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[49]) |
37 | 379 | - | - | - | - | - | - | - |
38 | 376 | - | - | - | - | - | - | - |
39 | 371 | - | - | - | - | - | - | - |
40 | 375 | - | - | - | - | - | - | - |
41 | 360 | - | - | - | - | - | - | - |
42 | 338 | - | - | - | - | - | - | - |
43 | 352 | - | - | - | - | - | - | - |
44 | 344 | - | - | - | - | - | - | - |
45 | 330 | - | - | - | - | - | - | - |
46 | 334 | - | - | - | - | - | - | - |
47 | 333 | - | - | - | - | - | - | - |
48 | 343 | - | - | - | - | - | - | - |
49 | 350 | - | - | - | - | - | - | - |
50 | 341 | 343.3155 | 327.0106 | 359.6204 | 0.3904 | 0.2108 | 0 | 0.2108 |
51 | 320 | 331.1696 | 301.7381 | 360.6012 | 0.2285 | 0.2563 | 0.004 | 0.1049 |
52 | 302 | 330.736 | 291.406 | 370.0659 | 0.0761 | 0.7037 | 0.0137 | 0.1685 |
53 | 287 | 314.1852 | 270.5636 | 357.8068 | 0.111 | 0.708 | 0.0198 | 0.0538 |
54 | 304 | 293.7576 | 248.5113 | 339.004 | 0.3286 | 0.6151 | 0.0277 | 0.0074 |
55 | 370 | 312.6566 | 266.3828 | 358.9305 | 0.0076 | 0.6431 | 0.0478 | 0.0569 |
56 | 385 | 304.5286 | 256.3571 | 352.7 | 5e-04 | 0.0039 | 0.0541 | 0.0321 |
57 | 365 | 285.107 | 233.3696 | 336.8444 | 0.0012 | 1e-04 | 0.0445 | 0.007 |
58 | 333 | 286.1605 | 229.8496 | 342.4715 | 0.0515 | 0.003 | 0.0479 | 0.0131 |
59 | 313 | 282.9175 | 222.5625 | 343.2725 | 0.1643 | 0.0519 | 0.0519 | 0.0147 |
60 | 330 | 294.2509 | 231.0018 | 357.4999 | 0.134 | 0.2806 | 0.0654 | 0.042 |
61 | 367 | 301.9051 | 236.5259 | 367.2843 | 0.0255 | 0.1998 | 0.0747 | 0.0747 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0242 | -0.0067 | 0 | 5.3615 | 0 | 0 |
51 | 0.0453 | -0.0337 | 0.0202 | 124.7604 | 65.0609 | 8.066 |
52 | 0.0607 | -0.0869 | 0.0425 | 825.757 | 318.6263 | 17.8501 |
53 | 0.0708 | -0.0865 | 0.0535 | 739.0333 | 423.728 | 20.5847 |
54 | 0.0786 | 0.0349 | 0.0497 | 104.9062 | 359.9637 | 18.9727 |
55 | 0.0755 | 0.1834 | 0.072 | 3288.2625 | 848.0135 | 29.1207 |
56 | 0.0807 | 0.2642 | 0.0995 | 6475.6494 | 1651.9615 | 40.6443 |
57 | 0.0926 | 0.2802 | 0.1221 | 6382.8907 | 2243.3276 | 47.3638 |
58 | 0.1004 | 0.1637 | 0.1267 | 2193.9367 | 2237.8397 | 47.3058 |
59 | 0.1088 | 0.1063 | 0.1247 | 904.9587 | 2104.5516 | 45.8754 |
60 | 0.1097 | 0.1215 | 0.1244 | 1277.9992 | 2029.4105 | 45.049 |
61 | 0.1105 | 0.2156 | 0.132 | 4237.3425 | 2213.4048 | 47.0468 |