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 | 649109.961 | 466849.8269 | 831370.095 | 0.3573 | 0.015 | 0.5892 | 0.015 |
62 | 847224 | 901493.1547 | 712544.1149 | 1090442.1945 | 0.2867 | 0.9883 | 0.294 | 0.7003 |
63 | 1073256 | 1145123.4804 | 955683.9551 | 1334563.0057 | 0.2286 | 0.999 | 0.4373 | 0.9988 |
64 | 1514326 | 1523618.9432 | 1334142.8069 | 1713095.0796 | 0.4617 | 1 | 0.8984 | 1 |
65 | 1503734 | 1559821.3462 | 1370342.4735 | 1749300.2188 | 0.2809 | 0.681 | 0.1464 | 1 |
66 | 1507712 | 1552768.0842 | 1363289.0071 | 1742247.1614 | 0.3206 | 0.694 | 0.7237 | 1 |
67 | 2865698 | 2914064.3622 | 2724585.2697 | 3103543.4546 | 0.3084 | 1 | 0.4805 | 1 |
68 | 2788128 | 2732136.6112 | 2542657.5176 | 2921615.7047 | 0.2812 | 0.0836 | 0.3262 | 1 |
69 | 1391596 | 1425902.7096 | 1236423.6159 | 1615381.8032 | 0.3613 | 0 | 0.5774 | 1 |
70 | 1366378 | 1380833.9026 | 1191354.8089 | 1570312.9962 | 0.4406 | 0.4557 | 0.5438 | 1 |
71 | 946295 | 980281.8174 | 790802.7237 | 1169760.911 | 0.3626 | 0 | 0.5647 | 0.9097 |
72 | 859626 | 886375.6492 | 696896.5556 | 1075854.7429 | 0.391 | 0.2677 | 0.6434 | 0.6434 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1433 | 0.0498 | 0.0498 | 0.0511 | 1156546719.7947 | 0 | 0 | 0.0889 | 0.0889 |
62 | 0.1069 | -0.0641 | 0.0569 | 0.0566 | 2945141149.3264 | 2050843934.5606 | 45286.2444 | -0.1418 | 0.1153 |
63 | 0.0844 | -0.067 | 0.0603 | 0.0593 | 5164934739.3395 | 3088874202.8202 | 55577.6412 | -0.1878 | 0.1395 |
64 | 0.0634 | -0.0061 | 0.0467 | 0.046 | 86358794.1696 | 2338245350.6575 | 48355.4066 | -0.0243 | 0.1107 |
65 | 0.062 | -0.0373 | 0.0448 | 0.0441 | 3145790400.1796 | 2499754360.5619 | 49997.5435 | -0.1466 | 0.1179 |
66 | 0.0623 | -0.0299 | 0.0424 | 0.0417 | 2030050725.973 | 2421470421.4638 | 49208.4385 | -0.1177 | 0.1178 |
67 | 0.0332 | -0.0169 | 0.0387 | 0.0381 | 2339304988.0064 | 2409732502.3984 | 49089.0263 | -0.1264 | 0.1191 |
68 | 0.0354 | 0.0201 | 0.0364 | 0.0359 | 3135035624.2588 | 2500395392.631 | 50003.9538 | 0.1463 | 0.1225 |
69 | 0.0678 | -0.0247 | 0.0351 | 0.0346 | 1176950321.0042 | 2353345940.228 | 48511.297 | -0.0896 | 0.1188 |
70 | 0.07 | -0.0106 | 0.0326 | 0.0322 | 208973119.3892 | 2138908658.1441 | 46248.3368 | -0.0378 | 0.1107 |
71 | 0.0986 | -0.0359 | 0.0329 | 0.0325 | 1155103755.83 | 2049471848.8429 | 45271.0929 | -0.0888 | 0.1087 |
72 | 0.1091 | -0.0311 | 0.0328 | 0.0323 | 715543734.9646 | 1938311172.6863 | 44026.2555 | -0.0699 | 0.1055 |