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[61]) |
49 | 565742 | - | - | - | - | - | - | - |
50 | 587625 | - | - | - | - | - | - | - |
51 | 619916 | - | - | - | - | - | - | - |
52 | 625809 | - | - | - | - | - | - | - |
53 | 619567 | - | - | - | - | - | - | - |
54 | 572942 | - | - | - | - | - | - | - |
55 | 572775 | - | - | - | - | - | - | - |
56 | 574205 | - | - | - | - | - | - | - |
57 | 579799 | - | - | - | - | - | - | - |
58 | 590072 | - | - | - | - | - | - | - |
59 | 593408 | - | - | - | - | - | - | - |
60 | 597141 | - | - | - | - | - | - | - |
61 | 595404 | - | - | - | - | - | - | - |
62 | 612117 | 614697.8118 | 598225.8938 | 631169.7298 | 0.3794 | 0.9892 | 0.9994 | 0.9892 |
63 | 628232 | 644742.7116 | 619172.4962 | 670312.927 | 0.1028 | 0.9938 | 0.9715 | 0.9999 |
64 | 628884 | 648687.2375 | 614801.6891 | 682572.7859 | 0.126 | 0.8816 | 0.9071 | 0.999 |
65 | 620735 | 640754.9516 | 598906.5047 | 682603.3985 | 0.1742 | 0.7109 | 0.8395 | 0.9832 |
66 | 569028 | 592663.642 | 543091.8737 | 642235.4103 | 0.175 | 0.1335 | 0.7822 | 0.4569 |
67 | 567456 | 591224.63 | 534133.8285 | 648315.4315 | 0.2072 | 0.777 | 0.7368 | 0.443 |
68 | 573100 | 591551.1697 | 527134.3466 | 655967.9929 | 0.2873 | 0.7683 | 0.7012 | 0.4533 |
69 | 584428 | 596187.9267 | 524634.4267 | 667741.4267 | 0.3737 | 0.7364 | 0.6733 | 0.5086 |
70 | 589379 | 605630.5259 | 527127.8999 | 684133.1519 | 0.3425 | 0.7017 | 0.6512 | 0.6008 |
71 | 590865 | 608246.1598 | 522979.9801 | 693512.3395 | 0.3447 | 0.6677 | 0.6335 | 0.6161 |
72 | 595454 | 611354.2479 | 519507.2674 | 703201.2285 | 0.3672 | 0.669 | 0.6192 | 0.6332 |
73 | 594167 | 609075.1419 | 510826.3489 | 707323.9348 | 0.3831 | 0.6071 | 0.6075 | 0.6075 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0137 | -0.0042 | 3e-04 | 6660589.6831 | 555049.1403 | 745.0162 |
63 | 0.0202 | -0.0256 | 0.0021 | 272603597.7043 | 22716966.4754 | 4766.2319 |
64 | 0.0267 | -0.0305 | 0.0025 | 392168214.0299 | 32680684.5025 | 5716.7022 |
65 | 0.0333 | -0.0312 | 0.0026 | 400798461.5498 | 33399871.7958 | 5779.2622 |
66 | 0.0427 | -0.0399 | 0.0033 | 558643572.0411 | 46553631.0034 | 6823.0221 |
67 | 0.0493 | -0.0402 | 0.0034 | 564947773.2936 | 47078981.1078 | 6861.4125 |
68 | 0.0556 | -0.0312 | 0.0026 | 340445664.462 | 28370472.0385 | 5326.3939 |
69 | 0.0612 | -0.0197 | 0.0016 | 138295875.3157 | 11524656.2763 | 3394.7984 |
70 | 0.0661 | -0.0268 | 0.0022 | 264112094.1694 | 22009341.1808 | 4691.4114 |
71 | 0.0715 | -0.0286 | 0.0024 | 302104716.584 | 25175393.0487 | 5017.5086 |
72 | 0.0767 | -0.026 | 0.0022 | 252817884.759 | 21068157.0632 | 4590.0062 |
73 | 0.0823 | -0.0245 | 0.002 | 222252693.4554 | 18521057.7879 | 4303.6099 |