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 | 628151 | 399016.0661 | 857285.9339 | 0.3191 | 0.0284 | 0.5 | 0.0284 |
62 | 847224 | 953712 | 724577.0661 | 1182846.9339 | 0.1812 | 0.9897 | 0.5 | 0.8105 |
63 | 1073256 | 1160384 | 931249.0661 | 1389518.9339 | 0.228 | 0.9963 | 0.5 | 0.9959 |
64 | 1514326 | 1400618 | 1171483.0661 | 1629752.9339 | 0.1654 | 0.9974 | 0.5 | 1 |
65 | 1503734 | 1661511 | 1432376.0661 | 1890645.9339 | 0.0886 | 0.896 | 0.5 | 1 |
66 | 1507712 | 1495347 | 1266212.0661 | 1724481.9339 | 0.4579 | 0.4714 | 0.5 | 1 |
67 | 2865698 | 2918786 | 2689651.0661 | 3147920.9339 | 0.3249 | 1 | 0.5 | 1 |
68 | 2788128 | 2775677 | 2546542.0661 | 3004811.9339 | 0.4576 | 0.2206 | 0.5 | 1 |
69 | 1391596 | 1407026 | 1177891.0661 | 1636160.9339 | 0.4475 | 0 | 0.5 | 1 |
70 | 1366378 | 1370199 | 1141064.0661 | 1599333.9339 | 0.487 | 0.4274 | 0.5 | 1 |
71 | 946295 | 964526 | 735391.0661 | 1193660.9339 | 0.438 | 3e-04 | 0.5 | 0.8346 |
72 | 859626 | 850851 | 621716.0661 | 1079985.9339 | 0.4701 | 0.2071 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1861 | 0.0805 | 0.0805 | 0.0838 | 3021371089 | 0 | 0 | 0.1436 | 0.1436 |
62 | 0.1226 | -0.1257 | 0.1031 | 0.101 | 11339694144 | 7180532616.5 | 84738.0234 | -0.2782 | 0.2109 |
63 | 0.1007 | -0.0812 | 0.0958 | 0.0934 | 7591288384 | 7317451205.6667 | 85542.1019 | -0.2277 | 0.2165 |
64 | 0.0835 | 0.0751 | 0.0906 | 0.0895 | 12929509264 | 8720465720.25 | 93383.4339 | 0.2971 | 0.2367 |
65 | 0.0704 | -0.1049 | 0.0935 | 0.0916 | 24893581729 | 11955088922 | 109339.3293 | -0.4123 | 0.2718 |
66 | 0.0782 | 0.0082 | 0.0793 | 0.0777 | 152893225 | 9988056305.8333 | 99940.2637 | 0.0323 | 0.2319 |
67 | 0.0401 | -0.0185 | 0.0706 | 0.0692 | 2818335744 | 8963810511.2857 | 94677.4023 | -0.1387 | 0.2186 |
68 | 0.0421 | 0.0045 | 0.0623 | 0.0611 | 155027401 | 7862712622.5 | 88671.9382 | 0.0325 | 0.1953 |
69 | 0.0831 | -0.0111 | 0.0566 | 0.0555 | 238084900 | 7015531764.4444 | 83758.7713 | -0.0403 | 0.1781 |
70 | 0.0853 | -0.0028 | 0.0512 | 0.0503 | 14600041 | 6315438592.1 | 79469.7338 | -0.01 | 0.1613 |
71 | 0.1212 | -0.0193 | 0.0483 | 0.0474 | 332369361 | 5771523207.4545 | 75970.5417 | -0.0476 | 0.1509 |
72 | 0.1374 | 0.0102 | 0.0452 | 0.0443 | 77000625 | 5296979658.9167 | 72780.3521 | 0.0229 | 0.1403 |