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 | 19 | - | - | - | - | - | - | - |
49 | 18 | - | - | - | - | - | - | - |
50 | 20 | - | - | - | - | - | - | - |
51 | 21 | - | - | - | - | - | - | - |
52 | 18 | - | - | - | - | - | - | - |
53 | 19 | - | - | - | - | - | - | - |
54 | 19 | - | - | - | - | - | - | - |
55 | 19 | - | - | - | - | - | - | - |
56 | 21 | - | - | - | - | - | - | - |
57 | 19 | - | - | - | - | - | - | - |
58 | 19 | - | - | - | - | - | - | - |
59 | 17 | - | - | - | - | - | - | - |
60 | 16 | - | - | - | - | - | - | - |
61 | 16 | 16.031 | 12.8259 | 19.2361 | 0.4924 | 0.5076 | 0.1143 | 0.5076 |
62 | 17 | 15.9659 | 11.4331 | 20.4986 | 0.3274 | 0.4941 | 0.0405 | 0.4941 |
63 | 16 | 15.9349 | 10.3834 | 21.4863 | 0.4908 | 0.3534 | 0.0369 | 0.4908 |
64 | 15 | 16.0301 | 9.6198 | 22.4404 | 0.3764 | 0.5037 | 0.2735 | 0.5037 |
65 | 16 | 16 | 8.8331 | 23.1669 | 0.5 | 0.6078 | 0.206 | 0.5 |
66 | 16 | 15.9969 | 8.146 | 23.8479 | 0.4997 | 0.4997 | 0.2267 | 0.4997 |
67 | 16 | 15.999 | 7.519 | 24.479 | 0.4999 | 0.4999 | 0.244 | 0.4999 |
68 | 18 | 15.937 | 6.8715 | 25.0025 | 0.3278 | 0.4946 | 0.1368 | 0.4946 |
69 | 19 | 16.0032 | 6.3878 | 25.6187 | 0.2706 | 0.342 | 0.2706 | 0.5003 |
70 | 16 | 16.0022 | 5.8666 | 26.1377 | 0.4998 | 0.2811 | 0.2811 | 0.5002 |
71 | 16 | 16.0652 | 5.435 | 26.6955 | 0.4952 | 0.5048 | 0.4316 | 0.5048 |
72 | 16 | 16.0963 | 4.9933 | 27.1992 | 0.4932 | 0.5068 | 0.5068 | 0.5068 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.102 | -0.0019 | 0 | 0.001 | 0 | 0 |
62 | 0.1448 | 0.0648 | 0.0334 | 1.0695 | 0.5352 | 0.7316 |
63 | 0.1777 | 0.0041 | 0.0236 | 0.0042 | 0.3582 | 0.5985 |
64 | 0.204 | -0.0643 | 0.0338 | 1.061 | 0.5339 | 0.7307 |
65 | 0.2285 | 0 | 0.027 | 0 | 0.4271 | 0.6536 |
66 | 0.2504 | 2e-04 | 0.0225 | 0 | 0.356 | 0.5966 |
67 | 0.2704 | 1e-04 | 0.0193 | 0 | 0.3051 | 0.5524 |
68 | 0.2902 | 0.1294 | 0.0331 | 4.2561 | 0.799 | 0.8939 |
69 | 0.3066 | 0.1873 | 0.0502 | 8.9805 | 1.708 | 1.3069 |
70 | 0.3232 | -1e-04 | 0.0452 | 0 | 1.5372 | 1.2399 |
71 | 0.3376 | -0.0041 | 0.0415 | 0.0043 | 1.3979 | 1.1823 |
72 | 0.3519 | -0.006 | 0.0385 | 0.0093 | 1.2822 | 1.1323 |