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 | 666200.8839 | 456508.463 | 875893.3049 | 0.4372 | 0.0422 | 0.6389 | 0.0422 |
62 | 847224 | 930171.0632 | 720478.6422 | 1139863.4841 | 0.2191 | 0.9895 | 0.4129 | 0.7708 |
63 | 1073256 | 1140020.3887 | 930327.9677 | 1349712.8097 | 0.2663 | 0.9969 | 0.4245 | 0.9966 |
64 | 1514326 | 1477821.3202 | 1268128.8992 | 1687513.7412 | 0.3665 | 0.9999 | 0.7647 | 1 |
65 | 1503734 | 1594527.898 | 1384835.477 | 1804220.319 | 0.198 | 0.7733 | 0.2656 | 1 |
66 | 1507712 | 1497281.2285 | 1287588.8076 | 1706973.6495 | 0.4612 | 0.476 | 0.5072 | 1 |
67 | 2865698 | 2908522.8655 | 2698830.4445 | 3118215.2865 | 0.3445 | 1 | 0.4618 | 1 |
68 | 2788128 | 2739653.8308 | 2529961.4098 | 2949346.2517 | 0.3252 | 0.1194 | 0.3682 | 1 |
69 | 1391596 | 1410646.3249 | 1200953.9039 | 1620338.7459 | 0.4293 | 0 | 0.5135 | 1 |
70 | 1366378 | 1364240.6957 | 1154548.2748 | 1573933.1167 | 0.492 | 0.3991 | 0.4778 | 1 |
71 | 946295 | 957811.3469 | 748118.926 | 1167503.7679 | 0.4571 | 1e-04 | 0.475 | 0.8413 |
72 | 859626 | 864578.8202 | 654886.3992 | 1074271.2412 | 0.4815 | 0.2225 | 0.551 | 0.551 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1606 | 0.0254 | 0 | 286188815.7205 | 0 | 0 |
62 | 0.115 | -0.0892 | 0.0573 | 6880215285.4999 | 3583202050.6102 | 59859.8534 |
63 | 0.0938 | -0.0586 | 0.0577 | 4457483598.0699 | 3874629233.0968 | 62246.5198 |
64 | 0.0724 | 0.0247 | 0.0495 | 1332591647.7005 | 3239119836.7477 | 56913.2659 |
65 | 0.0671 | -0.0569 | 0.051 | 8243531910.3845 | 4240002251.4751 | 65115.2997 |
66 | 0.0715 | 0.007 | 0.0436 | 108800993.4262 | 3551468708.4669 | 59594.2003 |
67 | 0.0368 | -0.0147 | 0.0395 | 1833969104.9296 | 3306111622.2473 | 57498.7967 |
68 | 0.0391 | 0.0177 | 0.0368 | 2349745084.0761 | 3186565804.9759 | 56449.675 |
69 | 0.0758 | -0.0135 | 0.0342 | 362914878.1773 | 2872826813.1094 | 53598.7576 |
70 | 0.0784 | 0.0016 | 0.0309 | 4568069.5456 | 2586000938.753 | 50852.7378 |
71 | 0.1117 | -0.012 | 0.0292 | 132626246.4941 | 2362966875.8204 | 48610.3577 |
72 | 0.1237 | -0.0057 | 0.0272 | 24530427.9884 | 2168097171.8344 | 46562.8304 |