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 | 647398.005 | 477810.8705 | 816985.1395 | 0.3399 | 0.0094 | 0.588 | 0.0094 |
62 | 847224 | 899185.9224 | 724760.8125 | 1073611.0322 | 0.2796 | 0.9924 | 0.27 | 0.7065 |
63 | 1073256 | 1133175.5792 | 958460.4745 | 1307890.6838 | 0.2507 | 0.9993 | 0.3801 | 0.9992 |
64 | 1514326 | 1532111.9233 | 1357379.1923 | 1706844.6542 | 0.4209 | 1 | 0.9299 | 1 |
65 | 1503734 | 1618958.927 | 1444225.1239 | 1793692.7302 | 0.0981 | 0.8797 | 0.3166 | 1 |
66 | 1507712 | 1535225.4381 | 1360491.5697 | 1709959.3065 | 0.3788 | 0.638 | 0.6727 | 1 |
67 | 2865698 | 2997797.1999 | 2823063.3277 | 3172531.0721 | 0.0692 | 1 | 0.8123 | 1 |
68 | 2788128 | 2654093.2492 | 2479359.3788 | 2828827.1195 | 0.0664 | 0.0088 | 0.0863 | 1 |
69 | 1391596 | 1377959.2934 | 1203225.4582 | 1552693.1287 | 0.4392 | 0 | 0.3722 | 1 |
70 | 1366378 | 1358264.317 | 1183531.0581 | 1532997.5758 | 0.4637 | 0.3542 | 0.4468 | 1 |
71 | 946295 | 961236.2254 | 786512.4422 | 1135960.0085 | 0.4334 | 0 | 0.4853 | 0.8922 |
72 | 859626 | 860726.0551 | 686158.1075 | 1035294.0028 | 0.4951 | 0.1683 | 0.5441 | 0.5441 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1336 | 0.0552 | 0 | 1275918041.6984 | 0 | 0 |
62 | 0.099 | -0.0578 | 0.0565 | 2700041376.0511 | 1987979708.8747 | 44586.7661 |
63 | 0.0787 | -0.0529 | 0.0553 | 3590355967.9129 | 2522105128.5541 | 50220.5648 |
64 | 0.0582 | -0.0116 | 0.0444 | 316339066.1667 | 1970663612.9573 | 44392.1571 |
65 | 0.0551 | -0.0712 | 0.0497 | 13276783805.5145 | 4231887651.4687 | 65052.9604 |
66 | 0.0581 | -0.0179 | 0.0444 | 756989276.2136 | 3652737922.2595 | 60437.8848 |
67 | 0.0297 | -0.0441 | 0.0444 | 17450198614.7012 | 5623803735.4655 | 74992.0245 |
68 | 0.0336 | 0.0505 | 0.0451 | 17965314429.7776 | 7166492572.2545 | 84655.1391 |
69 | 0.0647 | 0.0099 | 0.0412 | 185959766.1334 | 6390877816.0188 | 79942.966 |
70 | 0.0656 | 0.006 | 0.0377 | 65831852.2171 | 5758373219.6387 | 75883.9457 |
71 | 0.0927 | -0.0155 | 0.0357 | 223240214.9774 | 5255179310.124 | 72492.6156 |
72 | 0.1035 | -0.0013 | 0.0328 | 1210121.258 | 4817348544.3852 | 69407.1217 |