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 | 653984.6049 | 486476.9858 | 821492.224 | 0.3666 | 0.0106 | 0.6188 | 0.0106 |
62 | 847224 | 901485.8131 | 729615.7068 | 1073355.9194 | 0.268 | 0.9936 | 0.2757 | 0.7182 |
63 | 1073256 | 1133644.3484 | 959505.2301 | 1307783.4666 | 0.2483 | 0.9994 | 0.3817 | 0.9993 |
64 | 1514326 | 1530131.1528 | 1355555.4539 | 1704706.8517 | 0.4296 | 1 | 0.927 | 1 |
65 | 1503734 | 1619720.8431 | 1444846.6702 | 1794595.0159 | 0.0968 | 0.8813 | 0.3198 | 1 |
66 | 1507712 | 1534052.2274 | 1358882.8046 | 1709221.6502 | 0.3841 | 0.6328 | 0.6675 | 1 |
67 | 2865698 | 2995494.825 | 2820297.72 | 3170691.93 | 0.0732 | 1 | 0.8046 | 1 |
68 | 2788128 | 2657039.199 | 2481852.1852 | 2832226.2128 | 0.0712 | 0.0098 | 0.0922 | 1 |
69 | 1391596 | 1378199.7389 | 1203017.1914 | 1553382.2865 | 0.4404 | 0 | 0.3735 | 1 |
70 | 1366378 | 1358191.7853 | 1183019.2807 | 1533364.2898 | 0.4635 | 0.3543 | 0.4466 | 1 |
71 | 946295 | 960377.7252 | 785274.9209 | 1135480.5295 | 0.4374 | 0 | 0.4815 | 0.8899 |
72 | 859626 | 859259.8695 | 684292.407 | 1034227.332 | 0.4984 | 0.1648 | 0.5375 | 0.5375 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1307 | 0.0426 | 0.0426 | 0.0436 | 848754709.3323 | 0 | 0 | 0.0761 | 0.0761 |
62 | 0.0973 | -0.064 | 0.0533 | 0.0528 | 2944344365.309 | 1896549537.3206 | 43549.3919 | -0.1418 | 0.109 |
63 | 0.0784 | -0.0563 | 0.0543 | 0.0535 | 3646752617.311 | 2479950563.9841 | 49799.102 | -0.1578 | 0.1252 |
64 | 0.0582 | -0.0104 | 0.0433 | 0.0427 | 249802854.7328 | 1922413636.6713 | 43845.3377 | -0.0413 | 0.1042 |
65 | 0.0551 | -0.0771 | 0.0501 | 0.049 | 13452947764.0672 | 4228520462.1504 | 65027.0748 | -0.3031 | 0.144 |
66 | 0.0583 | -0.0175 | 0.0447 | 0.0437 | 693807579.7454 | 3639401648.4163 | 60327.4535 | -0.0688 | 0.1315 |
67 | 0.0298 | -0.0453 | 0.0448 | 0.0438 | 16847215790.5023 | 5526232240.1428 | 74338.6322 | -0.3391 | 0.1611 |
68 | 0.0336 | 0.047 | 0.045 | 0.0443 | 17184273753.611 | 6983487429.3264 | 83567.2629 | 0.3425 | 0.1838 |
69 | 0.0649 | 0.0096 | 0.0411 | 0.0405 | 179459810.3424 | 6227484360.5504 | 78914.4116 | 0.035 | 0.1673 |
70 | 0.0658 | 0.006 | 0.0376 | 0.037 | 67014111.8471 | 5611437335.68 | 74909.5277 | 0.0214 | 0.1527 |
71 | 0.093 | -0.0149 | 0.0355 | 0.035 | 198323149.0982 | 5119336045.9908 | 71549.5356 | -0.0368 | 0.1422 |
72 | 0.1039 | 4e-04 | 0.0326 | 0.0321 | 134051.5337 | 4692735879.786 | 68503.5465 | 0.001 | 0.1304 |