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[71]) |
59 | 501866 | - | - | - | - | - | - | - |
60 | 516141 | - | - | - | - | - | - | - |
61 | 528222 | - | - | - | - | - | - | - |
62 | 532638 | - | - | - | - | - | - | - |
63 | 536322 | - | - | - | - | - | - | - |
64 | 536535 | - | - | - | - | - | - | - |
65 | 523597 | - | - | - | - | - | - | - |
66 | 536214 | - | - | - | - | - | - | - |
67 | 586570 | - | - | - | - | - | - | - |
68 | 596594 | - | - | - | - | - | - | - |
69 | 580523 | - | - | - | - | - | - | - |
70 | 564478 | - | - | - | - | - | - | - |
71 | 557560 | - | - | - | - | - | - | - |
72 | 575093 | 569354.6078 | 554643.4368 | 584065.7788 | 0.2223 | 0.942 | 1 | 0.942 |
73 | 580112 | 579663.5373 | 556964.0014 | 602363.0732 | 0.4846 | 0.6534 | 1 | 0.9718 |
74 | 574761 | 581079.9888 | 551095.302 | 611064.6756 | 0.3398 | 0.5252 | 0.9992 | 0.9379 |
75 | 563250 | 580275.6572 | 543290.9358 | 617260.3785 | 0.1835 | 0.615 | 0.9901 | 0.8857 |
76 | 551531 | 580178.3598 | 536362.3279 | 623994.3916 | 0.1 | 0.7755 | 0.9745 | 0.8442 |
77 | 537034 | 566407.4237 | 515890.4264 | 616924.4209 | 0.1272 | 0.7181 | 0.9516 | 0.6343 |
78 | 544686 | 576983.783 | 519884.1608 | 634083.4052 | 0.1338 | 0.9149 | 0.9192 | 0.7475 |
79 | 600991 | 628278.7184 | 564712.5143 | 691844.9224 | 0.2001 | 0.995 | 0.9008 | 0.9854 |
80 | 604378 | 637688.6994 | 567773.0506 | 707604.3481 | 0.1752 | 0.8482 | 0.8753 | 0.9877 |
81 | 586111 | 622007.2175 | 545861.1657 | 698153.2692 | 0.1778 | 0.675 | 0.8572 | 0.9514 |
82 | 563668 | 607054.8693 | 524799.106 | 689310.6325 | 0.1506 | 0.6911 | 0.8448 | 0.8809 |
83 | 548604 | 600090.2606 | 511846.4692 | 688334.0521 | 0.1264 | 0.7907 | 0.8276 | 0.8276 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
72 | 0.0132 | 0.0101 | 0 | 32929145.341 | 0 | 0 |
73 | 0.02 | 8e-04 | 0.0054 | 201118.7869 | 16565132.0639 | 4070.0285 |
74 | 0.0263 | -0.0109 | 0.0072 | 39929619.5406 | 24353294.5562 | 4934.9057 |
75 | 0.0325 | -0.0293 | 0.0128 | 289873002.216 | 90733221.4711 | 9525.3988 |
76 | 0.0385 | -0.0494 | 0.0201 | 820671221.5843 | 236720821.4938 | 15385.7344 |
77 | 0.0455 | -0.0519 | 0.0254 | 862798017.5643 | 341067020.8388 | 18467.9999 |
78 | 0.0505 | -0.056 | 0.0298 | 1043146787.2515 | 441364130.3264 | 21008.668 |
79 | 0.0516 | -0.0434 | 0.0315 | 744619573.3198 | 479271060.7005 | 21892.2603 |
80 | 0.0559 | -0.0522 | 0.0338 | 1109602691.3585 | 549307908.5514 | 23437.3187 |
81 | 0.0625 | -0.0577 | 0.0362 | 1288538428.462 | 623230960.5425 | 24964.5941 |
82 | 0.0691 | -0.0715 | 0.0394 | 1882420427.2251 | 737702730.2409 | 27160.6835 |
83 | 0.075 | -0.0858 | 0.0432 | 2650835035.6172 | 897130422.3556 | 29952.1355 |