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[58]) |
46 | 852 | - | - | - | - | - | - | - |
47 | 649 | - | - | - | - | - | - | - |
48 | 629 | - | - | - | - | - | - | - |
49 | 685 | - | - | - | - | - | - | - |
50 | 617 | - | - | - | - | - | - | - |
51 | 715 | - | - | - | - | - | - | - |
52 | 715 | - | - | - | - | - | - | - |
53 | 629 | - | - | - | - | - | - | - |
54 | 916 | - | - | - | - | - | - | - |
55 | 531 | - | - | - | - | - | - | - |
56 | 357 | - | - | - | - | - | - | - |
57 | 917 | - | - | - | - | - | - | - |
58 | 828 | - | - | - | - | - | - | - |
59 | 708 | 695.5191 | 562.8443 | 828.1939 | 0.4269 | 0.0252 | 0.754 | 0.0252 |
60 | 858 | 675.5191 | 541.4206 | 809.6177 | 0.0038 | 0.3175 | 0.7517 | 0.0129 |
61 | 775 | 731.5191 | 596.0117 | 867.0266 | 0.2647 | 0.0337 | 0.7495 | 0.0814 |
62 | 785 | 663.5191 | 526.6174 | 800.4209 | 0.041 | 0.0552 | 0.7473 | 0.0093 |
63 | 1006 | 761.5191 | 623.2371 | 899.8012 | 3e-04 | 0.3696 | 0.7452 | 0.173 |
64 | 789 | 761.5191 | 621.8705 | 901.1678 | 0.3499 | 3e-04 | 0.7431 | 0.1754 |
65 | 734 | 675.5191 | 534.5171 | 816.5212 | 0.2081 | 0.0573 | 0.7411 | 0.017 |
66 | 906 | 962.5191 | 820.1766 | 1104.8617 | 0.2182 | 0.9992 | 0.7391 | 0.968 |
67 | 532 | 577.5191 | 433.8486 | 721.1897 | 0.2673 | 0 | 0.7372 | 3e-04 |
68 | 387 | 403.5191 | 258.5327 | 548.5055 | 0.4116 | 0.0412 | 0.7353 | 0 |
69 | 991 | 963.5191 | 817.2287 | 1109.8095 | 0.3564 | 1 | 0.7334 | 0.9653 |
70 | 841 | 874.5191 | 726.9363 | 1022.102 | 0.3281 | 0.0609 | 0.7316 | 0.7316 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
59 | 0.0973 | 0.0179 | 0.0015 | 155.7718 | 12.981 | 3.6029 |
60 | 0.1013 | 0.2701 | 0.0225 | 33299.2631 | 2774.9386 | 52.6777 |
61 | 0.0945 | 0.0594 | 0.005 | 1890.5849 | 157.5487 | 12.5518 |
62 | 0.1053 | 0.1831 | 0.0153 | 14757.5986 | 1229.7999 | 35.0685 |
63 | 0.0926 | 0.321 | 0.0268 | 59770.8893 | 4980.9074 | 70.5755 |
64 | 0.0936 | 0.0361 | 0.003 | 755.1975 | 62.9331 | 7.933 |
65 | 0.1065 | 0.0866 | 0.0072 | 3420.0106 | 285.0009 | 16.882 |
66 | 0.0755 | -0.0587 | 0.0049 | 3194.4136 | 266.2011 | 16.3157 |
67 | 0.1269 | -0.0788 | 0.0066 | 2071.9924 | 172.666 | 13.1402 |
68 | 0.1833 | -0.0409 | 0.0034 | 272.8821 | 22.7402 | 4.7687 |
69 | 0.0775 | 0.0285 | 0.0024 | 755.1975 | 62.9331 | 7.933 |
70 | 0.0861 | -0.0383 | 0.0032 | 1123.533 | 93.6277 | 9.6761 |