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[48]) |
36 | 936574 | - | - | - | - | - | - | - |
37 | 708917 | - | - | - | - | - | - | - |
38 | 885295 | - | - | - | - | - | - | - |
39 | 1099663 | - | - | - | - | - | - | - |
40 | 1576220 | - | - | - | - | - | - | - |
41 | 1487870 | - | - | - | - | - | - | - |
42 | 1488635 | - | - | - | - | - | - | - |
43 | 2882530 | - | - | - | - | - | - | - |
44 | 2677026 | - | - | - | - | - | - | - |
45 | 1404398 | - | - | - | - | - | - | - |
46 | 1344370 | - | - | - | - | - | - | - |
47 | 936865 | - | - | - | - | - | - | - |
48 | 872705 | - | - | - | - | - | - | - |
49 | 628151 | 652385.6995 | 560576.3603 | 744195.0387 | 0.3024 | 0 | 0.1137 | 0 |
50 | 953712 | 901252.1484 | 808842.4011 | 993661.8957 | 0.1329 | 1 | 0.6325 | 0.7276 |
51 | 1160384 | 1105329.3564 | 1011963.0894 | 1198695.6235 | 0.1239 | 0.9993 | 0.5473 | 1 |
52 | 1400618 | 1542186.4095 | 1448784.3052 | 1635588.5138 | 0.0015 | 1 | 0.2376 | 1 |
53 | 1661511 | 1731135.8779 | 1637708.2278 | 1824563.5281 | 0.0721 | 1 | 1 | 1 |
54 | 1495347 | 1487102.9173 | 1393673.66 | 1580532.1746 | 0.4313 | 1e-04 | 0.4872 | 1 |
55 | 2918786 | 3201022.2434 | 3107592.3222 | 3294452.1646 | 0 | 1 | 1 | 1 |
56 | 2775677 | 2468148.9979 | 2374719.1424 | 2561578.8535 | 0 | 0 | 0 | 1 |
57 | 1407026 | 1284817.3247 | 1191389.4855 | 1378245.164 | 0.0052 | 0 | 0.0061 | 1 |
58 | 1370199 | 1324060.3499 | 1230635.3637 | 1417485.336 | 0.1665 | 0.0409 | 0.335 | 1 |
59 | 964526 | 916999.9965 | 823650.9572 | 1010349.0358 | 0.1592 | 0 | 0.3383 | 0.8238 |
60 | 850851 | 790507.685 | 697205.9737 | 883809.3963 | 0.1025 | 1e-04 | 0.0421 | 0.0421 |
61 | 683118 | 633810.8949 | 542179.3535 | 725442.4362 | 0.1458 | 0 | 0.5482 | 0 |
62 | 847224 | 859087.4396 | 767429.8637 | 950745.0154 | 0.3999 | 0.9999 | 0.0215 | 0.3855 |
63 | 1073256 | 1141815.5064 | 1050116.1083 | 1233514.9045 | 0.0714 | 1 | 0.3457 | 1 |
64 | 1514326 | 1627657.838 | 1535956.8551 | 1719358.8209 | 0.0077 | 1 | 1 | 1 |
65 | 1503734 | 1571625.066 | 1479922.9606 | 1663327.1714 | 0.0734 | 0.8897 | 0.0274 | 1 |
66 | 1507712 | 1628370.872 | 1536668.6969 | 1720073.047 | 0.005 | 0.9961 | 0.9978 | 1 |
67 | 2865698 | 3050927.0019 | 2959224.8056 | 3142629.1982 | 0 | 1 | 0.9976 | 1 |
68 | 2788128 | 2610944.0695 | 2519241.8936 | 2702646.2453 | 1e-04 | 0 | 2e-04 | 1 |
69 | 1391596 | 1400581.6521 | 1308879.8454 | 1492283.4588 | 0.4238 | 0 | 0.4452 | 1 |
70 | 1366378 | 1392224.8611 | 1300523.5715 | 1483926.1507 | 0.2903 | 0.5054 | 0.6811 | 1 |
71 | 946295 | 998943.6951 | 907256.1782 | 1090631.2121 | 0.1302 | 0 | 0.7691 | 0.9965 |
72 | 859626 | 892628.2199 | 800949.279 | 984307.1608 | 0.2402 | 0.1256 | 0.8141 | 0.6649 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0718 | -0.0371 | 0 | 587320659.1967 | 0 | 0 |
50 | 0.0523 | 0.0582 | 0.0477 | 2752036029.0621 | 1669678344.1294 | 40861.6978 |
51 | 0.0431 | 0.0498 | 0.0484 | 3031013778.8944 | 2123456822.3844 | 46080.9811 |
52 | 0.0309 | -0.0918 | 0.0592 | 20041614560.8776 | 6602996257.0077 | 81258.8226 |
53 | 0.0275 | -0.0402 | 0.0554 | 4847623628.7598 | 6251921731.3581 | 79069.0947 |
54 | 0.0321 | 0.0055 | 0.0471 | 67964899.6121 | 5221262259.4005 | 72258.3024 |
55 | 0.0149 | -0.0882 | 0.053 | 79657297088.114 | 15854981520.6453 | 125916.5657 |
56 | 0.0193 | 0.1246 | 0.0619 | 94573472050.5865 | 25694792836.8879 | 160295.9539 |
57 | 0.0371 | 0.0951 | 0.0656 | 14934960312.9105 | 24499255889.7793 | 156522.3814 |
58 | 0.036 | 0.0348 | 0.0625 | 2128775035.275 | 22262207804.3289 | 149205.2539 |
59 | 0.0519 | 0.0518 | 0.0616 | 2258721006.7211 | 20443709004.5464 | 142981.4988 |
60 | 0.0602 | 0.0763 | 0.0628 | 3641315662.2026 | 19043509559.351 | 137998.223 |
61 | 0.0738 | 0.0778 | 0.064 | 2431190616.1775 | 17765638871.4146 | 133287.8047 |
62 | 0.0544 | -0.0138 | 0.0604 | 140741198.225 | 16506717609.0439 | 128478.4714 |
63 | 0.041 | -0.06 | 0.0604 | 4700405917.1495 | 15719630162.9176 | 125377.9493 |
64 | 0.0287 | -0.0696 | 0.0609 | 12844105497.3163 | 15539909871.3176 | 124659.1748 |
65 | 0.0298 | -0.0432 | 0.0599 | 4609196843.5644 | 14896926752.038 | 122052.967 |
66 | 0.0287 | -0.0741 | 0.0607 | 14558563385.1146 | 14878128787.2089 | 121975.9353 |
67 | 0.0153 | -0.0607 | 0.0607 | 34309783153.5938 | 15900847438.0712 | 126098.5624 |
68 | 0.0179 | 0.0679 | 0.061 | 31394145236.9807 | 16675512328.0167 | 129133.6994 |
69 | 0.0334 | -0.0064 | 0.0584 | 80741944.0643 | 15885285166.8761 | 126036.8405 |
70 | 0.0336 | -0.0186 | 0.0566 | 668060230.0712 | 15193593124.2941 | 123262.294 |
71 | 0.0468 | -0.0527 | 0.0565 | 2771885100.9695 | 14653518862.4104 | 121051.7198 |
72 | 0.0524 | -0.037 | 0.0556 | 1089146519.2735 | 14088336681.4464 | 118694.2993 |