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 | 650770.4083 | 462051.4744 | 839489.3423 | 0.3685 | 0.0189 | 0.5929 | 0.0189 |
62 | 847224 | 898957.4931 | 710238.5591 | 1087676.427 | 0.2955 | 0.9875 | 0.2848 | 0.6913 |
63 | 1073256 | 1144812.0023 | 956093.0684 | 1333530.9362 | 0.2287 | 0.999 | 0.4358 | 0.9989 |
64 | 1514326 | 1528767.1085 | 1340048.1745 | 1717486.0424 | 0.4404 | 1 | 0.9084 | 1 |
65 | 1503734 | 1555733.7153 | 1367014.7813 | 1744452.6492 | 0.2946 | 0.6664 | 0.136 | 1 |
66 | 1507712 | 1555744.3096 | 1367025.3756 | 1744463.2435 | 0.3089 | 0.7055 | 0.7348 | 1 |
67 | 2865698 | 2914054.0468 | 2725335.1128 | 3102772.9807 | 0.3078 | 1 | 0.4804 | 1 |
68 | 2788128 | 2730538.214 | 2541819.2801 | 2919257.148 | 0.2749 | 0.0802 | 0.3196 | 1 |
69 | 1391596 | 1426884.3879 | 1238165.454 | 1615603.3219 | 0.357 | 0 | 0.5817 | 1 |
70 | 1366378 | 1381541.7912 | 1192822.8573 | 1570260.7251 | 0.4374 | 0.4584 | 0.5469 | 1 |
71 | 946295 | 981263.1376 | 792544.2037 | 1169982.0715 | 0.3582 | 0 | 0.569 | 0.9122 |
72 | 859626 | 888052.5919 | 699333.658 | 1076771.5259 | 0.3839 | 0.2726 | 0.6504 | 0.6504 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.148 | 0.0497 | 0 | 1046366687.0543 | 0 | 0 |
62 | 0.1071 | -0.0575 | 0.0536 | 2676354305.841 | 1861360496.4477 | 43143.4873 |
63 | 0.0841 | -0.0625 | 0.0566 | 5120261466.8033 | 2947660819.8995 | 54292.3643 |
64 | 0.063 | -0.0094 | 0.0448 | 208545613.3326 | 2262882018.2578 | 47569.7595 |
65 | 0.0619 | -0.0334 | 0.0425 | 2703970386.2624 | 2351099691.8587 | 48488.1397 |
66 | 0.0619 | -0.0309 | 0.0406 | 2307102760.9918 | 2343766870.0476 | 48412.4661 |
67 | 0.033 | -0.0166 | 0.0372 | 2338307257.8597 | 2342986925.4493 | 48404.4102 |
68 | 0.0353 | 0.0211 | 0.0351 | 3316583447.3167 | 2464686490.6827 | 49645.609 |
69 | 0.0675 | -0.0247 | 0.034 | 1245270321.749 | 2329195805.2456 | 48261.7427 |
70 | 0.0697 | -0.011 | 0.0317 | 229940563.3982 | 2119270281.0609 | 46035.5328 |
71 | 0.0981 | -0.0356 | 0.032 | 1222770646.7183 | 2037770314.3025 | 45141.6694 |
72 | 0.1084 | -0.032 | 0.032 | 808071129.6216 | 1935295382.2457 | 43991.9923 |