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 | 642227.5976 | 121822.1122 | 1215765.6039 | 0.4444 | 0.2379 | 0.5192 | 0.2379 |
62 | 847224 | 940669.7159 | 386962.9608 | 1531252.8541 | 0.3782 | 0.8037 | 0.4827 | 0.6172 |
63 | 1073256 | 1150927.9457 | 581530.3434 | 1751226.3195 | 0.3999 | 0.8393 | 0.4877 | 0.8364 |
64 | 1514326 | 1433184.4773 | 847438.5332 | 2044579.6129 | 0.3974 | 0.8757 | 0.5416 | 0.969 |
65 | 1503734 | 1631378.0783 | 1036196.632 | 2249580.5233 | 0.3429 | 0.6447 | 0.4619 | 0.9933 |
66 | 1507712 | 1498432.1575 | 909428.6248 | 2112146.0992 | 0.4882 | 0.4932 | 0.5039 | 0.9807 |
67 | 2865698 | 2915224.2842 | 2278620.5299 | 3566142.7391 | 0.4407 | 1 | 0.4957 | 1 |
68 | 2788128 | 2757767.8634 | 2125103.1257 | 3405406.4312 | 0.4634 | 0.372 | 0.4784 | 1 |
69 | 1391596 | 1407445.9774 | 823030.9619 | 2017903.5811 | 0.4797 | 0 | 0.5005 | 0.963 |
70 | 1366378 | 1367369.004 | 785081.9569 | 1976339.7316 | 0.4987 | 0.4689 | 0.4964 | 0.9518 |
71 | 946295 | 961727.3242 | 406256.6169 | 1553353.2201 | 0.4796 | 0.09 | 0.4963 | 0.6433 |
72 | 859626 | 855866.5933 | 309837.2992 | 1442065.5629 | 0.495 | 0.3812 | 0.5067 | 0.5067 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.4556 | 0.0637 | 0 | 1672025007.141 | 0 | 0 |
62 | 0.3203 | -0.0993 | 0.0815 | 8732101815.036 | 5202063411.0885 | 72125.3313 |
63 | 0.2661 | -0.0675 | 0.0768 | 6032931147.449 | 5479019323.2087 | 74020.398 |
64 | 0.2177 | 0.0566 | 0.0718 | 6583946704.5912 | 5755251168.5543 | 75863.3717 |
65 | 0.1933 | -0.0782 | 0.0731 | 16293010717.0232 | 7862803078.2481 | 88672.4482 |
66 | 0.209 | 0.0062 | 0.0619 | 86115477.7357 | 6566688478.1627 | 81035.1065 |
67 | 0.1139 | -0.017 | 0.0555 | 2452852828.5871 | 5978997671.0805 | 77323.9786 |
68 | 0.1198 | 0.011 | 0.0499 | 921737897.2495 | 5346840199.3516 | 73122.091 |
69 | 0.2213 | -0.0113 | 0.0456 | 251221783.8859 | 4780660375.411 | 69142.3197 |
70 | 0.2272 | -7e-04 | 0.0412 | 982088.9363 | 4302692546.7635 | 65594.9125 |
71 | 0.3139 | -0.016 | 0.0389 | 238156631.0626 | 3933189281.6998 | 62715.144 |
72 | 0.3494 | 0.0044 | 0.036 | 14133138.7817 | 3606601269.7899 | 60054.9854 |