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]) |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | 938461.5528 | -219006.9633 | 2095930.0689 | 0.3327 | 0.559 | 0.559 | 0.559 |
62 | 847224 | 900694.3276 | -758737.9369 | 2560126.5921 | 0.4748 | 0.6014 | 0.6014 | 0.5235 |
63 | 1073256 | 859893.9978 | -1034459.8468 | 2754247.8425 | 0.4126 | 0.5052 | 0.5052 | 0.5037 |
64 | 1514326 | 882326.1687 | -1303549.6936 | 3068202.0311 | 0.2855 | 0.432 | 0.432 | 0.5113 |
65 | 1503734 | 886412.7545 | -1591219.1349 | 3364044.644 | 0.3127 | 0.3097 | 0.3097 | 0.5112 |
66 | 1507712 | 874402.2033 | -1828628.8672 | 3577433.2739 | 0.323 | 0.3241 | 0.3241 | 0.5068 |
67 | 2865698 | 876819.6047 | -2037527.7017 | 3791166.9112 | 0.0905 | 0.3357 | 0.3357 | 0.507 |
68 | 2788128 | 880430.2931 | -2242733.9412 | 4003594.5274 | 0.1156 | 0.1064 | 0.1064 | 0.5074 |
69 | 1391596 | 877959.6543 | -2435712.4359 | 4191631.7445 | 0.3806 | 0.1293 | 0.1293 | 0.5064 |
70 | 1366378 | 877431.3143 | -2614196.7228 | 4369059.3513 | 0.3919 | 0.3864 | 0.3864 | 0.506 |
71 | 946295 | 878605.5228 | -2785061.5634 | 4542272.609 | 0.4856 | 0.3971 | 0.3971 | 0.5059 |
72 | 859626 | 878353.8891 | -2949433.7225 | 4706141.5008 | 0.4962 | 0.4861 | 0.4861 | 0.5056 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.6293 | -0.2721 | 0 | 65200329955.5819 | 0 | 0 |
62 | 0.94 | -0.0594 | 0.1657 | 2859075935.4496 | 34029702945.5157 | 184471.415 |
63 | 1.124 | 0.2481 | 0.1932 | 45523343966.9344 | 37860916619.322 | 194578.8185 |
64 | 1.264 | 0.7163 | 0.324 | 399423786739.678 | 128251634149.411 | 358122.3731 |
65 | 1.4261 | 0.6964 | 0.3985 | 381085520115.94 | 178818411342.717 | 422869.2603 |
66 | 1.5772 | 0.7243 | 0.4528 | 401081298538.636 | 215862225875.37 | 464609.7565 |
67 | 1.6958 | 2.2683 | 0.7121 | 3955637271190.27 | 750115803777.499 | 866092.2605 |
68 | 1.8099 | 2.1668 | 0.894 | 3639310540845.56 | 1111265145911.01 | 1054165.616 |
69 | 1.9257 | 0.585 | 0.8596 | 263822295600.715 | 1017104829209.86 | 1008516.1522 |
70 | 2.0303 | 0.5572 | 0.8294 | 239068861487.354 | 939301232437.612 | 969175.5426 |
71 | 2.1275 | 0.077 | 0.761 | 4581865325.8953 | 854326744518.365 | 924297.9739 |
72 | 2.2234 | -0.0213 | 0.6994 | 350733831.0975 | 783162076961.093 | 884964.4495 |