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 | 596951.9924 | 613545.0228 | 580980.4803 | 0.6682 | 0.5093 | 0.2275 | 0.5093 |
62 | 590072 | 595214.839 | 618772.2487 | 572894.1632 | 0.6742 | 0.437 | 0.3042 | 0.5672 |
63 | 579799 | 589508.305 | 618146.271 | 562693.9352 | 0.7611 | 0.5164 | 0.3552 | 0.7115 |
64 | 574205 | 578587.9247 | 610960.7399 | 548566.6029 | 0.6126 | 0.5315 | 0.3601 | 0.8871 |
65 | 572775 | 571972.1002 | 607744.1355 | 539079.8448 | 0.5191 | 0.5529 | 0.3939 | 0.9332 |
66 | 572942 | 575033.4072 | 614681.0928 | 538875.6512 | 0.5451 | 0.4513 | 0.3724 | 0.8846 |
67 | 619567 | 631103.0533 | 680167.7823 | 586853.9665 | 0.6953 | 0.005 | 0.323 | 0.0662 |
68 | 625809 | 642522.747 | 696530.639 | 594200.6093 | 0.7511 | 0.1759 | 0.2901 | 0.0328 |
69 | 619916 | 642348.9524 | 699812.4888 | 591280.4238 | 0.8054 | 0.2628 | 0.294 | 0.0414 |
70 | 587625 | 629649.4425 | 688717.4566 | 577437.6213 | 0.9427 | 0.3574 | 0.2552 | 0.1112 |
71 | 565742 | 611665.4083 | 671294.5696 | 559196.1232 | 0.9569 | 0.1846 | 0.2718 | 0.2937 |
72 | 557274 | 613942.9436 | 676741.8591 | 559009.2615 | 0.9784 | 0.0427 | 0.2744 | 0.2744 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | -0.0137 | -0.0059 | 5e-04 | 12559882.4319 | 1046656.8693 | 1023.0625 |
62 | -0.0191 | -0.0086 | 7e-04 | 26448792.9773 | 2204066.0814 | 1484.6097 |
63 | -0.0232 | -0.0165 | 0.0014 | 94270603.0333 | 7855883.5861 | 2802.8349 |
64 | -0.0265 | -0.0076 | 6e-04 | 19210028.958 | 1600835.7465 | 1265.2414 |
65 | -0.0293 | 0.0014 | 1e-04 | 644648.0493 | 53720.6708 | 231.7772 |
66 | -0.0321 | -0.0036 | 3e-04 | 4373984.1398 | 364498.6783 | 603.7373 |
67 | -0.0358 | -0.0183 | 0.0015 | 133080525.9265 | 11090043.8272 | 3330.1717 |
68 | -0.0384 | -0.026 | 0.0022 | 279349337.5633 | 23279111.4636 | 4824.8432 |
69 | -0.0406 | -0.0349 | 0.0029 | 503237354.1022 | 41936446.1752 | 6475.8356 |
70 | -0.0423 | -0.0667 | 0.0056 | 1766053771.2168 | 147171147.6014 | 12131.4116 |
71 | -0.0438 | -0.0751 | 0.0063 | 2108959426.4778 | 175746618.8732 | 13256.9461 |
72 | -0.0457 | -0.0923 | 0.0077 | 3211369172.2311 | 267614097.6859 | 16358.9149 |