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[32]) |
20 | 620 | - | - | - | - | - | - | - |
21 | 626 | - | - | - | - | - | - | - |
22 | 620 | - | - | - | - | - | - | - |
23 | 588 | - | - | - | - | - | - | - |
24 | 566 | - | - | - | - | - | - | - |
25 | 557 | - | - | - | - | - | - | - |
26 | 561 | - | - | - | - | - | - | - |
27 | 549 | - | - | - | - | - | - | - |
28 | 532 | - | - | - | - | - | - | - |
29 | 526 | - | - | - | - | - | - | - |
30 | 511 | - | - | - | - | - | - | - |
31 | 499 | - | - | - | - | - | - | - |
32 | 555 | - | - | - | - | - | - | - |
33 | 565 | 556.861 | 543.8437 | 569.8782 | 0.1102 | 0.6103 | 0 | 0.6103 |
34 | 542 | 544.4457 | 526.3598 | 562.5316 | 0.3955 | 0.013 | 0 | 0.1264 |
35 | 527 | 511.4297 | 487.9045 | 534.9548 | 0.0973 | 0.0054 | 0 | 1e-04 |
36 | 510 | 489.6716 | 459.5036 | 519.8397 | 0.0933 | 0.0076 | 0 | 0 |
37 | 514 | 476.1287 | 440.2082 | 512.0492 | 0.0194 | 0.0323 | 0 | 0 |
38 | 517 | 475.8861 | 435.0803 | 516.6918 | 0.0241 | 0.0336 | 0 | 1e-04 |
39 | 508 | 464.2444 | 417.8479 | 510.6408 | 0.0323 | 0.0129 | 2e-04 | 1e-04 |
40 | 493 | 446.6081 | 394.082 | 499.1342 | 0.0417 | 0.011 | 7e-04 | 0 |
41 | 490 | 436.324 | 378.4027 | 494.2452 | 0.0347 | 0.0276 | 0.0012 | 0 |
42 | 469 | 419.0361 | 356.0295 | 482.0427 | 0.0601 | 0.0136 | 0.0021 | 0 |
43 | 478 | 407.8563 | 339.1651 | 476.5475 | 0.0227 | 0.0405 | 0.0047 | 0 |
44 | 528 | 462.4072 | 387.948 | 536.8664 | 0.0421 | 0.3407 | 0.0074 | 0.0074 |
45 | 534 | 460.7392 | 375.6112 | 545.8672 | 0.0458 | 0.0607 | 0.0082 | 0.015 |
46 | 518 | 447.5259 | 352.7413 | 542.3106 | 0.0725 | 0.0369 | 0.0254 | 0.0131 |
47 | 506 | 415.173 | 309.696 | 520.6501 | 0.0457 | 0.028 | 0.0189 | 0.0047 |
48 | 502 | 391.4574 | 274.4719 | 508.443 | 0.032 | 0.0275 | 0.0235 | 0.0031 |
49 | 516 | 375.3935 | 247.8491 | 502.938 | 0.0154 | 0.0259 | 0.0166 | 0.0029 |
50 | 528 | 375.2871 | 237.6063 | 512.9679 | 0.0149 | 0.0226 | 0.0218 | 0.0053 |
51 | 533 | 363.8398 | 215.1765 | 512.5031 | 0.0129 | 0.0152 | 0.0287 | 0.0059 |
52 | 536 | 344.1165 | 184.3418 | 503.8912 | 0.0093 | 0.0102 | 0.0339 | 0.0048 |
53 | 537 | 332.3349 | 162.2851 | 502.3846 | 0.0092 | 0.0095 | 0.0346 | 0.0051 |
54 | 524 | 315.6017 | 135.3268 | 495.8766 | 0.0117 | 0.008 | 0.0477 | 0.0046 |
55 | 536 | 304.0918 | 113.0225 | 495.1611 | 0.0087 | 0.012 | 0.0372 | 0.005 |
56 | 587 | 356.7583 | 155.1427 | 558.3739 | 0.0126 | 0.0407 | 0.048 | 0.027 |
57 | 597 | 354.4544 | 138.6059 | 570.3029 | 0.0138 | 0.0174 | 0.0515 | 0.0343 |
58 | 581 | 341.8217 | 112.0977 | 571.5456 | 0.0206 | 0.0147 | 0.0664 | 0.0345 |
59 | 564 | 308.7295 | 64.2656 | 553.1935 | 0.0203 | 0.0145 | 0.0569 | 0.0242 |
60 | 564 | 283.5499 | 23.8714 | 543.2283 | 0.0171 | 0.0171 | 0.0496 | 0.0202 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.0119 | 0.0146 | 0 | 66.2439 | 0 | 0 |
34 | 0.0169 | -0.0045 | 0.0096 | 5.9816 | 36.1128 | 6.0094 |
35 | 0.0235 | 0.0304 | 0.0165 | 242.4352 | 104.8869 | 10.2414 |
36 | 0.0314 | 0.0415 | 0.0228 | 413.242 | 181.9757 | 13.4898 |
37 | 0.0385 | 0.0795 | 0.0341 | 1434.2343 | 432.4274 | 20.7949 |
38 | 0.0437 | 0.0864 | 0.0428 | 1690.3553 | 642.0821 | 25.3393 |
39 | 0.051 | 0.0943 | 0.0502 | 1914.5566 | 823.8641 | 28.703 |
40 | 0.06 | 0.1039 | 0.0569 | 2152.209 | 989.9072 | 31.4628 |
41 | 0.0677 | 0.123 | 0.0642 | 2881.1162 | 1200.0416 | 34.6416 |
42 | 0.0767 | 0.1192 | 0.0697 | 2496.3896 | 1329.6764 | 36.4647 |
43 | 0.0859 | 0.172 | 0.079 | 4920.1382 | 1656.082 | 40.695 |
44 | 0.0822 | 0.1419 | 0.0843 | 4302.4199 | 1876.6101 | 43.3199 |
45 | 0.0943 | 0.159 | 0.09 | 5367.1445 | 2145.1128 | 46.3154 |
46 | 0.1081 | 0.1575 | 0.0948 | 4966.5935 | 2346.6471 | 48.4422 |
47 | 0.1296 | 0.2188 | 0.1031 | 8249.5368 | 2740.1731 | 52.3467 |
48 | 0.1525 | 0.2824 | 0.1143 | 12219.6605 | 3332.6411 | 57.729 |
49 | 0.1733 | 0.3746 | 0.1296 | 19770.1795 | 4299.5551 | 65.571 |
50 | 0.1872 | 0.4069 | 0.145 | 23321.2347 | 5356.3151 | 73.1869 |
51 | 0.2085 | 0.4649 | 0.1619 | 28615.1792 | 6580.4658 | 81.1201 |
52 | 0.2369 | 0.5576 | 0.1816 | 36819.2884 | 8092.4069 | 89.9578 |
53 | 0.2611 | 0.6158 | 0.2023 | 41887.8136 | 9701.712 | 98.4973 |
54 | 0.2914 | 0.6603 | 0.2231 | 43429.8662 | 11234.8099 | 105.9944 |
55 | 0.3206 | 0.7626 | 0.2466 | 53781.4143 | 13084.6623 | 114.3882 |
56 | 0.2883 | 0.6454 | 0.2632 | 53011.241 | 14748.2697 | 121.4425 |
57 | 0.3107 | 0.6843 | 0.2801 | 58828.3722 | 16511.4738 | 128.497 |
58 | 0.3429 | 0.6997 | 0.2962 | 57206.2805 | 18076.6587 | 134.4495 |
59 | 0.404 | 0.8268 | 0.3158 | 65163.0066 | 19820.5975 | 140.7856 |
60 | 0.4673 | 0.9891 | 0.3399 | 78652.2833 | 21921.7292 | 148.0599 |