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[48]) |
36 | 936574.000000001 | - | - | - | - | - | - | - |
37 | 708917.000000001 | - | - | - | - | - | - | - |
38 | 885295.000000001 | - | - | - | - | - | - | - |
39 | 1099663 | - | - | - | - | - | - | - |
40 | 1576220 | - | - | - | - | - | - | - |
41 | 1487870 | - | - | - | - | - | - | - |
42 | 1488635 | - | - | - | - | - | - | - |
43 | 2882530 | - | - | - | - | - | - | - |
44 | 2677026 | - | - | - | - | - | - | - |
45 | 1404398 | - | - | - | - | - | - | - |
46 | 1344370 | - | - | - | - | - | - | - |
47 | 936865.000000001 | - | - | - | - | - | - | - |
48 | 872705.000000001 | - | - | - | - | - | - | - |
49 | 628151 | 651537.427 | 578904.9571 | 724990.2109 | 0.2663 | 0 | 0.0629 | 0 |
50 | 953712 | 901172.6205 | 825548.9422 | 977436.9351 | 0.0885 | 1 | 0.6584 | 0.7678 |
51 | 1160384 | 1105992.6032 | 1028244.6425 | 1184291.3718 | 0.0867 | 0.9999 | 0.5629 | 1 |
52 | 1400618 | 1541961.4924 | 1460520.537 | 1623835.048 | 4e-04 | 1 | 0.2061 | 1 |
53 | 1661511 | 1745077.9395 | 1661696.7679 | 1828859.5572 | 0.0253 | 1 | 1 | 1 |
54 | 1495347 | 1494423.0112 | 1410900.5062 | 1578415.1541 | 0.4914 | 0 | 0.5537 | 1 |
55 | 2918786 | 3222210.2177 | 3130988.1078 | 3313691.3441 | 0 | 1 | 1 | 1 |
56 | 2775677 | 2460871.296 | 2371798.6717 | 2550267.5559 | 0 | 0 | 0 | 1 |
57 | 1407026 | 1280933.2822 | 1197616.2963 | 1364796.0764 | 0.0016 | 0 | 0.002 | 1 |
58 | 1370199 | 1322685.7748 | 1239125.7051 | 1406777.394 | 0.1341 | 0.0247 | 0.3066 | 1 |
59 | 964526 | 913981.5901 | 833539.9131 | 995138.3444 | 0.1111 | 0 | 0.2903 | 0.8406 |
60 | 850851 | 781947.8652 | 702586.5579 | 862124.1068 | 0.0461 | 0 | 0.0133 | 0.0133 |
61 | 683118 | 632949.5229 | 556374.3672 | 710464.4556 | 0.1023 | 0 | 0.5483 | 0 |
62 | 847224 | 856797.7338 | 777434.3414 | 936904.0529 | 0.4074 | 1 | 0.0089 | 0.3486 |
63 | 1073256 | 1143878.5011 | 1062101.9808 | 1226244.2919 | 0.0464 | 1 | 0.3472 | 1 |
64 | 1514326 | 1633636.1045 | 1548691.9005 | 1719024.4747 | 0.0031 | 1 | 1 | 1 |
65 | 1503734 | 1559627.8113 | 1475052.4324 | 1644664.521 | 0.0988 | 0.8518 | 0.0094 | 1 |
66 | 1507712 | 1636063.8354 | 1551047.2296 | 1721524.7029 | 0.0016 | 0.9988 | 0.9994 | 1 |
67 | 2865698 | 3036702.7489 | 2946178.5815 | 3127497.6104 | 1e-04 | 1 | 0.9945 | 1 |
68 | 2788128 | 2623567.8584 | 2534414.0116 | 2713025.7504 | 2e-04 | 0 | 4e-04 | 1 |
69 | 1391596 | 1408162.2426 | 1324510.8391 | 1492313.7987 | 0.3498 | 0 | 0.5106 | 1 |
70 | 1366378 | 1393815.4839 | 1310251.4843 | 1477883.7616 | 0.2612 | 0.5206 | 0.709 | 1 |
71 | 946295 | 1000277.1329 | 919517.9051 | 1081694.3143 | 0.0969 | 0 | 0.8053 | 0.9989 |
72 | 859626 | 896002.9097 | 816150.4001 | 976574.3005 | 0.1881 | 0.1106 | 0.864 | 0.7146 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0575 | -0.0359 | 0 | 546924967.3201 | 0 | 0 |
50 | 0.0432 | 0.0583 | 0.0471 | 2760386393.2552 | 1653655680.2877 | 40665.1654 |
51 | 0.0361 | 0.0492 | 0.0478 | 2958424045.6992 | 2088578468.7582 | 45700.9679 |
52 | 0.0271 | -0.0917 | 0.0588 | 19977982840.6998 | 6560929561.7436 | 80999.5652 |
53 | 0.0245 | -0.0479 | 0.0566 | 6983433383.5553 | 6645430326.1059 | 81519.5089 |
54 | 0.0287 | 6e-04 | 0.0473 | 853755.3353 | 5538000897.6442 | 74417.7459 |
55 | 0.0145 | -0.0942 | 0.054 | 92066255876.3385 | 17899180180.3148 | 133787.8178 |
56 | 0.0185 | 0.1279 | 0.0632 | 99102631241.8694 | 28049611563.0091 | 167480.1826 |
57 | 0.0334 | 0.0984 | 0.0671 | 15899373494.1283 | 26699585110.9112 | 163400.0768 |
58 | 0.0324 | 0.0359 | 0.064 | 2257506566.1894 | 24255377256.4391 | 155741.3794 |
59 | 0.0453 | 0.0553 | 0.0632 | 2554737370.9813 | 22282591812.3065 | 149273.5469 |
60 | 0.0523 | 0.0881 | 0.0653 | 4747641986.4273 | 20821345993.4833 | 144296.036 |
61 | 0.0625 | 0.0793 | 0.0664 | 2516876099.5243 | 19413309847.7941 | 139331.6541 |
62 | 0.0477 | -0.0112 | 0.0624 | 91656379.7824 | 18033191742.9361 | 134287.72 |
63 | 0.0367 | -0.0617 | 0.0624 | 4987537665.3264 | 17163481471.0955 | 131009.4709 |
64 | 0.0267 | -0.073 | 0.063 | 14234901041.1094 | 16980445194.2214 | 130309.0373 |
65 | 0.0278 | -0.0358 | 0.0614 | 3124118138.6193 | 16165367132.1271 | 127143.0971 |
66 | 0.0267 | -0.0785 | 0.0624 | 16474193645.6617 | 16182524160.6568 | 127210.5505 |
67 | 0.0153 | -0.0563 | 0.0621 | 29242624153.038 | 16869897844.4663 | 129884.1709 |
68 | 0.0174 | 0.0627 | 0.0621 | 27080040210.5667 | 17380404962.7714 | 131834.7639 |
69 | 0.0305 | -0.0118 | 0.0597 | 274440392.466 | 16565835221.3283 | 128708.3339 |
70 | 0.0308 | -0.0197 | 0.0579 | 752815522.8296 | 15847061598.6692 | 125885.1127 |
71 | 0.0415 | -0.054 | 0.0577 | 2914070671.4423 | 15284757645.3115 | 123631.5398 |
72 | 0.0459 | -0.0406 | 0.057 | 1323279562.8707 | 14703029391.8765 | 121256.0489 |