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 | 647398.0054 | 477810.8703 | 816985.1405 | 0.3399 | 0.0094 | 0.588 | 0.0094 |
62 | 847224 | 899185.9232 | 724760.8126 | 1073611.0337 | 0.2796 | 0.9924 | 0.27 | 0.7065 |
63 | 1073256 | 1133175.5793 | 958460.4739 | 1307890.6847 | 0.2507 | 0.9993 | 0.3801 | 0.9992 |
64 | 1514326 | 1532111.9212 | 1357379.1895 | 1706844.6528 | 0.4209 | 1 | 0.9299 | 1 |
65 | 1503734 | 1618958.9273 | 1444225.1234 | 1793692.7312 | 0.0981 | 0.8797 | 0.3166 | 1 |
66 | 1507712 | 1535225.4368 | 1360491.5676 | 1709959.3059 | 0.3788 | 0.638 | 0.6727 | 1 |
67 | 2865698 | 2997797.1978 | 2823063.3248 | 3172531.0708 | 0.0692 | 1 | 0.8123 | 1 |
68 | 2788128 | 2654093.2512 | 2479359.3802 | 2828827.1223 | 0.0664 | 0.0088 | 0.0863 | 1 |
69 | 1391596 | 1377959.2937 | 1203225.4577 | 1552693.1297 | 0.4392 | 0 | 0.3722 | 1 |
70 | 1366378 | 1358264.3168 | 1183531.0572 | 1532997.5763 | 0.4637 | 0.3542 | 0.4468 | 1 |
71 | 946295 | 961236.225 | 786512.4411 | 1135960.0089 | 0.4334 | 0 | 0.4853 | 0.8922 |
72 | 859626 | 860726.0549 | 686158.1065 | 1035294.0033 | 0.4951 | 0.1683 | 0.5441 | 0.5441 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1336 | 0.0552 | 0 | 1275918016.9883 | 0 | 0 |
62 | 0.099 | -0.0578 | 0.0565 | 2700041459.7152 | 1987979738.3518 | 44586.7664 |
63 | 0.0787 | -0.0529 | 0.0553 | 3590355985.321 | 2522105154.0082 | 50220.5651 |
64 | 0.0582 | -0.0116 | 0.0444 | 316338991.4789 | 1970663613.3759 | 44392.1571 |
65 | 0.0551 | -0.0712 | 0.0497 | 13276783870.774 | 4231887664.8555 | 65052.9605 |
66 | 0.0581 | -0.0179 | 0.0444 | 756989201.8341 | 3652737921.0186 | 60437.8848 |
67 | 0.0297 | -0.0441 | 0.0444 | 17450198061.7817 | 5623803655.4133 | 74992.0239 |
68 | 0.0336 | 0.0505 | 0.0451 | 17965313873.7506 | 7166492432.7055 | 84655.1383 |
69 | 0.0647 | 0.0099 | 0.0412 | 185959757.957 | 6390877691.0668 | 79942.9652 |
70 | 0.0656 | 0.006 | 0.0377 | 65831855.8492 | 5758373107.545 | 75883.945 |
71 | 0.0927 | -0.0155 | 0.0357 | 223240204.7755 | 5255179207.2932 | 72492.6148 |
72 | 0.1035 | -0.0013 | 0.0328 | 1210120.7723 | 4817348450.0832 | 69407.121 |