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 | 595454.000000001 | - | - | - | - | - | - | - |
49 | 590865 | - | - | - | - | - | - | - |
50 | 589379.000000001 | - | - | - | - | - | - | - |
51 | 584428 | - | - | - | - | - | - | - |
52 | 573100 | - | - | - | - | - | - | - |
53 | 567456.0 | - | - | - | - | - | - | - |
54 | 569028.0 | - | - | - | - | - | - | - |
55 | 620735 | - | - | - | - | - | - | - |
56 | 628884 | - | - | - | - | - | - | - |
57 | 628232 | - | - | - | - | - | - | - |
58 | 612117 | - | - | - | - | - | - | - |
59 | 595404.000000001 | - | - | - | - | - | - | - |
60 | 597141 | - | - | - | - | - | - | - |
61 | 593408 | 603031.1502 | 594028.2313 | 611927.8017 | 0.017 | 0.9028 | 0.9963 | 0.9028 |
62 | 590072 | 601367.5355 | 588574.5795 | 613946.3786 | 0.0392 | 0.8926 | 0.9691 | 0.7449 |
63 | 579799 | 595631.6113 | 579809.0275 | 611124.8449 | 0.0226 | 0.7591 | 0.9218 | 0.4243 |
64 | 574205 | 589915.5154 | 571468.441 | 607912.1941 | 0.0435 | 0.8647 | 0.9665 | 0.2157 |
65 | 572775 | 583046.1853 | 562189.3588 | 603322.4475 | 0.1604 | 0.8036 | 0.9341 | 0.0865 |
66 | 572942 | 588334.9486 | 565625.7114 | 610363.544 | 0.0854 | 0.9169 | 0.9571 | 0.2167 |
67 | 619567 | 640532.1442 | 617642.6975 | 662785.0907 | 0.0324 | 1 | 0.9594 | 0.9999 |
68 | 625809 | 652771.91 | 628657.9542 | 676193.3145 | 0.012 | 0.9973 | 0.9772 | 1 |
69 | 619916 | 652666.9942 | 627063.0761 | 677491.3425 | 0.0049 | 0.983 | 0.9732 | 1 |
70 | 587625 | 645346.3348 | 618079.1101 | 671721.3912 | 0 | 0.9706 | 0.9932 | 0.9998 |
71 | 565742 | 629039.5391 | 599799.2124 | 657230.5984 | 0 | 0.998 | 0.9903 | 0.9867 |
72 | 557274 | 633107.2473 | 602704.6295 | 662384.0851 | 0 | 1 | 0.992 | 0.992 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0075 | -0.016 | 0.0013 | 92605020.3877 | 7717085.0323 | 2777.9642 |
62 | 0.0107 | -0.0188 | 0.0016 | 127589122.5735 | 10632426.8811 | 3260.7402 |
63 | 0.0133 | -0.0266 | 0.0022 | 250671579.0433 | 20889298.2536 | 4570.4812 |
64 | 0.0156 | -0.0266 | 0.0022 | 246820293.2636 | 20568357.772 | 4535.2351 |
65 | 0.0177 | -0.0176 | 0.0015 | 105497246.949 | 8791437.2457 | 2965.0358 |
66 | 0.0191 | -0.0262 | 0.0022 | 236942865.1688 | 19745238.7641 | 4443.5615 |
67 | 0.0177 | -0.0327 | 0.0027 | 439537271.878 | 36628105.9898 | 6052.1158 |
68 | 0.0183 | -0.0413 | 0.0034 | 726998514.3542 | 60583209.5295 | 7783.5217 |
69 | 0.0194 | -0.0502 | 0.0042 | 1072627623.8216 | 89385635.3185 | 9454.3977 |
70 | 0.0209 | -0.0894 | 0.0075 | 3331752496.0774 | 277646041.3398 | 16662.7141 |
71 | 0.0229 | -0.1006 | 0.0084 | 4006578453.1323 | 333881537.761 | 18272.4256 |
72 | 0.0236 | -0.1198 | 0.01 | 5750681388.5689 | 479223449.0474 | 21891.1729 |