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 | 628 | - | - | - | - | - | - | - |
22 | 612 | - | - | - | - | - | - | - |
23 | 595 | - | - | - | - | - | - | - |
24 | 597 | - | - | - | - | - | - | - |
25 | 593 | - | - | - | - | - | - | - |
26 | 590 | - | - | - | - | - | - | - |
27 | 580 | - | - | - | - | - | - | - |
28 | 574 | - | - | - | - | - | - | - |
29 | 573 | - | - | - | - | - | - | - |
30 | 573 | - | - | - | - | - | - | - |
31 | 620 | - | - | - | - | - | - | - |
32 | 626 | - | - | - | - | - | - | - |
33 | 620 | - | - | - | - | - | - | - |
34 | 588 | 604.4992 | 596.9083 | 612.0901 | 0 | 0 | 0.0264 | 0 |
35 | 566 | 582.8089 | 570.6555 | 594.9624 | 0.0034 | 0.2012 | 0.0246 | 0 |
36 | 557 | 584.859 | 566.9219 | 602.7961 | 0.0012 | 0.9803 | 0.0923 | 1e-04 |
37 | 561 | 580.4244 | 559.2593 | 601.5895 | 0.036 | 0.985 | 0.1221 | 1e-04 |
38 | 549 | 575.5345 | 551.4921 | 599.577 | 0.0153 | 0.882 | 0.1191 | 1e-04 |
39 | 532 | 564.5376 | 537.4178 | 591.6574 | 0.0093 | 0.8693 | 0.1319 | 0 |
40 | 526 | 557.6209 | 527.7872 | 587.4546 | 0.0189 | 0.9538 | 0.1409 | 0 |
41 | 511 | 555.346 | 522.9695 | 587.7225 | 0.0036 | 0.9622 | 0.1426 | 0 |
42 | 499 | 554.2201 | 519.3174 | 589.1228 | 0.001 | 0.9924 | 0.1458 | 1e-04 |
43 | 555 | 600.1495 | 562.8209 | 637.4781 | 0.0089 | 1 | 0.1486 | 0.1486 |
44 | 565 | 604.999 | 565.3235 | 644.6746 | 0.0241 | 0.9932 | 0.1498 | 0.2293 |
45 | 542 | 597.869 | 555.8844 | 639.8536 | 0.0046 | 0.9375 | 0.1508 | 0.1508 |
46 | 527 | 581.2575 | 533.9718 | 628.5431 | 0.0123 | 0.9482 | 0.3899 | 0.0541 |
47 | 510 | 558.4404 | 505.4955 | 611.3852 | 0.0365 | 0.8778 | 0.3898 | 0.0113 |
48 | 514 | 559.3654 | 499.5452 | 619.1856 | 0.0686 | 0.9471 | 0.5309 | 0.0235 |
49 | 517 | 553.8115 | 488.5567 | 619.0662 | 0.1344 | 0.8841 | 0.4145 | 0.0234 |
50 | 508 | 547.7996 | 477.3921 | 618.207 | 0.1339 | 0.8044 | 0.4867 | 0.0222 |
51 | 493 | 535.6807 | 459.9748 | 611.3865 | 0.1346 | 0.7632 | 0.538 | 0.0145 |
52 | 490 | 527.6437 | 446.9552 | 608.3322 | 0.1803 | 0.8 | 0.5159 | 0.0124 |
53 | 469 | 524.2484 | 438.7528 | 609.744 | 0.1027 | 0.7838 | 0.6193 | 0.0141 |
54 | 478 | 522.0024 | 431.742 | 612.2627 | 0.1697 | 0.8751 | 0.6913 | 0.0167 |
55 | 528 | 566.8123 | 471.9017 | 661.7229 | 0.2114 | 0.9667 | 0.5964 | 0.136 |
56 | 534 | 570.5427 | 471.0779 | 670.0075 | 0.2357 | 0.7991 | 0.5435 | 0.1649 |
57 | 518 | 562.294 | 458.3326 | 666.2553 | 0.2018 | 0.7031 | 0.649 | 0.1383 |
58 | 506 | 544.5641 | 433.6353 | 655.4929 | 0.2478 | 0.6806 | 0.6218 | 0.0913 |
59 | 502 | 520.6292 | 402.3906 | 638.8677 | 0.3787 | 0.5958 | 0.5699 | 0.0498 |
60 | 516 | 520.4367 | 393.8322 | 647.0413 | 0.4726 | 0.6123 | 0.5397 | 0.0616 |
61 | 528 | 513.7657 | 379.8604 | 647.6711 | 0.4175 | 0.487 | 0.4811 | 0.06 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
34 | 0.0064 | -0.0273 | 0 | 272.2239 | 0 | 0 |
35 | 0.0106 | -0.0288 | 0.0281 | 282.5407 | 277.3823 | 16.6548 |
36 | 0.0156 | -0.0476 | 0.0346 | 776.1219 | 443.6288 | 21.0625 |
37 | 0.0186 | -0.0335 | 0.0343 | 377.3076 | 427.0485 | 20.6652 |
38 | 0.0213 | -0.0461 | 0.0367 | 704.082 | 482.4552 | 21.9649 |
39 | 0.0245 | -0.0576 | 0.0402 | 1058.6965 | 578.4954 | 24.0519 |
40 | 0.0273 | -0.0567 | 0.0425 | 999.8824 | 638.6936 | 25.2724 |
41 | 0.0297 | -0.0799 | 0.0472 | 1966.5669 | 804.6777 | 28.3668 |
42 | 0.0321 | -0.0996 | 0.053 | 3049.2585 | 1054.0756 | 32.4665 |
43 | 0.0317 | -0.0752 | 0.0552 | 2038.4756 | 1152.5156 | 33.9487 |
44 | 0.0335 | -0.0661 | 0.0562 | 1599.9227 | 1193.189 | 34.5426 |
45 | 0.0358 | -0.0934 | 0.0593 | 3121.3475 | 1353.8688 | 36.795 |
46 | 0.0415 | -0.0933 | 0.0619 | 2943.8711 | 1476.1767 | 38.421 |
47 | 0.0484 | -0.0867 | 0.0637 | 2346.4701 | 1538.3405 | 39.2217 |
48 | 0.0546 | -0.0811 | 0.0649 | 2058.0192 | 1572.9858 | 39.6609 |
49 | 0.0601 | -0.0665 | 0.065 | 1355.0831 | 1559.3669 | 39.4888 |
50 | 0.0656 | -0.0727 | 0.0654 | 1584.0046 | 1560.8161 | 39.5072 |
51 | 0.0721 | -0.0797 | 0.0662 | 1821.6395 | 1575.3063 | 39.6901 |
52 | 0.078 | -0.0713 | 0.0665 | 1417.0475 | 1566.9769 | 39.5851 |
53 | 0.0832 | -0.1054 | 0.0684 | 3052.386 | 1641.2474 | 40.5123 |
54 | 0.0882 | -0.0843 | 0.0692 | 1936.207 | 1655.2931 | 40.6853 |
55 | 0.0854 | -0.0685 | 0.0692 | 1506.3937 | 1648.5249 | 40.602 |
56 | 0.0889 | -0.064 | 0.0689 | 1335.3718 | 1634.9096 | 40.434 |
57 | 0.0943 | -0.0788 | 0.0693 | 1961.956 | 1648.5365 | 40.6022 |
58 | 0.1039 | -0.0708 | 0.0694 | 1487.1916 | 1642.0827 | 40.5226 |
59 | 0.1159 | -0.0358 | 0.0681 | 347.0463 | 1592.2736 | 39.9033 |
60 | 0.1241 | -0.0085 | 0.0659 | 19.6846 | 1534.0296 | 39.1667 |
61 | 0.133 | 0.0277 | 0.0645 | 202.6141 | 1486.479 | 38.5549 |