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 | 641501.0107 | 418934.6047 | 864067.4166 | 0.357 | 0.0326 | 0.5468 | 0.0326 |
62 | 847224 | 957009.8954 | 726810.0308 | 1187209.7601 | 0.175 | 0.9901 | 0.5112 | 0.817 |
63 | 1073256 | 1166552.1656 | 935380.9646 | 1397723.3665 | 0.2145 | 0.9966 | 0.5209 | 0.9963 |
64 | 1514326 | 1405966.5917 | 1174819.1031 | 1637114.0803 | 0.1791 | 0.9976 | 0.5181 | 1 |
65 | 1503734 | 1667093.612 | 1435918.7191 | 1898268.5049 | 0.083 | 0.9024 | 0.5189 | 1 |
66 | 1507712 | 1500862.7901 | 1269694.0396 | 1732031.5406 | 0.4768 | 0.4903 | 0.5187 | 1 |
67 | 2865698 | 2924320.8703 | 2693150.2288 | 3155491.5119 | 0.3096 | 1 | 0.5187 | 1 |
68 | 2788128 | 2781206.4222 | 2550036.3094 | 3012376.5349 | 0.4766 | 0.2369 | 0.5187 | 1 |
69 | 1391596 | 1412556.9778 | 1181386.7132 | 1643727.2425 | 0.4295 | 0 | 0.5187 | 1 |
70 | 1366378 | 1375729.5336 | 1144559.3122 | 1606899.755 | 0.4684 | 0.4465 | 0.5187 | 1 |
71 | 946295 | 970056.6605 | 738886.4267 | 1201226.8942 | 0.4202 | 4e-04 | 0.5187 | 0.8439 |
72 | 859626 | 856381.6242 | 625211.394 | 1087551.8545 | 0.489 | 0.2229 | 0.5187 | 0.5187 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.177 | 0.0649 | 0 | 1731973801.8762 | 0 | 0 |
62 | 0.1227 | -0.1147 | 0.0898 | 12052942834.4558 | 6892458318.166 | 83020.8306 |
63 | 0.1011 | -0.08 | 0.0865 | 8704174509.5227 | 7496363715.2849 | 86581.5437 |
64 | 0.0839 | 0.0771 | 0.0842 | 11741761361.3108 | 8557713126.7914 | 92507.9085 |
65 | 0.0707 | -0.098 | 0.0869 | 26686362818.8038 | 12183443065.1939 | 110378.635 |
66 | 0.0786 | 0.0046 | 0.0732 | 46911676.6237 | 10160687833.7655 | 100800.2373 |
67 | 0.0403 | -0.02 | 0.0656 | 3436640924.7616 | 9200109703.9078 | 95917.2023 |
68 | 0.0424 | 0.0025 | 0.0577 | 47908239.6828 | 8056084520.8797 | 89755.6935 |
69 | 0.0835 | -0.0148 | 0.053 | 439362591.5072 | 7209782084.2827 | 84910.4357 |
70 | 0.0857 | -0.0068 | 0.0483 | 87451181.169 | 6497548993.9714 | 80607.3756 |
71 | 0.1216 | -0.0245 | 0.0462 | 564616507.9769 | 5958191495.2446 | 77189.3224 |
72 | 0.1377 | 0.0038 | 0.0426 | 10525974.0297 | 5462552701.81 | 73909.084 |