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 | 665132.8001 | 509963.32 | 824039.4511 | 0.4122 | 0.011 | 0.6759 | 0.011 |
62 | 847224 | 912619.9138 | 750475.7725 | 1077710.7902 | 0.2188 | 0.9968 | 0.3128 | 0.7683 |
63 | 1073256 | 1145635.3505 | 975450.5897 | 1318394.7171 | 0.2058 | 0.9996 | 0.4336 | 0.9996 |
64 | 1514326 | 1539655.4024 | 1362451.8564 | 1718926.1878 | 0.3909 | 1 | 0.9358 | 1 |
65 | 1503734 | 1632936.6467 | 1454825.123 | 1813015.7526 | 0.0798 | 0.9016 | 0.3779 | 1 |
66 | 1507712 | 1545478.2949 | 1367425.5616 | 1725610.2972 | 0.3406 | 0.6752 | 0.7073 | 1 |
67 | 2865698 | 3006624.2359 | 2815926.6508 | 3198539.7641 | 0.075 | 1 | 0.8152 | 1 |
68 | 2788128 | 2672800.9249 | 2484281.6523 | 2862660.2804 | 0.1169 | 0.0232 | 0.1441 | 1 |
69 | 1391596 | 1390778.4413 | 1214690.8422 | 1569129.4105 | 0.4964 | 0 | 0.4291 | 1 |
70 | 1366378 | 1370524.7188 | 1194641.1609 | 1548700.3256 | 0.4818 | 0.4083 | 0.5014 | 1 |
71 | 946295 | 972470.9584 | 802708.37 | 1145263.4324 | 0.3833 | 0 | 0.5359 | 0.9161 |
72 | 859626 | 870540.0509 | 703190.7055 | 1041187.7104 | 0.4501 | 0.1921 | 0.5895 | 0.5895 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1219 | 0.027 | 0 | 323467416.085 | 0 | 0 |
62 | 0.0923 | -0.0717 | 0.0493 | 4276625545.7624 | 2300046480.9237 | 47958.7998 |
63 | 0.0769 | -0.0632 | 0.054 | 5238770372.7021 | 3279621111.5165 | 57267.9763 |
64 | 0.0594 | -0.0165 | 0.0446 | 641578625.6521 | 2620110490.0504 | 51187.0149 |
65 | 0.0563 | -0.0791 | 0.0515 | 16693323911.9269 | 5434753174.4257 | 73720.7784 |
66 | 0.0595 | -0.0244 | 0.047 | 1426293026.9436 | 4766676483.1787 | 69041.1217 |
67 | 0.0326 | -0.0469 | 0.047 | 19860203974.0729 | 6922894696.1636 | 83203.9344 |
68 | 0.0362 | 0.0431 | 0.0465 | 13300334240.0453 | 7720074639.1488 | 87863.9553 |
69 | 0.0654 | 6e-04 | 0.0414 | 668402.3052 | 6862362835.055 | 82839.3797 |
70 | 0.0663 | -0.003 | 0.0376 | 17195277.1459 | 6177846079.2641 | 78599.2753 |
71 | 0.0907 | -0.0269 | 0.0366 | 685180799.0333 | 5678512871.9704 | 75355.908 |
72 | 0.1 | -0.0125 | 0.0346 | 119116506.0966 | 5215229841.4809 | 72216.5483 |