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]) |
48 | 872705 | - | - | - | - | - | - | - |
49 | 628151 | - | - | - | - | - | - | - |
50 | 953712 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199 | - | - | - | - | - | - | - |
59 | 964526 | - | - | - | - | - | - | - |
60 | 850851 | - | - | - | - | - | - | - |
61 | 683118 | 671077.6885 | 485534.0788 | 856621.2981 | 0.4494 | 0.0288 | 0.6749 | 0.0288 |
62 | 847224 | 908783.4611 | 720285.9423 | 1097280.9798 | 0.2611 | 0.9905 | 0.3202 | 0.7265 |
63 | 1073256 | 1140075.7163 | 949120.3069 | 1331031.1256 | 0.2464 | 0.9987 | 0.4174 | 0.9985 |
64 | 1514326 | 1529908.8079 | 1339045.3039 | 1720772.3119 | 0.4364 | 1 | 0.9079 | 1 |
65 | 1503734 | 1600563.3689 | 1409509.9797 | 1791616.7581 | 0.1603 | 0.8118 | 0.2659 | 1 |
66 | 1507712 | 1529745.8144 | 1338744.385 | 1720747.2439 | 0.4106 | 0.6052 | 0.638 | 1 |
67 | 2865698 | 2968009.1282 | 2776978.474 | 3159039.7825 | 0.1469 | 1 | 0.6932 | 1 |
68 | 2788128 | 2687009.0813 | 2495993.4709 | 2878024.6916 | 0.1497 | 0.0334 | 0.1815 | 1 |
69 | 1391596 | 1399661.5736 | 1208631.0535 | 1590692.0938 | 0.467 | 0 | 0.4699 | 1 |
70 | 1366378 | 1368077.2744 | 1177072.1813 | 1559082.3675 | 0.493 | 0.4046 | 0.4913 | 1 |
71 | 946295 | 966434.1229 | 775375.5662 | 1157492.6797 | 0.4182 | 0 | 0.5078 | 0.8821 |
72 | 859626 | 870383.133 | 679445.1681 | 1061321.0979 | 0.456 | 0.2179 | 0.5795 | 0.5795 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1411 | 0.0179 | 0 | 144969101.7674 | 0 | 0 |
62 | 0.1058 | -0.0677 | 0.0428 | 3789567249.5547 | 1967268175.661 | 44353.897 |
63 | 0.0855 | -0.0586 | 0.0481 | 4464874479.962 | 2799803610.428 | 52913.1705 |
64 | 0.0637 | -0.0102 | 0.0386 | 242823901.2346 | 2160558683.1297 | 46481.8102 |
65 | 0.0609 | -0.0605 | 0.043 | 9375926672.5415 | 3603632281.012 | 60030.2614 |
66 | 0.0637 | -0.0144 | 0.0382 | 485488978.0574 | 3083941730.5196 | 55533.2489 |
67 | 0.0328 | -0.0345 | 0.0377 | 10467566961.7232 | 4138745334.9773 | 64333.0812 |
68 | 0.0363 | 0.0376 | 0.0377 | 10225035726.0946 | 4899531633.8669 | 69996.6544 |
69 | 0.0696 | -0.0058 | 0.0341 | 65053478.2836 | 4362367394.3577 | 66048.2202 |
70 | 0.0712 | -0.0012 | 0.0308 | 2887533.4957 | 3926419408.2715 | 62661.1475 |
71 | 0.1009 | -0.0208 | 0.0299 | 405584272.9836 | 3606343486.8817 | 60052.8391 |
72 | 0.1119 | -0.0124 | 0.0285 | 115715909.9751 | 3315457855.4728 | 57580.0126 |