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[33]) |
21 | 23 | - | - | - | - | - | - | - |
22 | 23 | - | - | - | - | - | - | - |
23 | 23 | - | - | - | - | - | - | - |
24 | 23 | - | - | - | - | - | - | - |
25 | 27 | - | - | - | - | - | - | - |
26 | 26 | - | - | - | - | - | - | - |
27 | 17 | - | - | - | - | - | - | - |
28 | 24 | - | - | - | - | - | - | - |
29 | 26 | - | - | - | - | - | - | - |
30 | 24 | - | - | - | - | - | - | - |
31 | 27 | - | - | - | - | - | - | - |
32 | 27 | - | - | - | - | - | - | - |
33 | 26 | - | - | - | - | - | - | - |
34 | 24 | 26.4484 | 20.7678 | 32.129 | 0.1991 | 0.5615 | 0.8829 | 0.5615 |
35 | 23 | 26.8252 | 19.7969 | 33.8535 | 0.143 | 0.7846 | 0.857 | 0.591 |
36 | 23 | 24.9723 | 17.1672 | 32.7774 | 0.3102 | 0.6898 | 0.6898 | 0.3982 |
37 | 24 | 25.4693 | 17.011 | 33.9276 | 0.3668 | 0.7164 | 0.3614 | 0.4511 |
38 | 17 | 26.5237 | 17.6264 | 35.4209 | 0.018 | 0.7109 | 0.5459 | 0.5459 |
39 | 21 | 24.9331 | 15.6914 | 34.1748 | 0.2021 | 0.9538 | 0.9538 | 0.4105 |
40 | 19 | 25.0531 | 15.4147 | 34.6915 | 0.1092 | 0.7951 | 0.5848 | 0.4237 |
41 | 22 | 26.4606 | 16.4983 | 36.4229 | 0.1901 | 0.9289 | 0.5361 | 0.5361 |
42 | 22 | 25.1367 | 14.9141 | 35.3592 | 0.2738 | 0.7262 | 0.5863 | 0.4343 |
43 | 18 | 24.7926 | 14.2448 | 35.3404 | 0.1034 | 0.6981 | 0.3408 | 0.4112 |
44 | 16 | 26.3791 | 15.536 | 37.2222 | 0.0303 | 0.9351 | 0.4553 | 0.5273 |
45 | 14 | 25.4086 | 14.3362 | 36.481 | 0.0217 | 0.9521 | 0.4583 | 0.4583 |
46 | 12 | 24.6179 | 13.2596 | 35.9761 | 0.0147 | 0.9665 | 0.5425 | 0.4057 |
47 | 14 | 26.2321 | 14.5912 | 37.873 | 0.0197 | 0.9917 | 0.7068 | 0.5156 |
48 | 16 | 25.6922 | 13.8378 | 37.5465 | 0.0545 | 0.9734 | 0.6719 | 0.4797 |
49 | 8 | 24.5246 | 12.4149 | 36.6344 | 0.0037 | 0.9162 | 0.5338 | 0.4056 |
50 | 3 | 26.0219 | 13.6392 | 38.4046 | 1e-04 | 0.9978 | 0.9234 | 0.5014 |
51 | 0 | 25.9556 | 13.3682 | 38.5429 | 0 | 0.9998 | 0.7798 | 0.4972 |
52 | 5 | 24.5165 | 11.6995 | 37.3335 | 0.0014 | 0.9999 | 0.8006 | 0.4103 |
53 | 1 | 25.7651 | 12.6851 | 38.8451 | 1e-04 | 0.9991 | 0.7137 | 0.486 |
54 | 1 | 26.1742 | 12.8938 | 39.4547 | 1e-04 | 0.9999 | 0.7311 | 0.5103 |
55 | 3 | 24.5926 | 11.1044 | 38.0808 | 9e-04 | 0.9997 | 0.831 | 0.419 |
56 | 6 | 25.4842 | 11.744 | 39.2244 | 0.0027 | 0.9993 | 0.912 | 0.4707 |
57 | 7 | 26.329 | 12.3898 | 40.2682 | 0.0033 | 0.9979 | 0.9585 | 0.5184 |
58 | 8 | 24.7455 | 10.6165 | 38.8745 | 0.0101 | 0.9931 | 0.9615 | 0.4309 |
59 | 14 | 25.2042 | 10.8356 | 39.5728 | 0.0632 | 0.9905 | 0.9368 | 0.4568 |
60 | 14 | 26.4066 | 11.8386 | 40.9746 | 0.0475 | 0.9525 | 0.9193 | 0.5218 |
61 | 13 | 24.961 | 10.2174 | 39.7046 | 0.0559 | 0.9275 | 0.9879 | 0.4451 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.1096 | -0.0926 | 0 | 5.9947 | 0 | 0 |
35 | 0.1337 | -0.1426 | 0.1176 | 14.6324 | 10.3135 | 3.2115 |
36 | 0.1595 | -0.079 | 0.1047 | 3.8899 | 8.1723 | 2.8587 |
37 | 0.1694 | -0.0577 | 0.093 | 2.1588 | 6.6689 | 2.5824 |
38 | 0.1711 | -0.3591 | 0.1462 | 90.7005 | 23.4752 | 4.8451 |
39 | 0.1891 | -0.1577 | 0.1481 | 15.4691 | 22.1409 | 4.7054 |
40 | 0.1963 | -0.2416 | 0.1615 | 36.6402 | 24.2122 | 4.9206 |
41 | 0.1921 | -0.1686 | 0.1624 | 19.8971 | 23.6728 | 4.8655 |
42 | 0.2075 | -0.1248 | 0.1582 | 9.8386 | 22.1357 | 4.7049 |
43 | 0.2171 | -0.274 | 0.1698 | 46.1394 | 24.5361 | 4.9534 |
44 | 0.2097 | -0.3935 | 0.1901 | 107.7256 | 32.0987 | 5.6656 |
45 | 0.2223 | -0.449 | 0.2117 | 130.1561 | 40.2702 | 6.3459 |
46 | 0.2354 | -0.5125 | 0.2348 | 159.2112 | 49.4195 | 7.0299 |
47 | 0.2264 | -0.4663 | 0.2514 | 149.6251 | 56.577 | 7.5218 |
48 | 0.2354 | -0.3772 | 0.2597 | 93.9382 | 59.0678 | 7.6856 |
49 | 0.2519 | -0.6738 | 0.2856 | 273.064 | 72.4425 | 8.5113 |
50 | 0.2428 | -0.8847 | 0.3209 | 530.008 | 99.3582 | 9.9679 |
51 | 0.2474 | -1 | 0.3586 | 673.6906 | 131.2655 | 11.4571 |
52 | 0.2667 | -0.7961 | 0.3816 | 380.8931 | 144.4038 | 12.0168 |
53 | 0.259 | -0.9612 | 0.4106 | 613.3096 | 167.8491 | 12.9557 |
54 | 0.2589 | -0.9618 | 0.4368 | 633.7423 | 190.0345 | 13.7853 |
55 | 0.2798 | -0.878 | 0.4569 | 466.2413 | 202.5893 | 14.2334 |
56 | 0.2751 | -0.7646 | 0.4703 | 379.6352 | 210.287 | 14.5013 |
57 | 0.2701 | -0.7341 | 0.4813 | 373.6101 | 217.0921 | 14.734 |
58 | 0.2913 | -0.6767 | 0.4891 | 280.4121 | 219.6249 | 14.8197 |
59 | 0.2909 | -0.4445 | 0.4874 | 125.5341 | 216.006 | 14.6971 |
60 | 0.2815 | -0.4698 | 0.4867 | 153.9238 | 213.7067 | 14.6187 |
61 | 0.3014 | -0.4792 | 0.4865 | 143.0659 | 211.1838 | 14.5322 |