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[48]) |
36 | 936574.000000001 | - | - | - | - | - | - | - |
37 | 708917.000000001 | - | - | - | - | - | - | - |
38 | 885295.000000001 | - | - | - | - | - | - | - |
39 | 1099663 | - | - | - | - | - | - | - |
40 | 1576220 | - | - | - | - | - | - | - |
41 | 1487870 | - | - | - | - | - | - | - |
42 | 1488635 | - | - | - | - | - | - | - |
43 | 2882530 | - | - | - | - | - | - | - |
44 | 2677026 | - | - | - | - | - | - | - |
45 | 1404398 | - | - | - | - | - | - | - |
46 | 1344370 | - | - | - | - | - | - | - |
47 | 936865.000000001 | - | - | - | - | - | - | - |
48 | 872705.000000001 | - | - | - | - | - | - | - |
49 | 628151 | 670361.7002 | 580369.6791 | 761581.5 | 0.1822 | 0 | 0.2037 | 0 |
50 | 953712 | 920293.9588 | 827237.0163 | 1014302.8912 | 0.243 | 1 | 0.7672 | 0.8394 |
51 | 1160384 | 1097530.7642 | 1002745.6132 | 1193142.5268 | 0.0988 | 0.9984 | 0.4826 | 1 |
52 | 1400618 | 1541292.6933 | 1443116.5186 | 1640098.6016 | 0.0026 | 1 | 0.2442 | 1 |
53 | 1661511 | 1684000.9104 | 1584926.3627 | 1783662.0843 | 0.3291 | 1 | 0.9999 | 1 |
54 | 1495347 | 1472165.7077 | 1374452.6894 | 1570532.0325 | 0.3221 | 1e-04 | 0.3714 | 1 |
55 | 2918786 | 3223545.8233 | 3117682.8687 | 3329757.6369 | 0 | 1 | 1 | 1 |
56 | 2775677 | 2443197.7253 | 2340277.7774 | 2546553.1696 | 0 | 0 | 0 | 1 |
57 | 1407026 | 1309635.297 | 1213095.9577 | 1406892.122 | 0.0248 | 0 | 0.0281 | 1 |
58 | 1370199 | 1349241.7923 | 1252404.4911 | 1446779.6574 | 0.3368 | 0.1228 | 0.539 | 1 |
59 | 964526 | 916944.751 | 823923.383 | 1010920.8972 | 0.1605 | 0 | 0.3389 | 0.8219 |
60 | 850851 | 770587.3186 | 679253.9872 | 863018.4135 | 0.0444 | 0 | 0.0152 | 0.0152 |
61 | 683118 | 644663.6656 | 550849.3203 | 739867.7379 | 0.2143 | 0 | 0.6331 | 0 |
62 | 847224 | 857980.5579 | 761271.7638 | 955793.9002 | 0.4147 | 0.9998 | 0.0275 | 0.384 |
63 | 1073256 | 1141640.9079 | 1041993.8784 | 1242166.3274 | 0.0912 | 1 | 0.3574 | 1 |
64 | 1514326 | 1634453.9382 | 1531035.3675 | 1738531.4283 | 0.0118 | 1 | 1 | 1 |
65 | 1503734 | 1528612.7454 | 1425905.286 | 1632015.4179 | 0.3186 | 0.6067 | 0.0059 | 1 |
66 | 1507712 | 1631983.0514 | 1528580.5901 | 1736045.2309 | 0.0096 | 0.9921 | 0.995 | 1 |
67 | 2865698 | 3024305.9057 | 2914170.3085 | 3134844.1243 | 0.0025 | 1 | 0.9693 | 1 |
68 | 2788128 | 2627381.9297 | 2518812.3837 | 2736402.0824 | 0.0019 | 0 | 0.0038 | 1 |
69 | 1391596 | 1424157.1361 | 1322197.6512 | 1526852.3876 | 0.2672 | 0 | 0.6282 | 1 |
70 | 1366378 | 1405634.1948 | 1303812.6314 | 1508199.2816 | 0.2266 | 0.6058 | 0.7508 | 1 |
71 | 946295 | 1005216.1287 | 906884.5641 | 1104520.4433 | 0.1224 | 0 | 0.789 | 0.9955 |
72 | 859626 | 898428.5342 | 801249.2818 | 996672.2461 | 0.2194 | 0.1698 | 0.8287 | 0.6961 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0694 | -0.063 | 0 | 1781743211.3278 | 0 | 0 |
50 | 0.0521 | 0.0363 | 0.0496 | 1116765480.3089 | 1449254345.8184 | 38069.0734 |
51 | 0.0444 | 0.0573 | 0.0522 | 3950529247.4806 | 2283012646.3724 | 47780.8816 |
52 | 0.0327 | -0.0913 | 0.062 | 19789369336.1597 | 6659601818.8193 | 81606.3834 |
53 | 0.0302 | -0.0134 | 0.0522 | 505796069.0376 | 5428840668.8629 | 73680.6669 |
54 | 0.0341 | 0.0157 | 0.0462 | 537372313.2727 | 4613595942.9312 | 67923.4565 |
55 | 0.0168 | -0.0945 | 0.0531 | 92878549888.5548 | 17222875078.0203 | 131235.9519 |
56 | 0.0216 | 0.1361 | 0.0634 | 110542468108.349 | 28887824206.8114 | 169964.1851 |
57 | 0.0379 | 0.0744 | 0.0647 | 9484949038.3823 | 26731949188.097 | 163499.0801 |
58 | 0.0369 | 0.0155 | 0.0597 | 439204553.3649 | 24102674724.6238 | 155250.3614 |
59 | 0.0523 | 0.0519 | 0.059 | 2263975252.36 | 22117338408.9635 | 148718.9914 |
60 | 0.0612 | 0.1042 | 0.0628 | 6442258553.8108 | 20811081754.3674 | 144260.465 |
61 | 0.0753 | 0.0597 | 0.0625 | 1478735830.6651 | 19323978221.7749 | 139010.7126 |
62 | 0.0582 | -0.0125 | 0.059 | 115703538.0884 | 17951958601.5116 | 133984.9193 |
63 | 0.0449 | -0.0599 | 0.059 | 4676495628.3859 | 17066927736.6366 | 130640.4521 |
64 | 0.0325 | -0.0735 | 0.0599 | 14430721537.187 | 16902164849.171 | 130008.3261 |
65 | 0.0345 | -0.0163 | 0.0574 | 618951974.7883 | 15944328797.7367 | 126270.8549 |
66 | 0.0325 | -0.0761 | 0.0584 | 15443294215.3295 | 15916493543.1585 | 126160.5863 |
67 | 0.0186 | -0.0524 | 0.0581 | 25156467754.4086 | 16402807975.3296 | 128073.4476 |
68 | 0.0212 | 0.0612 | 0.0583 | 25839299122.6126 | 16874632532.6937 | 129902.3962 |
69 | 0.0368 | -0.0229 | 0.0566 | 1060227585.9932 | 16121565630.4699 | 126970.7275 |
70 | 0.0372 | -0.0279 | 0.0553 | 1541048833.8627 | 15458814866.9877 | 124333.4825 |
71 | 0.0504 | -0.0586 | 0.0554 | 3471699403.0841 | 14937635933.7745 | 122219.6217 |
72 | 0.0558 | -0.0432 | 0.0549 | 1505636659.3249 | 14377969297.3391 | 119908.1703 |