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 | 674176.7389 | 478855.5609 | 869497.9169 | 0.4643 | 0.0381 | 0.6779 | 0.0381 |
62 | 847224 | 918310.1593 | 716095.9372 | 1120524.3813 | 0.2454 | 0.9887 | 0.3657 | 0.7434 |
63 | 1073256 | 1137967.2594 | 933725.1119 | 1342209.4068 | 0.2673 | 0.9974 | 0.4148 | 0.9971 |
64 | 1514326 | 1472289.9303 | 1267716.9923 | 1676862.8682 | 0.3436 | 0.9999 | 0.7539 | 1 |
65 | 1503734 | 1589929.8627 | 1385288.9397 | 1794570.7857 | 0.2045 | 0.7655 | 0.2465 | 1 |
66 | 1507712 | 1492314.3752 | 1287660.666 | 1696968.0844 | 0.4414 | 0.4565 | 0.4884 | 1 |
67 | 2865698 | 2903831.482 | 2699175.2828 | 3108487.6812 | 0.3575 | 1 | 0.4431 | 1 |
68 | 2788128 | 2734648.0253 | 2529991.3477 | 2939304.7029 | 0.3043 | 0.1047 | 0.3472 | 1 |
69 | 1391596 | 1405954.9265 | 1201298.1566 | 1610611.6965 | 0.4453 | 0 | 0.4959 | 1 |
70 | 1366378 | 1359459.9596 | 1154803.1719 | 1564116.7474 | 0.4736 | 0.3791 | 0.459 | 1 |
71 | 946295 | 953038.9623 | 748382.1711 | 1157695.7535 | 0.4743 | 0 | 0.4562 | 0.8361 |
72 | 859626 | 859927.9096 | 655271.1177 | 1064584.7015 | 0.4988 | 0.2041 | 0.5346 | 0.5346 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1478 | 0.0131 | 0.0131 | 0.0132 | 79946150.5598 | 0 | 0 | 0.0234 | 0.0234 |
62 | 0.1123 | -0.0839 | 0.0485 | 0.0469 | 5053242039.8824 | 2566594095.2211 | 50661.5643 | -0.1857 | 0.1046 |
63 | 0.0916 | -0.0603 | 0.0524 | 0.0507 | 4187547089.5978 | 3106911760.0133 | 55739.6785 | -0.1691 | 0.1261 |
64 | 0.0709 | 0.0278 | 0.0463 | 0.0451 | 1767031158.3597 | 2771941609.5999 | 52649.2318 | 0.1098 | 0.122 |
65 | 0.0657 | -0.0573 | 0.0485 | 0.0472 | 7429726746.1425 | 3703498636.9084 | 60856.3771 | -0.2252 | 0.1427 |
66 | 0.07 | 0.0102 | 0.0421 | 0.0411 | 237086848.7708 | 3125763338.8855 | 55908.5265 | 0.0402 | 0.1256 |
67 | 0.036 | -0.0133 | 0.038 | 0.0371 | 1454162450.6665 | 2886963211.9971 | 53730.4682 | -0.0996 | 0.1219 |
68 | 0.0382 | 0.0192 | 0.0356 | 0.0349 | 2860107692.6414 | 2883606272.0776 | 53699.2204 | 0.1397 | 0.1241 |
69 | 0.0743 | -0.0103 | 0.0328 | 0.0321 | 206178771.3584 | 2586114327.5533 | 50853.8526 | -0.0375 | 0.1145 |
70 | 0.0768 | 0.0051 | 0.03 | 0.0294 | 47859282.4371 | 2332288823.0416 | 48293.7762 | 0.0181 | 0.1048 |
71 | 0.1096 | -0.0071 | 0.028 | 0.0274 | 45481027.7139 | 2124397205.2846 | 46091.1836 | -0.0176 | 0.0969 |
72 | 0.1214 | -4e-04 | 0.0257 | 0.0251 | 91149.4043 | 1947371700.6279 | 44129.0347 | -8e-04 | 0.0889 |