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 | 658733.0943 | 616761.9495 | 700704.2391 | 0.0116 | 0.9843 | 0.8789 | 0.9843 |
74 | 739770 | 658216.9497 | 615906.2839 | 700527.6155 | 1e-04 | 0.0114 | 0.8045 | 0.9826 |
75 | 777535 | 663157.4901 | 618803.0194 | 707511.9609 | 0 | 4e-04 | 0.5651 | 0.9872 |
76 | 685030 | 614676.6212 | 569942.8479 | 659410.3946 | 0.001 | 0 | 0.8261 | 0.5357 |
77 | 730234 | 618480.8485 | 572888.4619 | 664073.235 | 0 | 0.0021 | 0.6941 | 0.5992 |
78 | 714154 | 610371.782 | 564147.9225 | 656595.6416 | 0 | 0 | 0.6786 | 0.4618 |
79 | 630872 | 585474.6421 | 538547.9162 | 632401.3679 | 0.029 | 0 | 0.7466 | 0.1283 |
80 | 719492 | 633810.7987 | 586224.2784 | 681397.3191 | 2e-04 | 0.5482 | 0.5644 | 0.8085 |
81 | 677023 | 625711.9868 | 577460.1469 | 673963.8267 | 0.0186 | 1e-04 | 0.691 | 0.7024 |
82 | 679272 | 616195.6431 | 567298.4653 | 665092.8209 | 0.0057 | 0.0074 | 0.6851 | 0.5568 |
83 | 718317 | 655313.6232 | 605767.2787 | 704859.9677 | 0.0063 | 0.1716 | 0.4525 | 0.9543 |
84 | 645672 | 619433.2405 | 569301.3122 | 669565.1688 | 0.1525 | 1e-04 | 0.6048 | 0.6048 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0325 | 0.0738 | 0 | 2365743149.7767 | 0 | 0 |
74 | 0.0328 | 0.1239 | 0.0989 | 6650900008.6574 | 4508321579.217 | 67144.0361 |
75 | 0.0341 | 0.1725 | 0.1234 | 13082214768.166 | 7366285975.5334 | 85827.0702 |
76 | 0.0371 | 0.1145 | 0.1212 | 4949597903.1231 | 6762113957.4308 | 82232.0738 |
77 | 0.0376 | 0.1807 | 0.1331 | 12488766877.3144 | 7907444541.4075 | 88923.8131 |
78 | 0.0386 | 0.17 | 0.1392 | 10770748763.071 | 8384661911.6848 | 91567.7995 |
79 | 0.0409 | 0.0775 | 0.1304 | 2060920108.1769 | 7481270225.4694 | 86494.3364 |
80 | 0.0383 | 0.1352 | 0.131 | 7341268247.7116 | 7463769978.2496 | 86393.113 |
81 | 0.0393 | 0.082 | 0.1256 | 2632820075.4157 | 6926997766.8236 | 83228.5874 |
82 | 0.0405 | 0.1024 | 0.1232 | 3978626802.3832 | 6632160670.3796 | 81438.0787 |
83 | 0.0386 | 0.0961 | 0.1208 | 3969425486.2076 | 6390093835.4549 | 79938.0625 |
84 | 0.0413 | 0.0424 | 0.1142 | 688472500.5178 | 5914958724.2101 | 76908.7688 |