63721.4368 |
72 | 0.1005 | 0.0021 | 0.0278 | 3148750.1525 | 3722315450.3133 | 61010.7814 |