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 | 501866 | - | - | - | - | - | - | - |
50 | 516141 | - | - | - | - | - | - | - |
51 | 528222 | - | - | - | - | - | - | - |
52 | 532638 | - | - | - | - | - | - | - |
53 | 536322 | - | - | - | - | - | - | - |
54 | 536535 | - | - | - | - | - | - | - |
55 | 523597 | - | - | - | - | - | - | - |
56 | 536214 | - | - | - | - | - | - | - |
57 | 586570 | - | - | - | - | - | - | - |
58 | 596594 | - | - | - | - | - | - | - |
59 | 580523 | - | - | - | - | - | - | - |
60 | 564478 | - | - | - | - | - | - | - |
61 | 557560 | - | - | - | - | - | - | - |
62 | 575093 | 571999.2044 | 556089.5661 | 587908.8427 | 0.3515 | 0.9624 | 1 | 0.9624 |
63 | 580112 | 584224.2574 | 559889.0446 | 608559.4702 | 0.3702 | 0.769 | 1 | 0.9841 |
64 | 574761 | 588766.632 | 556875.5815 | 620657.6826 | 0.1947 | 0.7026 | 0.9997 | 0.9724 |
65 | 563250 | 592561.4977 | 553509.5583 | 631613.4372 | 0.0706 | 0.8142 | 0.9976 | 0.9605 |
66 | 551531 | 592871.7579 | 546913.5286 | 638829.9871 | 0.0389 | 0.8968 | 0.9919 | 0.934 |
67 | 537034 | 580019.0821 | 527356.4077 | 632681.7564 | 0.0548 | 0.8555 | 0.9821 | 0.7984 |
68 | 544686 | 592710.9352 | 533523.2591 | 651898.6112 | 0.0559 | 0.9674 | 0.9693 | 0.8778 |
69 | 600991 | 643132.6022 | 577588.7407 | 708676.4637 | 0.1038 | 0.9984 | 0.9546 | 0.9948 |
70 | 604378 | 653214.2105 | 581477.0241 | 724951.3968 | 0.0911 | 0.9232 | 0.9391 | 0.9955 |
71 | 586111 | 637193.749 | 559421.8626 | 714965.6353 | 0.099 | 0.7959 | 0.9234 | 0.9776 |
72 | 563668 | 621193.0853 | 537541.3483 | 704844.8223 | 0.0889 | 0.7945 | 0.9081 | 0.932 |
73 | 548604 | 614313.9806 | 524933.408 | 703694.5533 | 0.0748 | 0.8666 | 0.8933 | 0.8933 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0142 | 0.0054 | 5e-04 | 9571571.1811 | 797630.9318 | 893.1019 |
63 | 0.0213 | -0.007 | 6e-04 | 16910660.9671 | 1409221.7473 | 1187.1065 |
64 | 0.0276 | -0.0238 | 0.002 | 196157727.9887 | 16346477.3324 | 4043.0777 |
65 | 0.0336 | -0.0495 | 0.0041 | 859163899.5923 | 71596991.6327 | 8461.5006 |
66 | 0.0395 | -0.0697 | 0.0058 | 1709058260.4273 | 142421521.7023 | 11934.0488 |
67 | 0.0463 | -0.0741 | 0.0062 | 1847717281.2219 | 153976440.1018 | 12408.7244 |
68 | 0.0509 | -0.081 | 0.0068 | 2306394399.2583 | 192199533.2715 | 13863.6046 |
69 | 0.052 | -0.0655 | 0.0055 | 1775914636.3214 | 147992886.3601 | 12165.2327 |
70 | 0.056 | -0.0748 | 0.0062 | 2384975453.3172 | 198747954.4431 | 14097.7996 |
71 | 0.0623 | -0.0802 | 0.0067 | 2609447242.3126 | 217453936.8594 | 14746.3194 |
72 | 0.0687 | -0.0926 | 0.0077 | 3309135439.7564 | 275761286.6464 | 16606.0617 |
73 | 0.0742 | -0.107 | 0.0089 | 4317801553.9688 | 359816796.1641 | 18968.8375 |