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 | 573 | - | - | - | - | - | - | - |
21 | 573 | - | - | - | - | - | - | - |
22 | 620 | - | - | - | - | - | - | - |
23 | 626 | - | - | - | - | - | - | - |
24 | 620 | - | - | - | - | - | - | - |
25 | 588 | - | - | - | - | - | - | - |
26 | 566 | - | - | - | - | - | - | - |
27 | 557 | - | - | - | - | - | - | - |
28 | 561 | - | - | - | - | - | - | - |
29 | 549 | - | - | - | - | - | - | - |
30 | 532 | - | - | - | - | - | - | - |
31 | 526 | - | - | - | - | - | - | - |
32 | 511 | - | - | - | - | - | - | - |
33 | 499 | 512.9641 | 501.8939 | 524.0344 | 0.0067 | 0.636 | 0 | 0.636 |
34 | 555 | 550.6653 | 533.8861 | 567.4446 | 0.3063 | 1 | 0 | 1 |
35 | 565 | 557.2236 | 535.0119 | 579.4353 | 0.2463 | 0.5778 | 0 | 1 |
36 | 542 | 545.5172 | 516.9862 | 574.0481 | 0.4045 | 0.0904 | 0 | 0.9911 |
37 | 527 | 511.4433 | 477.8272 | 545.0595 | 0.1822 | 0.0374 | 0 | 0.5103 |
38 | 510 | 487.4066 | 447.3384 | 527.4748 | 0.1345 | 0.0264 | 1e-04 | 0.1242 |
39 | 514 | 474.1903 | 428.9498 | 519.4309 | 0.0423 | 0.0604 | 2e-04 | 0.0554 |
40 | 517 | 478.545 | 427.1067 | 529.9833 | 0.0714 | 0.0884 | 8e-04 | 0.1081 |
41 | 508 | 461.6379 | 404.8085 | 518.4672 | 0.0549 | 0.0281 | 0.0013 | 0.0443 |
42 | 493 | 445.6526 | 383.0198 | 508.2854 | 0.0692 | 0.0255 | 0.0034 | 0.0204 |
43 | 490 | 435.5361 | 367.3345 | 503.7376 | 0.0588 | 0.0493 | 0.0047 | 0.0151 |
44 | 469 | 420.861 | 347.2153 | 494.5067 | 0.1001 | 0.0329 | 0.0082 | 0.0082 |
45 | 478 | 420.3469 | 336.3682 | 504.3255 | 0.0892 | 0.1281 | 0.0332 | 0.0172 |
46 | 528 | 457.1476 | 363.3554 | 550.9398 | 0.0694 | 0.3315 | 0.0204 | 0.1302 |
47 | 534 | 462.8842 | 358.634 | 567.1344 | 0.0906 | 0.1104 | 0.0274 | 0.1828 |
48 | 518 | 449.2959 | 334.3357 | 564.256 | 0.1207 | 0.0743 | 0.057 | 0.1464 |
49 | 506 | 415.4631 | 290.155 | 540.7711 | 0.0784 | 0.0544 | 0.0405 | 0.0675 |
50 | 502 | 389.2357 | 252.8989 | 525.5726 | 0.0525 | 0.0466 | 0.0413 | 0.04 |
51 | 516 | 376.5328 | 229.9409 | 523.1246 | 0.0311 | 0.0467 | 0.033 | 0.0361 |
52 | 528 | 379.0641 | 221.5534 | 536.5749 | 0.0319 | 0.0442 | 0.043 | 0.0503 |
53 | 533 | 362.3342 | 194.6121 | 530.0563 | 0.0231 | 0.0264 | 0.0444 | 0.0412 |
54 | 536 | 345.273 | 166.9841 | 523.5619 | 0.018 | 0.0195 | 0.0522 | 0.0342 |
55 | 537 | 334.7642 | 146.3153 | 523.2131 | 0.0177 | 0.0182 | 0.0532 | 0.0334 |
56 | 524 | 319.7611 | 121.1738 | 518.3485 | 0.0219 | 0.016 | 0.0704 | 0.0295 |
57 | 536 | 318.4057 | 106.1259 | 530.6855 | 0.0223 | 0.0288 | 0.0703 | 0.0377 |
58 | 587 | 355.3506 | 129.5036 | 581.1976 | 0.0222 | 0.0585 | 0.067 | 0.0884 |
59 | 597 | 360.1084 | 120.2591 | 599.9578 | 0.0264 | 0.0319 | 0.0777 | 0.1088 |
60 | 581 | 346.7756 | 92.6072 | 600.944 | 0.0354 | 0.0268 | 0.0934 | 0.1027 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
33 | 0.011 | -0.0272 | 0 | 194.9975 | 0 | 0 |
34 | 0.0155 | 0.0079 | 0.0175 | 18.7894 | 106.8935 | 10.3389 |
35 | 0.0203 | 0.014 | 0.0163 | 60.472 | 91.4196 | 9.5614 |
36 | 0.0267 | -0.0064 | 0.0139 | 12.3705 | 71.6574 | 8.4651 |
37 | 0.0335 | 0.0304 | 0.0172 | 242.0099 | 105.7279 | 10.2824 |
38 | 0.0419 | 0.0464 | 0.022 | 510.4627 | 173.1837 | 13.1599 |
39 | 0.0487 | 0.084 | 0.0309 | 1584.8095 | 374.8445 | 19.3609 |
40 | 0.0548 | 0.0804 | 0.0371 | 1478.7859 | 512.8372 | 22.6459 |
41 | 0.0628 | 0.1004 | 0.0441 | 2149.4473 | 694.6827 | 26.3568 |
42 | 0.0717 | 0.1062 | 0.0503 | 2241.7779 | 849.3922 | 29.1443 |
43 | 0.0799 | 0.1251 | 0.0571 | 2966.3188 | 1041.8401 | 32.2775 |
44 | 0.0893 | 0.1144 | 0.0619 | 2317.3635 | 1148.1337 | 33.8841 |
45 | 0.1019 | 0.1372 | 0.0677 | 3323.8834 | 1315.4991 | 36.2698 |
46 | 0.1047 | 0.155 | 0.0739 | 5020.062 | 1580.1107 | 39.7506 |
47 | 0.1149 | 0.1536 | 0.0792 | 5057.457 | 1811.9338 | 42.5668 |
48 | 0.1305 | 0.1529 | 0.0838 | 4720.26 | 1993.7042 | 44.6509 |
49 | 0.1539 | 0.2179 | 0.0917 | 8196.9358 | 2358.6002 | 48.5654 |
50 | 0.1787 | 0.2897 | 0.1027 | 12715.7816 | 2933.9991 | 54.1664 |
51 | 0.1986 | 0.3704 | 0.1168 | 19451.1116 | 3803.3209 | 61.6711 |
52 | 0.212 | 0.3929 | 0.1306 | 22181.896 | 4722.2496 | 68.7186 |
53 | 0.2362 | 0.471 | 0.1468 | 29126.8128 | 5884.3717 | 76.7097 |
54 | 0.2635 | 0.5524 | 0.1653 | 36376.7921 | 7270.3908 | 85.2666 |
55 | 0.2872 | 0.6041 | 0.1843 | 40899.3167 | 8732.518 | 93.4479 |
56 | 0.3169 | 0.6387 | 0.2033 | 41713.5143 | 10106.7262 | 100.5322 |
57 | 0.3402 | 0.6834 | 0.2225 | 47347.2849 | 11596.3485 | 107.6863 |
58 | 0.3243 | 0.6519 | 0.239 | 53661.4315 | 13214.2363 | 114.9532 |
59 | 0.3398 | 0.6578 | 0.2545 | 56117.615 | 14803.2504 | 121.6686 |
60 | 0.374 | 0.6754 | 0.2695 | 54861.0749 | 16233.8869 | 127.4123 |