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[48]) |
36 | 1262973 | - | - | - | - | - | - | - |
37 | 1195650 | - | - | - | - | - | - | - |
38 | 1269530 | - | - | - | - | - | - | - |
39 | 1479279 | - | - | - | - | - | - | - |
40 | 1607819 | - | - | - | - | - | - | - |
41 | 1712466 | - | - | - | - | - | - | - |
42 | 1721766 | - | - | - | - | - | - | - |
43 | 1949843 | - | - | - | - | - | - | - |
44 | 1821326 | - | - | - | - | - | - | - |
45 | 1757802 | - | - | - | - | - | - | - |
46 | 1590367 | - | - | - | - | - | - | - |
47 | 1260647 | - | - | - | - | - | - | - |
48 | 1149235 | - | - | - | - | - | - | - |
49 | 1016367 | 1105566.3055 | 1053254.4621 | 1157878.1488 | 4e-04 | 0.0509 | 4e-04 | 0.0509 |
50 | 1027885 | 1142448.372 | 1070678.568 | 1214218.176 | 9e-04 | 0.9997 | 3e-04 | 0.4265 |
51 | 1262159 | 1367687.3349 | 1280537.9286 | 1454836.7413 | 0.0088 | 1 | 0.006 | 1 |
52 | 1520854 | 1530462.3324 | 1430292.055 | 1630632.6098 | 0.4254 | 1 | 0.0651 | 1 |
53 | 1544144 | 1628013.6069 | 1516326.5285 | 1739700.6854 | 0.0705 | 0.97 | 0.0692 | 1 |
54 | 1564709 | 1648997.2341 | 1526875.2593 | 1771119.2089 | 0.0881 | 0.9538 | 0.1214 | 1 |
55 | 1821776 | 1894654.4981 | 1762921.5356 | 2026387.4606 | 0.1391 | 1 | 0.2058 | 1 |
56 | 1741365 | 1779068.0124 | 1638379.123 | 1919756.9018 | 0.2997 | 0.2759 | 0.278 | 1 |
57 | 1623386 | 1731933.2631 | 1582825.387 | 1881041.1393 | 0.0768 | 0.4507 | 0.3669 | 1 |
58 | 1498658 | 1570245.7442 | 1413169.5906 | 1727321.8979 | 0.1859 | 0.2536 | 0.4009 | 1 |
59 | 1241822 | 1291945.3269 | 1127285.446 | 1456605.2079 | 0.2754 | 0.0069 | 0.6453 | 0.9553 |
60 | 1136029 | 1175211.5824 | 1003305.6646 | 1347117.5001 | 0.3275 | 0.2238 | 0.6165 | 0.6165 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0241 | -0.0807 | 0 | 7956516095.4558 | 0 | 0 |
50 | 0.0321 | -0.1003 | 0.0905 | 13124766197.9677 | 10540641146.7118 | 102667.6246 |
51 | 0.0325 | -0.0772 | 0.086 | 11136229476.5721 | 10739170589.9985 | 103629.9696 |
52 | 0.0334 | -0.0063 | 0.0661 | 92320051.806 | 8077457955.4504 | 89874.6792 |
53 | 0.035 | -0.0515 | 0.0632 | 7034110968.1106 | 7868788557.9825 | 88706.1923 |
54 | 0.0378 | -0.0511 | 0.0612 | 7104506407.2287 | 7741408199.5235 | 87985.2726 |
55 | 0.0355 | -0.0385 | 0.0579 | 5311275483.7274 | 7394246382.9812 | 85989.8039 |
56 | 0.0403 | -0.0212 | 0.0533 | 1421517144.0583 | 6647655228.1158 | 81533.1542 |
57 | 0.0439 | -0.0627 | 0.0544 | 11782508329.9257 | 7218194461.6503 | 84959.958 |
58 | 0.051 | -0.0456 | 0.0535 | 5124805120.0831 | 7008855527.4936 | 83718.9078 |
59 | 0.065 | -0.0388 | 0.0522 | 2512347902.6284 | 6600082107.0513 | 81240.8894 |
60 | 0.0746 | -0.0333 | 0.0506 | 1535274762.1419 | 6178014828.3088 | 78600.3488 |