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 | 872705.000000001 | - | - | - | - | - | - | - |
49 | 628151.000000001 | - | - | - | - | - | - | - |
50 | 953712.000000001 | - | - | - | - | - | - | - |
51 | 1160384 | - | - | - | - | - | - | - |
52 | 1400618 | - | - | - | - | - | - | - |
53 | 1661511 | - | - | - | - | - | - | - |
54 | 1495347 | - | - | - | - | - | - | - |
55 | 2918786 | - | - | - | - | - | - | - |
56 | 2775677 | - | - | - | - | - | - | - |
57 | 1407026 | - | - | - | - | - | - | - |
58 | 1370199 | - | - | - | - | - | - | - |
59 | 964526.000000001 | - | - | - | - | - | - | - |
60 | 850851.000000001 | - | - | - | - | - | - | - |
61 | 683118 | 654035.0167 | 505844.1063 | 805688.2801 | 0.3535 | 0.0055 | 0.631 | 0.0055 |
62 | 847224 | 901069.5954 | 744299.8033 | 1060627.7281 | 0.2542 | 0.9963 | 0.2589 | 0.7313 |
63 | 1073256 | 1133493.2245 | 970645.8286 | 1298721.5688 | 0.2374 | 0.9997 | 0.3749 | 0.9996 |
64 | 1514326 | 1531795.6885 | 1363059.3343 | 1702414.8134 | 0.4205 | 1 | 0.9341 | 1 |
65 | 1503734 | 1618986.2588 | 1448943.7438 | 1790836.6006 | 0.0943 | 0.8837 | 0.3138 | 1 |
66 | 1507712 | 1534823.3365 | 1365391.2488 | 1706150.0681 | 0.3782 | 0.639 | 0.6742 | 1 |
67 | 2865698 | 2996668.2124 | 2815004.7538 | 3179440.2528 | 0.0801 | 1 | 0.7982 | 1 |
68 | 2788128 | 2655048.2225 | 2475648.4257 | 2835669.264 | 0.0744 | 0.0111 | 0.0953 | 1 |
69 | 1391596 | 1377791.3738 | 1210269.4136 | 1547379.7336 | 0.4366 | 0 | 0.3677 | 1 |
70 | 1366378 | 1358199.5953 | 1190945.8362 | 1527543.3027 | 0.4623 | 0.3496 | 0.4448 | 1 |
71 | 946295 | 960391.1967 | 799300.3397 | 1124241.7133 | 0.433 | 0 | 0.4803 | 0.905 |
72 | 859626 | 859133.6039 | 700087.8542 | 1021194.5933 | 0.4976 | 0.1459 | 0.5399 | 0.5399 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1183 | 0.0445 | 0 | 845819916.3702 | 0 | 0 |
62 | 0.0903 | -0.0598 | 0.0521 | 2899348140.0244 | 1872584028.1973 | 43273.364 |
63 | 0.0744 | -0.0531 | 0.0525 | 3628523219.0641 | 2457897091.8196 | 49577.1832 |
64 | 0.0568 | -0.0114 | 0.0422 | 305190016.8852 | 1919720323.086 | 43814.6131 |
65 | 0.0542 | -0.0712 | 0.048 | 13283083152.6429 | 4192392888.9974 | 64748.6902 |
66 | 0.057 | -0.0177 | 0.0429 | 735024568.7697 | 3616164835.6261 | 60134.5561 |
67 | 0.0311 | -0.0437 | 0.043 | 17153196542.4378 | 5550026508.0278 | 74498.5 |
68 | 0.0347 | 0.0501 | 0.0439 | 17710227181.7464 | 7070051592.2426 | 84083.5988 |
69 | 0.0628 | 0.01 | 0.0402 | 190567704.1142 | 6305664493.5617 | 79408.2143 |
70 | 0.0636 | 0.006 | 0.0367 | 66886304.0313 | 5681786674.6086 | 75377.6271 |
71 | 0.087 | -0.0147 | 0.0347 | 198702760.573 | 5183324500.6054 | 71995.3089 |
72 | 0.0962 | 6e-04 | 0.0319 | 242453.9363 | 4751400996.7163 | 68930.4069 |