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 | 662368.3296 | 483315.034 | 841421.6251 | 0.4102 | 0.0195 | 0.646 | 0.0195 |
62 | 847224 | 901134.0876 | 716385.4288 | 1085882.7465 | 0.2837 | 0.9896 | 0.2885 | 0.7031 |
63 | 1073256 | 1130010.5555 | 944893.9298 | 1315127.1813 | 0.2739 | 0.9986 | 0.3739 | 0.9984 |
64 | 1514326 | 1528051.0617 | 1342910.2917 | 1713191.8318 | 0.4422 | 1 | 0.9113 | 1 |
65 | 1503734 | 1592965.8263 | 1407823.4705 | 1778108.1822 | 0.1724 | 0.7974 | 0.234 | 1 |
66 | 1507712 | 1523394.3249 | 1338251.8649 | 1708536.7849 | 0.4341 | 0.5824 | 0.6167 | 1 |
67 | 2865698 | 2965934.602 | 2780792.1352 | 3151077.0688 | 0.1443 | 1 | 0.6912 | 1 |
68 | 2788128 | 2672251.9853 | 2487109.5188 | 2857394.4517 | 0.11 | 0.0203 | 0.1368 | 1 |
69 | 1391596 | 1389269.1767 | 1204126.7224 | 1574411.631 | 0.4902 | 0 | 0.4254 | 1 |
70 | 1366378 | 1359233.2548 | 1174090.9862 | 1544375.5233 | 0.4699 | 0.3659 | 0.4538 | 1 |
71 | 946295 | 958027.5744 | 772888.1331 | 1143167.0157 | 0.4506 | 0 | 0.4726 | 0.8717 |
72 | 859626 | 862559.5174 | 677463.1249 | 1047655.9099 | 0.4876 | 0.1876 | 0.5493 | 0.5493 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1379 | 0.0304 | 0.0304 | 0.0308 | 430548823.2567 | 0 | 0 | 0.0542 | 0.0542 |
62 | 0.1046 | -0.0636 | 0.047 | 0.0463 | 2906297548.7914 | 1668423186.024 | 40846.3363 | -0.1409 | 0.0975 |
63 | 0.0836 | -0.0529 | 0.049 | 0.048 | 3221079571.577 | 2185975314.5417 | 46754.4149 | -0.1483 | 0.1145 |
64 | 0.0618 | -0.0091 | 0.039 | 0.0383 | 188377318.9742 | 1686575815.6498 | 41067.9415 | -0.0359 | 0.0948 |
65 | 0.0593 | -0.0593 | 0.0431 | 0.0421 | 7962318831.7836 | 2941724418.8766 | 54237.6661 | -0.2332 | 0.1225 |
66 | 0.062 | -0.0104 | 0.0376 | 0.0368 | 245935314.6832 | 2492426234.8443 | 49924.2049 | -0.041 | 0.1089 |
67 | 0.0318 | -0.035 | 0.0372 | 0.0365 | 10047376373.3969 | 3571704826.0661 | 59763.7417 | -0.2619 | 0.1308 |
68 | 0.0353 | 0.0416 | 0.0378 | 0.0372 | 13427250788.5504 | 4803648071.3767 | 69308.355 | 0.3028 | 0.1523 |
69 | 0.068 | 0.0017 | 0.0338 | 0.0333 | 5414106.7993 | 4270510964.2014 | 65349.1466 | 0.0061 | 0.136 |
70 | 0.0695 | 0.0052 | 0.0309 | 0.0305 | 51047384.6392 | 3848564606.2452 | 62036.8004 | 0.0187 | 0.1243 |
71 | 0.0986 | -0.0124 | 0.0292 | 0.0288 | 137653302.2799 | 3511209033.1574 | 59255.4557 | -0.0307 | 0.1158 |
72 | 0.1095 | -0.0034 | 0.0271 | 0.0267 | 8605524.288 | 3219325407.4183 | 56739.0995 | -0.0077 | 0.1068 |