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]) |
47 | 443 | - | - | - | - | - | - | - |
48 | 442 | - | - | - | - | - | - | - |
49 | 444 | 447.3554 | 435.5271 | 459.1838 | 0.2891 | 0.8126 | 0.8126 | 0.8126 |
50 | 438 | 456.0698 | 437.8376 | 474.302 | 0.026 | 0.9028 | 0.9028 | 0.9348 |
51 | 427 | 454.4422 | 431.43 | 477.4544 | 0.0097 | 0.9193 | 0.9193 | 0.8554 |
52 | 424 | 449.3291 | 423.3914 | 475.2668 | 0.0278 | 0.9542 | 0.9542 | 0.7102 |
53 | 416 | 440.6467 | 413.4346 | 467.8588 | 0.0379 | 0.8847 | 0.8847 | 0.4612 |
54 | 406 | 436.361 | 407.0154 | 465.7066 | 0.0213 | 0.9131 | 0.9131 | 0.3532 |
55 | 431 | 437.1555 | 404.7925 | 469.5185 | 0.3547 | 0.9704 | 0.9704 | 0.3846 |
56 | 434 | 439.7682 | 402.7463 | 476.7901 | 0.38 | 0.6787 | 0.6787 | 0.453 |
57 | 418 | 441.2811 | 399.3462 | 483.216 | 0.1383 | 0.6332 | 0.6332 | 0.4866 |
58 | 412 | 438.8362 | 392.7337 | 484.9386 | 0.127 | 0.8121 | 0.8121 | 0.4465 |
59 | 404 | 434.2737 | 384.5788 | 483.9685 | 0.1162 | 0.8102 | 0.8102 | 0.3803 |
60 | 409 | 430.115 | 377.0868 | 483.1431 | 0.2176 | 0.8328 | 0.8328 | 0.3302 |
61 | 412 | 428.1679 | 371.3299 | 485.0059 | 0.2886 | 0.7457 | 0.7457 | 0.3167 |
62 | 406 | 428.3852 | 367.0807 | 489.6896 | 0.2371 | 0.6998 | 0.6998 | 0.3317 |
63 | 398 | 428.7401 | 362.5285 | 494.9518 | 0.1814 | 0.7496 | 0.7496 | 0.3473 |
64 | 397 | 427.8079 | 356.6629 | 498.9529 | 0.198 | 0.7942 | 0.7942 | 0.3479 |
65 | 385 | 425.2382 | 349.4334 | 501.043 | 0.1491 | 0.7673 | 0.7673 | 0.3324 |
66 | 390 | 422.0937 | 341.7823 | 502.4051 | 0.2167 | 0.8173 | 0.8173 | 0.3135 |
67 | 413 | 419.6702 | 334.7708 | 504.5697 | 0.4388 | 0.7533 | 0.7533 | 0.3031 |
68 | 413 | 418.3965 | 328.6104 | 508.1825 | 0.4531 | 0.5469 | 0.5469 | 0.3032 |
69 | 401 | 417.7966 | 322.8076 | 512.7857 | 0.3645 | 0.5394 | 0.5394 | 0.3087 |
70 | 397 | 416.9209 | 316.5734 | 517.2685 | 0.3486 | 0.6221 | 0.6221 | 0.3121 |
71 | 397 | 415.2508 | 309.5499 | 520.9518 | 0.3675 | 0.6325 | 0.6325 | 0.3099 |
72 | 409 | 412.9748 | 301.9825 | 523.967 | 0.472 | 0.6111 | 0.6111 | 0.3041 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0135 | -0.0075 | 0 | 11.259 | 0 | 0 |
50 | 0.0204 | -0.0396 | 0.0236 | 326.5169 | 168.888 | 12.9957 |
51 | 0.0258 | -0.0604 | 0.0358 | 753.074 | 363.6167 | 19.0687 |
52 | 0.0295 | -0.0564 | 0.041 | 641.5649 | 433.1037 | 20.8111 |
53 | 0.0315 | -0.0559 | 0.044 | 607.4599 | 467.975 | 21.6327 |
54 | 0.0343 | -0.0696 | 0.0482 | 921.7882 | 543.6105 | 23.3155 |
55 | 0.0378 | -0.0141 | 0.0434 | 37.8901 | 471.3647 | 21.7109 |
56 | 0.043 | -0.0131 | 0.0396 | 33.2725 | 416.6032 | 20.4109 |
57 | 0.0485 | -0.0528 | 0.041 | 542.0103 | 430.5373 | 20.7494 |
58 | 0.0536 | -0.0612 | 0.043 | 720.1795 | 459.5015 | 21.436 |
59 | 0.0584 | -0.0697 | 0.0455 | 916.4957 | 501.0465 | 22.3841 |
60 | 0.0629 | -0.0491 | 0.0458 | 445.8429 | 496.4462 | 22.2811 |
61 | 0.0677 | -0.0378 | 0.0452 | 261.4016 | 478.3658 | 21.8716 |
62 | 0.073 | -0.0523 | 0.0457 | 501.0959 | 479.9894 | 21.9087 |
63 | 0.0788 | -0.0717 | 0.0474 | 944.9567 | 510.9872 | 22.605 |
64 | 0.0848 | -0.072 | 0.0489 | 949.1263 | 538.3709 | 23.2028 |
65 | 0.091 | -0.0946 | 0.0516 | 1619.1099 | 601.9438 | 24.5345 |
66 | 0.0971 | -0.076 | 0.053 | 1030.0054 | 625.725 | 25.0145 |
67 | 0.1032 | -0.0159 | 0.051 | 44.4919 | 595.1338 | 24.3954 |
68 | 0.1095 | -0.0129 | 0.0491 | 29.1218 | 566.8332 | 23.8083 |
69 | 0.116 | -0.0402 | 0.0487 | 282.1273 | 553.2757 | 23.5218 |
70 | 0.1228 | -0.0478 | 0.0487 | 396.8436 | 546.1652 | 23.3702 |
71 | 0.1299 | -0.044 | 0.0485 | 333.0929 | 536.9012 | 23.1711 |
72 | 0.1371 | -0.0096 | 0.0468 | 15.7987 | 515.1886 | 22.6978 |