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 | 649826.2314 | 484125.3236 | 819906.2772 | 0.3506 | 0.0103 | 0.5986 | 0.0103 |
62 | 847224 | 897827.4151 | 726035.7348 | 1072988.7201 | 0.2856 | 0.9919 | 0.2659 | 0.7004 |
63 | 1073256 | 1145531.5217 | 969128.8543 | 1324702.8326 | 0.2146 | 0.9994 | 0.4355 | 0.9994 |
64 | 1514326 | 1530236.2057 | 1348298.8336 | 1714367.2887 | 0.4328 | 1 | 0.9162 | 1 |
65 | 1503734 | 1554569.6003 | 1372328.4421 | 1738976.8569 | 0.2945 | 0.6656 | 0.1278 | 1 |
66 | 1507712 | 1558662.2804 | 1376370.4705 | 1743115.6211 | 0.2941 | 0.7203 | 0.7495 | 1 |
67 | 2865698 | 2914714.2636 | 2720126.6105 | 3110610.5668 | 0.3119 | 1 | 0.4838 | 1 |
68 | 2788128 | 2730738.7394 | 2537456.4431 | 2925399.8438 | 0.2817 | 0.0871 | 0.3255 | 1 |
69 | 1391596 | 1427895.0263 | 1247287.5958 | 1610821.5773 | 0.3487 | 0 | 0.5885 | 1 |
70 | 1366378 | 1382710.6626 | 1202719.4738 | 1565081.6669 | 0.4303 | 0.462 | 0.5535 | 1 |
71 | 946295 | 982710.8912 | 809213.1956 | 1159341.2548 | 0.3431 | 0 | 0.58 | 0.9283 |
72 | 859626 | 889239.2689 | 717628.9119 | 1064245.516 | 0.3701 | 0.2614 | 0.6664 | 0.6664 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1335 | 0.0512 | 0 | 1108341856.1421 | 0 | 0 |
62 | 0.0995 | -0.0564 | 0.0538 | 2560705618.3539 | 1834523737.248 | 42831.3406 |
63 | 0.0798 | -0.0631 | 0.0569 | 5223751032.3509 | 2964266168.949 | 54445.0748 |
64 | 0.0614 | -0.0104 | 0.0453 | 253134644.0767 | 2286483287.7309 | 47817.1861 |
65 | 0.0605 | -0.0327 | 0.0428 | 2584258257.7796 | 2346038281.7406 | 48435.9193 |
66 | 0.0604 | -0.0327 | 0.0411 | 2595931069.0556 | 2387687079.6265 | 48863.965 |
67 | 0.0343 | -0.0168 | 0.0376 | 2402594093.9751 | 2389816653.1049 | 48885.751 |
68 | 0.0364 | 0.021 | 0.0355 | 3293527228.2693 | 2502780475.0004 | 50027.797 |
69 | 0.0654 | -0.0254 | 0.0344 | 1317619307.0039 | 2371095900.7786 | 48693.9 |
70 | 0.0673 | -0.0118 | 0.0322 | 266755869.0752 | 2160661897.6082 | 46482.9205 |
71 | 0.0917 | -0.0371 | 0.0326 | 1326117135.3322 | 2084794191.9468 | 45659.5466 |
72 | 0.1004 | -0.0333 | 0.0327 | 876945696.0919 | 1984140150.6255 | 44543.6881 |