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]) |
36 | 588 | - | - | - | - | - | - | - |
37 | 620 | - | - | - | - | - | - | - |
38 | 626 | - | - | - | - | - | - | - |
39 | 620 | - | - | - | - | - | - | - |
40 | 573 | - | - | - | - | - | - | - |
41 | 573 | - | - | - | - | - | - | - |
42 | 574 | - | - | - | - | - | - | - |
43 | 580 | - | - | - | - | - | - | - |
44 | 590 | - | - | - | - | - | - | - |
45 | 593 | - | - | - | - | - | - | - |
46 | 597 | - | - | - | - | - | - | - |
47 | 595 | - | - | - | - | - | - | - |
48 | 612 | - | - | - | - | - | - | - |
49 | 628 | 632.265 | 609.2962 | 655.2338 | 0.3579 | 0.9581 | 0.8524 | 0.9581 |
50 | 629 | 626.2544 | 590.3151 | 662.1937 | 0.4405 | 0.4621 | 0.5055 | 0.7815 |
51 | 621 | 625.4166 | 582.4688 | 668.3644 | 0.4201 | 0.435 | 0.5976 | 0.7298 |
52 | 569 | 610.9573 | 564.2471 | 657.6674 | 0.0392 | 0.3367 | 0.9444 | 0.4826 |
53 | 567 | 602.7806 | 552.9068 | 652.6545 | 0.0798 | 0.9078 | 0.8791 | 0.3586 |
54 | 573 | 600.7744 | 547.3906 | 654.1582 | 0.1539 | 0.8925 | 0.8372 | 0.3401 |
55 | 584 | 603.5606 | 546.4544 | 660.6669 | 0.251 | 0.8529 | 0.7906 | 0.386 |
56 | 589 | 608.0304 | 547.4041 | 668.6566 | 0.2692 | 0.7814 | 0.72 | 0.4489 |
57 | 591 | 607.7936 | 543.9772 | 671.61 | 0.303 | 0.7181 | 0.6752 | 0.4486 |
58 | 595 | 614.2397 | 547.4819 | 680.9976 | 0.2861 | 0.7525 | 0.6936 | 0.5262 |
59 | 594 | 607.8389 | 538.3165 | 677.3613 | 0.3482 | 0.6413 | 0.6413 | 0.4533 |
60 | 611 | 614.2735 | 542.1035 | 686.4434 | 0.4646 | 0.709 | 0.5246 | 0.5246 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0185 | -0.0067 | 0 | 18.1902 | 0 | 0 |
50 | 0.0293 | 0.0044 | 0.0056 | 7.5382 | 12.8642 | 3.5867 |
51 | 0.035 | -0.0071 | 0.0061 | 19.5065 | 15.0783 | 3.8831 |
52 | 0.039 | -0.0687 | 0.0217 | 1760.4141 | 451.4122 | 21.2465 |
53 | 0.0422 | -0.0594 | 0.0292 | 1280.2545 | 617.1807 | 24.8431 |
54 | 0.0453 | -0.0462 | 0.0321 | 771.417 | 642.8867 | 25.3552 |
55 | 0.0483 | -0.0324 | 0.0321 | 382.6185 | 605.7056 | 24.6111 |
56 | 0.0509 | -0.0313 | 0.032 | 362.1546 | 575.2617 | 23.9846 |
57 | 0.0536 | -0.0276 | 0.0315 | 282.0249 | 542.6798 | 23.2955 |
58 | 0.0555 | -0.0313 | 0.0315 | 370.1667 | 525.4285 | 22.9222 |
59 | 0.0584 | -0.0228 | 0.0307 | 191.5152 | 495.0728 | 22.2502 |
60 | 0.0599 | -0.0053 | 0.0286 | 10.7155 | 454.7097 | 21.3239 |