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 | 595454 | - | - | - | - | - | - | - |
49 | 590865 | - | - | - | - | - | - | - |
50 | 589379 | - | - | - | - | - | - | - |
51 | 584428 | - | - | - | - | - | - | - |
52 | 573100 | - | - | - | - | - | - | - |
53 | 567456 | - | - | - | - | - | - | - |
54 | 569028 | - | - | - | - | - | - | - |
55 | 620735 | - | - | - | - | - | - | - |
56 | 628884 | - | - | - | - | - | - | - |
57 | 628232 | - | - | - | - | - | - | - |
58 | 612117 | - | - | - | - | - | - | - |
59 | 595404 | - | - | - | - | - | - | - |
60 | 597141 | - | - | - | - | - | - | - |
61 | 593408 | 599261.4311 | 585370.0749 | 613482.4417 | 0.2099 | 0.615 | 0.8764 | 0.615 |
62 | 590072 | 598029.3399 | 577329.4764 | 619471.3868 | 0.2335 | 0.6636 | 0.7854 | 0.5324 |
63 | 579799 | 592254.2185 | 568180.8189 | 617347.5901 | 0.1653 | 0.5677 | 0.7295 | 0.3513 |
64 | 574205 | 581930.5759 | 556001.2587 | 609069.1161 | 0.2884 | 0.5612 | 0.7382 | 0.136 |
65 | 572775 | 574900.3059 | 547347.8258 | 603839.7271 | 0.4428 | 0.5188 | 0.6929 | 0.066 |
66 | 572942 | 578289.8408 | 548674.655 | 609503.5317 | 0.3685 | 0.6354 | 0.7196 | 0.1183 |
67 | 619567 | 635692.8018 | 601104.3454 | 672271.5305 | 0.1938 | 0.9996 | 0.7886 | 0.9806 |
68 | 625809 | 648320.3089 | 611076.2024 | 687834.3836 | 0.1321 | 0.9231 | 0.8325 | 0.9944 |
69 | 619916 | 648290.4917 | 609195.8415 | 689894.0095 | 0.0907 | 0.8552 | 0.8277 | 0.992 |
70 | 587625 | 637195.13 | 597047.6296 | 680042.2839 | 0.0117 | 0.7854 | 0.8743 | 0.9665 |
71 | 565742 | 618875.7638 | 578287.7141 | 662312.5509 | 0.0083 | 0.9207 | 0.8552 | 0.8366 |
72 | 557274 | 621473.713 | 579179.4944 | 666856.4403 | 0.0028 | 0.992 | 0.8533 | 0.8533 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0121 | -0.0098 | 8e-04 | 34262656.1921 | 2855221.3493 | 1689.74 |
62 | 0.0183 | -0.0133 | 0.0011 | 63319258.3219 | 5276604.8602 | 2297.0862 |
63 | 0.0216 | -0.021 | 0.0018 | 155132467.4412 | 12927705.6201 | 3595.5119 |
64 | 0.0238 | -0.0133 | 0.0011 | 59684523.6487 | 4973710.3041 | 2230.1817 |
65 | 0.0257 | -0.0037 | 3e-04 | 4516925.3216 | 376410.4435 | 613.523 |
66 | 0.0275 | -0.0092 | 8e-04 | 28599401.2513 | 2383283.4376 | 1543.7887 |
67 | 0.0294 | -0.0254 | 0.0021 | 260041484.6613 | 21670123.7218 | 4655.118 |
68 | 0.0311 | -0.0347 | 0.0029 | 506759030.0543 | 42229919.1712 | 6498.4551 |
69 | 0.0327 | -0.0438 | 0.0036 | 805111778.285 | 67092648.1904 | 8191.0102 |
70 | 0.0343 | -0.0778 | 0.0065 | 2457197786.2671 | 204766482.1889 | 14309.6639 |
71 | 0.0358 | -0.0859 | 0.0072 | 2823196857.003 | 235266404.7502 | 15338.3964 |
72 | 0.0373 | -0.1033 | 0.0086 | 4121603147.4731 | 343466928.9561 | 18532.8608 |