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[60]) |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | 1289323.0767 | 351310.0286 | 2227336.1249 | 0.1026 | 0.8202 | 0.8202 | 0.8202 |
62 | 847224 | 1361636.5646 | 132559.8466 | 2590713.2826 | 0.206 | 0.8604 | 0.8604 | 0.7923 |
63 | 1073256 | 1529015.8372 | 280694.0401 | 2777337.6343 | 0.2371 | 0.8578 | 0.8578 | 0.8565 |
64 | 1514326 | 1679458.2022 | 404276.6492 | 2954639.7552 | 0.3998 | 0.8243 | 0.8243 | 0.8986 |
65 | 1503734 | 1637442.771 | 358330.2558 | 2916555.2862 | 0.4188 | 0.5748 | 0.5748 | 0.886 |
66 | 1507712 | 1559736.5405 | 249049.0441 | 2870424.0368 | 0.469 | 0.5334 | 0.5334 | 0.8554 |
67 | 2865698 | 1519425.8609 | 195991.7934 | 2842859.9285 | 0.0231 | 0.5069 | 0.5069 | 0.839 |
68 | 2788128 | 1425929.5253 | 96550.3139 | 2755308.7367 | 0.0223 | 0.0169 | 0.0169 | 0.8017 |
69 | 1391596 | 1396353.0373 | 65842.902 | 2726863.1726 | 0.4972 | 0.0202 | 0.0202 | 0.7892 |
70 | 1366378 | 1402888.4407 | 69505.9378 | 2736270.9437 | 0.4786 | 0.5066 | 0.5066 | 0.7915 |
71 | 946295 | 1417624.0229 | 79878.0447 | 2755370.0011 | 0.2449 | 0.5299 | 0.5299 | 0.7968 |
72 | 859626 | 1445196.5517 | 103169.8605 | 2787223.243 | 0.1962 | 0.7669 | 0.7669 | 0.8073 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.3712 | -0.4702 | 0 | 367484595046.607 | 0 | 0 |
62 | 0.4605 | -0.3778 | 0.424 | 264620286598.952 | 316052440822.779 | 562185.415 |
63 | 0.4165 | -0.2981 | 0.382 | 207717029184.871 | 279940636943.477 | 529094.1664 |
64 | 0.3874 | -0.0983 | 0.3111 | 27268644205.761 | 216772638759.048 | 465588.4865 |
65 | 0.3986 | -0.0817 | 0.2652 | 17878035442.2656 | 176993718095.691 | 420706.2135 |
66 | 0.4287 | -0.0334 | 0.2266 | 2706552812.5309 | 147945857215.165 | 384637.3061 |
67 | 0.4444 | 0.886 | 0.3208 | 1812448672447.39 | 385731973676.912 | 621073.2434 |
68 | 0.4757 | 0.9553 | 0.4001 | 1855584684407 | 569463562518.173 | 754628.0955 |
69 | 0.4861 | -0.0034 | 0.356 | 22629403.5093 | 506192347727.655 | 711471.9585 |
70 | 0.4849 | -0.026 | 0.323 | 1333012280.636 | 455706414182.953 | 675060.3041 |
71 | 0.4815 | -0.3325 | 0.3239 | 222151047801.858 | 434474108148.308 | 659146.4998 |
72 | 0.4738 | -0.4052 | 0.3307 | 342892871047.593 | 426842338389.915 | 653331.7216 |