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 | 872705.000000001 | - | - | - | - | - | - | - |
49 | 628151 | - | - | - | - | - | - | - |
50 | 953712 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511.00000000 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199.00000000 | - | - | - | - | - | - | - |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | 649595.0079 | 589253.8602 | 716802.9302 | 0.1641 | 0 | 0.7341 | 0 |
62 | 847224 | 881739.1455 | 797430.4184 | 975956.7368 | 0.2364 | 1 | 0.0672 | 0.7397 |
63 | 1073256 | 1145880.2309 | 1033567.9729 | 1271763.5497 | 0.1291 | 1 | 0.4107 | 1 |
64 | 1514326 | 1558593.874 | 1401330.8421 | 1735488.9175 | 0.3119 | 1 | 0.96 | 1 |
65 | 1503734 | 1528306.9551 | 1374384.9244 | 1701403.9881 | 0.3904 | 0.5629 | 0.0657 | 1 |
66 | 1507712 | 1582181.0032 | 1422311.8092 | 1762039.3592 | 0.2085 | 0.8037 | 0.828 | 1 |
67 | 2865698 | 2916845.1927 | 2604655.8384 | 3270689.5833 | 0.3885 | 1 | 0.4957 | 1 |
68 | 2788128 | 2723144.7582 | 2433562.3423 | 3051084.3255 | 0.3489 | 0.1971 | 0.3768 | 1 |
69 | 1391596 | 1436089.7182 | 1292301.6418 | 1597672.5757 | 0.2947 | 0 | 0.6378 | 1 |
70 | 1366378 | 1390061.4038 | 1251308.9198 | 1545926.3075 | 0.3829 | 0.4923 | 0.5986 | 1 |
71 | 946295 | 992184.1427 | 896250.5582 | 1099534.4176 | 0.2011 | 0 | 0.6932 | 0.9951 |
72 | 859626 | 901105.4591 | 814767.771 | 997613.8035 | 0.1998 | 0.1794 | 0.8463 | 0.8463 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0528 | 0.0516 | 0 | 1123790999.677 | 0 | 0 |
62 | 0.0545 | -0.0391 | 0.0454 | 1191295270.2145 | 1157543134.9458 | 34022.6856 |
63 | 0.056 | -0.0634 | 0.0514 | 5274278917.9259 | 2529788395.9392 | 50297.0019 |
64 | 0.0579 | -0.0284 | 0.0456 | 1959644667.5277 | 2387252463.8363 | 48859.5176 |
65 | 0.0578 | -0.0161 | 0.0397 | 603830123.5684 | 2030567995.7827 | 45061.8242 |
66 | 0.058 | -0.0471 | 0.0409 | 5545632444.1581 | 2616412070.5119 | 51150.8756 |
67 | 0.0619 | -0.0175 | 0.0376 | 2616035321.753 | 2616358249.2607 | 51150.3495 |
68 | 0.0614 | 0.0239 | 0.0359 | 4222821710.404 | 2817166181.9036 | 53076.9835 |
69 | 0.0574 | -0.031 | 0.0353 | 1979690958.9633 | 2724113379.3547 | 52193.0396 |
70 | 0.0572 | -0.017 | 0.0335 | 560903617.7545 | 2507792403.1946 | 50077.8634 |
71 | 0.0552 | -0.0463 | 0.0347 | 2105813416.9394 | 2471248858.9896 | 49711.6572 |
72 | 0.0546 | -0.046 | 0.0356 | 1720545523.5332 | 2408690247.7016 | 49078.4092 |