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[72]) |
60 | 610926 | - | - | - | - | - | - | - |
61 | 633685 | - | - | - | - | - | - | - |
62 | 639696 | - | - | - | - | - | - | - |
63 | 659451 | - | - | - | - | - | - | - |
64 | 593248 | - | - | - | - | - | - | - |
65 | 606677 | - | - | - | - | - | - | - |
66 | 599434 | - | - | - | - | - | - | - |
67 | 569578 | - | - | - | - | - | - | - |
68 | 629873 | - | - | - | - | - | - | - |
69 | 613438 | - | - | - | - | - | - | - |
70 | 604172 | - | - | - | - | - | - | - |
71 | 658328 | - | - | - | - | - | - | - |
72 | 612633 | - | - | - | - | - | - | - |
73 | 707372 | 671154.4557 | 640371.2524 | 706289.7946 | 0.0217 | 0.9995 | 0.9817 | 0.9995 |
74 | 739770 | 693939.6458 | 660221.2797 | 732751.1547 | 0.0103 | 0.2488 | 0.9969 | 1 |
75 | 777535 | 665246.2267 | 633569.2379 | 701598.0127 | 0 | 0 | 0.6227 | 0.9977 |
76 | 685030 | 629837.8017 | 596551.3209 | 668666.6799 | 0.0027 | 0 | 0.9676 | 0.8074 |
77 | 730234 | 648923.9348 | 612909.3159 | 691289.1368 | 1e-04 | 0.0474 | 0.9747 | 0.9534 |
78 | 714154 | 607181.0005 | 574747.6185 | 645082.4932 | 0 | 0 | 0.6557 | 0.389 |
79 | 630872 | 597999.2453 | 564767.1893 | 637100.3121 | 0.0497 | 0 | 0.9229 | 0.2316 |
80 | 719492 | 647457.0884 | 606709.5368 | 696550.755 | 0.002 | 0.7461 | 0.7587 | 0.9178 |
81 | 677023 | 624005.4466 | 584454.43 | 671727.1096 | 0.0147 | 0 | 0.6679 | 0.6798 |
82 | 679272 | 635120.7095 | 592741.8484 | 686818.3811 | 0.0471 | 0.0561 | 0.8797 | 0.8031 |
83 | 718317 | 658464.1824 | 611855.3295 | 716093.778 | 0.0209 | 0.2396 | 0.5018 | 0.9405 |
84 | 645672 | 620055.5069 | 577943.0978 | 671630.8931 | 0.1652 | 1e-04 | 0.6111 | 0.6111 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0267 | 0.054 | 0 | 1311710515.9521 | 0 | 0 |
74 | 0.0285 | 0.066 | 0.06 | 2100421366.0856 | 1706065941.0189 | 41304.5511 |
75 | 0.0279 | 0.1688 | 0.0963 | 12608768603.828 | 5340300161.9552 | 73077.3574 |
76 | 0.0315 | 0.0876 | 0.0941 | 3046178751.9643 | 4766769809.4575 | 69041.7976 |
77 | 0.0333 | 0.1253 | 0.1003 | 6611326694.9505 | 5135681186.5561 | 71663.6671 |
78 | 0.0318 | 0.1762 | 0.113 | 11443222618.2453 | 6186938091.8377 | 78657.0918 |
79 | 0.0334 | 0.055 | 0.1047 | 1080618003.5224 | 5457463793.5069 | 73874.6492 |
80 | 0.0387 | 0.1113 | 0.1055 | 5189028493.1229 | 5423909380.9589 | 73647.1953 |
81 | 0.039 | 0.085 | 0.1032 | 2810860967.7633 | 5133570668.3816 | 71648.9405 |
82 | 0.0415 | 0.0695 | 0.0999 | 1949336455.006 | 4815147247.0441 | 69391.262 |
83 | 0.0447 | 0.0909 | 0.099 | 3582359775.546 | 4703075658.726 | 68578.9739 |
84 | 0.0424 | 0.0413 | 0.0942 | 656204718.7332 | 4365836413.7266 | 66074.4763 |