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 | 424 | - | - | - | - | - | - | - |
37 | 416 | - | - | - | - | - | - | - |
38 | 406 | - | - | - | - | - | - | - |
39 | 431 | - | - | - | - | - | - | - |
40 | 434 | - | - | - | - | - | - | - |
41 | 418 | - | - | - | - | - | - | - |
42 | 412 | - | - | - | - | - | - | - |
43 | 404 | - | - | - | - | - | - | - |
44 | 409 | - | - | - | - | - | - | - |
45 | 412 | - | - | - | - | - | - | - |
46 | 406 | - | - | - | - | - | - | - |
47 | 398 | - | - | - | - | - | - | - |
48 | 397 | - | - | - | - | - | - | - |
49 | 385 | 389.4248 | 377.9435 | 400.9061 | 0.225 | 0.098 | 0 | 0.098 |
50 | 390 | 380.3285 | 363.5667 | 397.0902 | 0.129 | 0.2924 | 0.0013 | 0.0256 |
51 | 413 | 405.8803 | 384.4224 | 427.3382 | 0.2577 | 0.9265 | 0.0109 | 0.7914 |
52 | 413 | 409.1011 | 382.2501 | 435.952 | 0.388 | 0.388 | 0.0346 | 0.8115 |
53 | 401 | 393.3741 | 361.8071 | 424.9412 | 0.3179 | 0.1115 | 0.0631 | 0.4109 |
54 | 397 | 387.5382 | 351.6049 | 423.4715 | 0.3029 | 0.2314 | 0.0911 | 0.3029 |
55 | 397 | 379.6256 | 339.4944 | 419.7569 | 0.1981 | 0.1981 | 0.1169 | 0.1981 |
56 | 409 | 384.7092 | 340.6958 | 428.7226 | 0.1397 | 0.2921 | 0.1397 | 0.2921 |
57 | 419 | 387.7603 | 340.0997 | 435.4209 | 0.0994 | 0.1912 | 0.1594 | 0.352 |
58 | 424 | 381.7916 | 330.6745 | 432.9087 | 0.0528 | 0.0768 | 0.1766 | 0.2799 |
59 | 428 | 373.8175 | 319.4363 | 428.1988 | 0.0254 | 0.0353 | 0.1917 | 0.2017 |
60 | 430 | 372.8338 | 315.3502 | 430.3174 | 0.0256 | 0.03 | 0.205 | 0.205 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.015 | -0.0114 | 0 | 19.579 | 0 | 0 |
50 | 0.0225 | 0.0254 | 0.0184 | 93.5388 | 56.5589 | 7.5206 |
51 | 0.027 | 0.0175 | 0.0181 | 50.6904 | 54.6027 | 7.3894 |
52 | 0.0335 | 0.0095 | 0.016 | 15.2017 | 44.7525 | 6.6897 |
53 | 0.0409 | 0.0194 | 0.0166 | 58.1537 | 47.4327 | 6.8871 |
54 | 0.0473 | 0.0244 | 0.0179 | 89.5259 | 54.4482 | 7.3789 |
55 | 0.0539 | 0.0458 | 0.0219 | 301.8689 | 89.7941 | 9.476 |
56 | 0.0584 | 0.0631 | 0.0271 | 590.043 | 152.3252 | 12.342 |
57 | 0.0627 | 0.0806 | 0.033 | 975.9202 | 243.8357 | 15.6152 |
58 | 0.0683 | 0.1106 | 0.0408 | 1781.5502 | 397.6072 | 19.9401 |
59 | 0.0742 | 0.1449 | 0.0502 | 2935.739 | 628.3464 | 25.0668 |
60 | 0.0787 | 0.1533 | 0.0588 | 3267.9693 | 848.315 | 29.1258 |