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 | 676956.6336 | 486985.2147 | 866928.0525 | 0.4747 | 0.0364 | 0.6927 | 0.0364 |
62 | 847224 | 904370.0734 | 711747.5242 | 1096992.6225 | 0.2805 | 0.9878 | 0.3078 | 0.707 |
63 | 1073256 | 1120548.5129 | 917773.5751 | 1323323.4507 | 0.3238 | 0.9959 | 0.3501 | 0.9954 |
64 | 1514326 | 1469591.9265 | 1263551.0107 | 1675632.8423 | 0.3352 | 0.9999 | 0.7441 | 1 |
65 | 1503734 | 1571376.2945 | 1364285.1292 | 1778467.4597 | 0.261 | 0.7054 | 0.1968 | 1 |
66 | 1507712 | 1476575.2427 | 1265270.2565 | 1687880.2288 | 0.3864 | 0.4006 | 0.4309 | 1 |
67 | 2865698 | 2889630.0399 | 2676622.1417 | 3102637.9381 | 0.4129 | 1 | 0.3942 | 1 |
68 | 2788128 | 2716823.3286 | 2501287.8181 | 2932358.839 | 0.2584 | 0.0879 | 0.2963 | 1 |
69 | 1391596 | 1393481.0278 | 1175510.7589 | 1611451.2968 | 0.4932 | 0 | 0.4515 | 1 |
70 | 1366378 | 1345619.596 | 1125500.6895 | 1565738.5025 | 0.4267 | 0.3411 | 0.4134 | 1 |
71 | 946295 | 939172.7993 | 716672.241 | 1161673.3577 | 0.475 | 1e-04 | 0.4116 | 0.7817 |
72 | 859626 | 848411.6792 | 623700.2799 | 1073123.0786 | 0.461 | 0.1966 | 0.4915 | 0.4915 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1432 | 0.0091 | 0 | 37962435.7848 | 0 | 0 |
62 | 0.1087 | -0.0632 | 0.0361 | 3265673700.0104 | 1651818067.8976 | 40642.5647 |
63 | 0.0923 | -0.0422 | 0.0382 | 2236581780.138 | 1846739305.3111 | 42973.7048 |
64 | 0.0715 | 0.0304 | 0.0362 | 2001137331.9007 | 1885338811.9585 | 43420.4884 |
65 | 0.0672 | -0.043 | 0.0376 | 4575480002.0225 | 2423367049.9713 | 49227.7061 |
66 | 0.073 | 0.0211 | 0.0348 | 969497657.0515 | 2181055484.4846 | 46701.7717 |
67 | 0.0376 | -0.0083 | 0.0311 | 572742533.4046 | 1951296491.4732 | 44173.4818 |
68 | 0.0405 | 0.0262 | 0.0304 | 5084356165.7568 | 2342928950.7587 | 48403.8113 |
69 | 0.0798 | -0.0014 | 0.0272 | 3553329.8767 | 2082998326.2162 | 45639.8765 |
70 | 0.0835 | 0.0154 | 0.026 | 430911337.3399 | 1917789627.3286 | 43792.575 |
71 | 0.1209 | 0.0076 | 0.0244 | 50725742.2453 | 1748056546.8665 | 41809.7662 |
72 | 0.1351 | 0.0132 | 0.0234 | 125760990.0146 | 1612865250.4622 | 40160.4937 |