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 | 674407.8636 | 645708.9645 | 703106.7627 | 0.0122 | 1 | 0.9973 | 1 |
74 | 739770 | 689285.6107 | 660484.731 | 718086.4905 | 3e-04 | 0.1092 | 0.9996 | 1 |
75 | 777535 | 660233.4049 | 630425.0954 | 690041.7143 | 0 | 0 | 0.5205 | 0.9991 |
76 | 685030 | 628237.7877 | 591317.6249 | 665157.9505 | 0.0013 | 0 | 0.9684 | 0.7963 |
77 | 730234 | 646929.5645 | 609956.7603 | 683902.3687 | 0 | 0.0217 | 0.9836 | 0.9655 |
78 | 714154 | 606890.9639 | 567957.5033 | 645824.4244 | 0 | 0 | 0.6463 | 0.3863 |
79 | 630872 | 599926.9416 | 557712.934 | 642140.9491 | 0.0754 | 0 | 0.9206 | 0.2776 |
80 | 719492 | 642656.7701 | 600443.3752 | 684870.165 | 2e-04 | 0.7079 | 0.7236 | 0.9183 |
81 | 677023 | 624303.0665 | 579753.8047 | 668852.3283 | 0.0102 | 0 | 0.6837 | 0.6962 |
82 | 679272 | 631276.3479 | 585094.9631 | 677457.7327 | 0.0208 | 0.0261 | 0.875 | 0.7856 |
83 | 718317 | 652086.3238 | 605811.0332 | 698361.6144 | 0.0025 | 0.1248 | 0.3957 | 0.9526 |
84 | 645672 | 618970.1999 | 570469.8109 | 667470.5889 | 0.1403 | 0 | 0.6011 | 0.6011 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0217 | 0.0489 | 0 | 1086634289.5076 | 0 | 0 |
74 | 0.0213 | 0.0732 | 0.0611 | 2548673561.3969 | 1817653925.4523 | 42633.9527 |
75 | 0.023 | 0.1777 | 0.0999 | 13759664224.6214 | 5798324025.1753 | 76146.7269 |
76 | 0.03 | 0.0904 | 0.0975 | 3225355374.7543 | 5155081862.5701 | 71798.8988 |
77 | 0.0292 | 0.1288 | 0.1038 | 6939628975.5189 | 5511991285.1598 | 74242.7861 |
78 | 0.0327 | 0.1767 | 0.1159 | 11505358922.1853 | 6510885891.3307 | 80690.0607 |
79 | 0.0359 | 0.0516 | 0.1068 | 957596639.8998 | 5717558855.412 | 75614.5413 |
80 | 0.0335 | 0.1196 | 0.1084 | 5903652549.5231 | 5740820567.1759 | 75768.2029 |
81 | 0.0364 | 0.0844 | 0.1057 | 2779391388.8132 | 5411772880.6912 | 73564.753 |
82 | 0.0373 | 0.076 | 0.1027 | 2303582621.5524 | 5100953854.7773 | 71420.9623 |
83 | 0.0362 | 0.1016 | 0.1026 | 4386502468.6937 | 5036003728.7697 | 70964.8063 |
84 | 0.04 | 0.0431 | 0.0977 | 712986128.373 | 4675752262.07 | 68379.4725 |