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[73]) |
61 | 527070 | - | - | - | - | - | - | - |
62 | 509846 | - | - | - | - | - | - | - |
63 | 514258 | - | - | - | - | - | - | - |
64 | 516922 | - | - | - | - | - | - | - |
65 | 507561 | - | - | - | - | - | - | - |
66 | 492622 | - | - | - | - | - | - | - |
67 | 490243 | - | - | - | - | - | - | - |
68 | 469357 | - | - | - | - | - | - | - |
69 | 477580 | - | - | - | - | - | - | - |
70 | 528379 | - | - | - | - | - | - | - |
71 | 533590 | - | - | - | - | - | - | - |
72 | 517945 | - | - | - | - | - | - | - |
73 | 506174 | - | - | - | - | - | - | - |
74 | 501866 | 488097.8685 | 475264.4591 | 500931.2778 | 0.0177 | 0.0029 | 4e-04 | 0.0029 |
75 | 516141 | 490346.6125 | 472124.1269 | 508569.098 | 0.0028 | 0.1077 | 0.0051 | 0.0443 |
76 | 528222 | 493237.1269 | 469847.35 | 516626.9038 | 0.0017 | 0.0275 | 0.0236 | 0.1392 |
77 | 532638 | 486509.4039 | 457397.9056 | 515620.9022 | 9e-04 | 0.0025 | 0.0782 | 0.0928 |
78 | 536322 | 474875.7023 | 440856.5088 | 508894.8958 | 2e-04 | 4e-04 | 0.1533 | 0.0357 |
79 | 536535 | 470297.143 | 431660.2137 | 508934.0723 | 4e-04 | 4e-04 | 0.1558 | 0.0344 |
80 | 523597 | 456664.9053 | 413651.9678 | 499677.8429 | 0.0011 | 1e-04 | 0.2815 | 0.012 |
81 | 536214 | 460907.7602 | 413865.0216 | 507950.4989 | 9e-04 | 0.0045 | 0.2436 | 0.0296 |
82 | 586570 | 513679.7536 | 462841.5518 | 564517.9555 | 0.0025 | 0.1925 | 0.2855 | 0.6139 |
83 | 596594 | 521864.3372 | 467457.3926 | 576271.2818 | 0.0035 | 0.0099 | 0.3364 | 0.714 |
84 | 580523 | 511856.3906 | 454088.7809 | 569624.0002 | 0.0099 | 0.002 | 0.4182 | 0.5764 |
85 | 564478 | 498346.0341 | 437384.0025 | 559308.0657 | 0.0167 | 0.0041 | 0.4006 | 0.4006 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
74 | 0.0134 | 0.0282 | 0 | 189561446.0982 | 0 | 0 |
75 | 0.019 | 0.0526 | 0.0404 | 665350426.7186 | 427455936.4084 | 20675.0075 |
76 | 0.0242 | 0.0709 | 0.0506 | 1223941346.153 | 692951072.9899 | 26323.9639 |
77 | 0.0305 | 0.0948 | 0.0616 | 2127847376.5857 | 1051675148.8889 | 32429.5413 |
78 | 0.0366 | 0.1294 | 0.0752 | 3775647502.5521 | 1596469619.6215 | 39955.8459 |
79 | 0.0419 | 0.1408 | 0.0861 | 4387453695.9443 | 2061633632.342 | 45405.2159 |
80 | 0.0481 | 0.1466 | 0.0948 | 4479905294.4615 | 2407101012.6448 | 49062.2157 |
81 | 0.0521 | 0.1634 | 0.1033 | 5671029746.1155 | 2815092104.3286 | 53057.4416 |
82 | 0.0505 | 0.1419 | 0.1076 | 5312988016.6207 | 3092636094.5833 | 55611.4745 |
83 | 0.0532 | 0.1432 | 0.1112 | 5584522495.9727 | 3341824734.7222 | 57808.5178 |
84 | 0.0576 | 0.1342 | 0.1133 | 4715103250.0586 | 3466668236.1164 | 58878.4191 |
85 | 0.0624 | 0.1327 | 0.1149 | 4373436909.144 | 3542232292.2021 | 59516.6556 |