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 | - | - | - | - | - | - | - |
49 | 628151 | - | - | - | - | - | - | - |
50 | 953712 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199 | - | - | - | - | - | - | - |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | 657708.2244 | 476890.3606 | 838526.0882 | 0.3915 | 0.0181 | 0.6257 | 0.0181 |
62 | 847224 | 908308.7007 | 727490.8347 | 1089126.5666 | 0.2539 | 0.9927 | 0.3113 | 0.7333 |
63 | 1073256 | 1144001.8483 | 963183.9802 | 1324819.7164 | 0.2216 | 0.9994 | 0.4295 | 0.9993 |
64 | 1514326 | 1547875.2914 | 1367057.4211 | 1728693.1616 | 0.3581 | 1 | 0.9448 | 1 |
65 | 1503734 | 1629618.0582 | 1448800.1858 | 1810435.9305 | 0.0862 | 0.8943 | 0.3648 | 1 |
66 | 1507712 | 1549568.7002 | 1368750.8257 | 1730386.5747 | 0.325 | 0.6903 | 0.7216 | 1 |
67 | 2865698 | 3013881.8355 | 2833063.9589 | 3194699.7122 | 0.0541 | 1 | 0.8487 | 1 |
68 | 2788128 | 2660365.6231 | 2479547.7443 | 2841183.5019 | 0.083 | 0.013 | 0.1057 | 1 |
69 | 1391596 | 1388290.8449 | 1207472.964 | 1569108.7258 | 0.4857 | 0 | 0.4195 | 1 |
70 | 1366378 | 1369874.3218 | 1189056.4387 | 1550692.2049 | 0.4849 | 0.4069 | 0.4986 | 1 |
71 | 946295 | 973216.9768 | 792399.0916 | 1154034.8621 | 0.3852 | 0 | 0.5375 | 0.9076 |
72 | 859626 | 872050.5351 | 691232.6476 | 1052868.4226 | 0.4464 | 0.2105 | 0.5909 | 0.5909 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1403 | 0.0386 | 0 | 645656694.2432 | 0 | 0 |
62 | 0.1016 | -0.0673 | 0.0529 | 3731340655.6041 | 2188498674.9237 | 46781.3924 |
63 | 0.0806 | -0.0618 | 0.0559 | 5004975054.1923 | 3127324134.6799 | 55922.4833 |
64 | 0.0596 | -0.0217 | 0.0473 | 1125554952.265 | 2626881839.0761 | 51253.1154 |
65 | 0.0566 | -0.0772 | 0.0533 | 15846796101.2672 | 5270864691.5143 | 72600.721 |
66 | 0.0595 | -0.027 | 0.0489 | 1751983352.082 | 4684384468.2756 | 68442.5633 |
67 | 0.0306 | -0.0492 | 0.049 | 21958449107.2258 | 7152107988.1256 | 84570.1365 |
68 | 0.0347 | 0.048 | 0.0489 | 16323224955.1704 | 8298497609.0062 | 91096.09 |
69 | 0.0665 | 0.0024 | 0.0437 | 10924050.2644 | 7377656102.4794 | 85893.2832 |
70 | 0.0673 | -0.0026 | 0.0396 | 12224266.1372 | 6641112918.8452 | 81493.0237 |
71 | 0.0948 | -0.0277 | 0.0385 | 724792836.6332 | 6103265638.6441 | 78123.4001 |
72 | 0.1058 | -0.0142 | 0.0365 | 154369072.6973 | 5607524258.1485 | 74883.4044 |