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 | 1262973 | - | - | - | - | - | - | - |
49 | 1195650 | - | - | - | - | - | - | - |
50 | 1269530 | - | - | - | - | - | - | - |
51 | 1479279 | - | - | - | - | - | - | - |
52 | 1607819 | - | - | - | - | - | - | - |
53 | 1712466 | - | - | - | - | - | - | - |
54 | 1721766 | - | - | - | - | - | - | - |
55 | 1949843 | - | - | - | - | - | - | - |
56 | 1821326 | - | - | - | - | - | - | - |
57 | 1757802 | - | - | - | - | - | - | - |
58 | 1590367 | - | - | - | - | - | - | - |
59 | 1260647 | - | - | - | - | - | - | - |
60 | 1149235 | - | - | - | - | - | - | - |
61 | 1016367 | 1085057.4096 | 1025485.6509 | 1146310.9637 | 0.014 | 0.02 | 2e-04 | 0.02 |
62 | 1027885 | 1155490.1789 | 1069006.266 | 1245337.6826 | 0.0027 | 0.9988 | 0.0064 | 0.5543 |
63 | 1262159 | 1355965.2578 | 1241514.7208 | 1475461.1809 | 0.0619 | 1 | 0.0216 | 0.9997 |
64 | 1520854 | 1479145.1161 | 1341437.9613 | 1623579.4524 | 0.2857 | 0.9984 | 0.0404 | 1 |
65 | 1544144 | 1579584.7331 | 1420800.3174 | 1746778.1257 | 0.3389 | 0.7544 | 0.0596 | 1 |
66 | 1564709 | 1588517.1229 | 1414512.9939 | 1772612.0242 | 0.3999 | 0.6817 | 0.078 | 1 |
67 | 1821776 | 1807870.7977 | 1607440.4261 | 2020073.7368 | 0.4489 | 0.9876 | 0.0949 | 1 |
68 | 1741365 | 1684202.2671 | 1478045.1204 | 1903813.7767 | 0.305 | 0.1098 | 0.1105 | 1 |
69 | 1623386 | 1623137.9851 | 1409039.3166 | 1852372.812 | 0.4992 | 0.156 | 0.1248 | 1 |
70 | 1498658 | 1462407.9646 | 1249030.0643 | 1692603.8185 | 0.3788 | 0.0852 | 0.138 | 0.9962 |
71 | 1241822 | 1147016.2548 | 950258.7854 | 1362273.4733 | 0.194 | 7e-04 | 0.1504 | 0.4919 |
72 | 1136029 | 1040862.8435 | 845984.2536 | 1255922.9779 | 0.1929 | 0.0335 | 0.1617 | 0.1617 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0288 | -0.0633 | 0 | 4718372371.5295 | 0 | 0 |
62 | 0.0397 | -0.1104 | 0.0869 | 16283081687.7202 | 10500727029.6249 | 102473.0551 |
63 | 0.045 | -0.0692 | 0.081 | 8799614002.7315 | 9933689353.9937 | 99667.8953 |
64 | 0.0498 | 0.0282 | 0.0678 | 1739630993.8151 | 7885174763.9491 | 88798.5065 |
65 | 0.054 | -0.0224 | 0.0587 | 1256045563.6035 | 6559348923.88 | 80989.8075 |
66 | 0.0591 | -0.015 | 0.0514 | 566826717.4277 | 5560595222.8046 | 74569.3987 |
67 | 0.0599 | 0.0077 | 0.0452 | 193354651.9951 | 4793846569.8318 | 69237.6095 |
68 | 0.0665 | 0.0339 | 0.0438 | 3267578037.3462 | 4603063003.2711 | 67845.8768 |
69 | 0.0721 | 2e-04 | 0.0389 | 61511.3888 | 4091618393.062 | 63965.7595 |
70 | 0.0803 | 0.0248 | 0.0375 | 1314065069.8999 | 3813863060.7458 | 61756.4819 |
71 | 0.0957 | 0.0827 | 0.0416 | 8988129320.9889 | 4284250902.586 | 65454.1893 |
72 | 0.1054 | 0.0914 | 0.0458 | 9056597335.4255 | 4681946438.656 | 68424.7502 |