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[62]) |
50 | 953712 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199 | - | - | - | - | - | - | - |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | - | - | - | - | - | - | - |
62 | 847224 | - | - | - | - | - | - | - |
63 | 1073256 | 1159099.6049 | 980509.4468 | 1337689.763 | 0.1731 | 0.9997 | 0.4944 | 0.9997 |
64 | 1514326 | 1523596.5014 | 1338377.2275 | 1708815.7753 | 0.4609 | 1 | 0.9034 | 1 |
65 | 1503734 | 1557650.1603 | 1371939.2411 | 1743361.0795 | 0.2847 | 0.6763 | 0.1365 | 1 |
66 | 1507712 | 1554326.5783 | 1368578.5357 | 1740074.6209 | 0.3114 | 0.7033 | 0.7331 | 1 |
67 | 2865698 | 2913999.6903 | 2728248.8409 | 3099750.5397 | 0.3051 | 1 | 0.4799 | 1 |
68 | 2788128 | 2730719.7326 | 2544968.671 | 2916470.7943 | 0.2723 | 0.0772 | 0.3176 | 1 |
69 | 1391596 | 1426520.205 | 1240769.1273 | 1612271.2827 | 0.3562 | 0 | 0.5815 | 1 |
70 | 1366378 | 1381180.2089 | 1195429.13 | 1566931.2879 | 0.4379 | 0.4562 | 0.5461 | 1 |
71 | 946295 | 980796.3031 | 795045.2241 | 1166547.3821 | 0.3579 | 0 | 0.5682 | 0.9206 |
72 | 859626 | 887521.8125 | 701770.7335 | 1073272.8916 | 0.3842 | 0.2676 | 0.6506 | 0.6647 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
63 | 0.0786 | -0.0741 | 0 | 7369124503.2249 | 0 | 0 |
64 | 0.062 | -0.0061 | 0.0401 | 85942196.1729 | 3727533349.6989 | 61053.5286 |
65 | 0.0608 | -0.0346 | 0.0383 | 2906952337.4177 | 3454006345.6052 | 58770.795 |
66 | 0.061 | -0.03 | 0.0362 | 2172918911.8486 | 3133734487.166 | 55979.7686 |
67 | 0.0325 | -0.0166 | 0.0323 | 2333053287.5496 | 2973598247.2427 | 54530.7092 |
68 | 0.0347 | 0.021 | 0.0304 | 3295709161.531 | 3027283399.6241 | 55020.7543 |
69 | 0.0664 | -0.0245 | 0.0295 | 1219700096.5885 | 2769057213.4762 | 52621.8321 |
70 | 0.0686 | -0.0107 | 0.0272 | 219105389.3021 | 2450313235.4544 | 49500.6387 |
71 | 0.0966 | -0.0352 | 0.0281 | 1190339915.5895 | 2310316199.9139 | 48065.7487 |
72 | 0.1068 | -0.0314 | 0.0284 | 778176356.7904 | 2157102215.6015 | 46444.6145 |