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 | 75 | - | - | - | - | - | - | - |
37 | 55 | - | - | - | - | - | - | - |
38 | 75 | - | - | - | - | - | - | - |
39 | 65 | - | - | - | - | - | - | - |
40 | 17 | - | - | - | - | - | - | - |
41 | 27 | - | - | - | - | - | - | - |
42 | 17 | - | - | - | - | - | - | - |
43 | 20 | - | - | - | - | - | - | - |
44 | 131 | - | - | - | - | - | - | - |
45 | 26 | - | - | - | - | - | - | - |
46 | 66 | - | - | - | - | - | - | - |
47 | 59 | - | - | - | - | - | - | - |
48 | 35 | - | - | - | - | - | - | - |
49 | 57 | 2.8136 | -112.187 | 117.8142 | 0.1779 | 0.2917 | 0.1869 | 0.2917 |
50 | 6 | 34.9347 | -125.716 | 195.5853 | 0.362 | 0.3939 | 0.3125 | 0.4997 |
51 | 24 | 12.8786 | -184.6823 | 210.4395 | 0.4561 | 0.5272 | 0.3025 | 0.4131 |
52 | 57 | -23.13 | -250.3241 | 204.0642 | 0.2447 | 0.3422 | 0.3646 | 0.308 |
53 | 42 | -25.0571 | -279.6851 | 229.5709 | 0.3029 | 0.2638 | 0.3443 | 0.3219 |
54 | 55 | -23.1939 | -301.4486 | 255.0608 | 0.2909 | 0.323 | 0.3885 | 0.3409 |
55 | 30 | -31.9935 | -333.0591 | 269.0722 | 0.3433 | 0.2856 | 0.3675 | 0.3314 |
56 | 35 | 90.7428 | -230.5578 | 412.0434 | 0.3669 | 0.6445 | 0.403 | 0.6331 |
57 | 22 | -25.9306 | -367.1718 | 315.3107 | 0.3915 | 0.3632 | 0.3827 | 0.3632 |
58 | 18 | 25.6802 | -333.5446 | 384.905 | 0.4833 | 0.508 | 0.4129 | 0.4797 |
59 | 22 | 7.1317 | -370.0295 | 384.2929 | 0.4692 | 0.4775 | 0.3938 | 0.4424 |
60 | 82 | -5.3817 | -398.8925 | 388.1291 | 0.3317 | 0.4458 | 0.4203 | 0.4203 |
61 | 90 | -48.9931 | -504.746 | 406.7599 | 0.275 | 0.2866 | 0.3243 | 0.359 |
62 | 66 | -5.5083 | -513.5284 | 502.5118 | 0.3913 | 0.3563 | 0.4823 | 0.4379 |
63 | 64 | -38.8672 | -596.479 | 518.7447 | 0.3588 | 0.3562 | 0.4126 | 0.3976 |
64 | 50 | -63.6336 | -664.7307 | 537.4636 | 0.3555 | 0.3386 | 0.347 | 0.3739 |
65 | 56 | -76.7426 | -720.2883 | 566.8031 | 0.343 | 0.3497 | 0.3588 | 0.3668 |
66 | 99 | -63.7575 | -745.3372 | 617.8223 | 0.3199 | 0.3653 | 0.3664 | 0.3882 |
67 | 97 | -83.6194 | -802.9045 | 635.6658 | 0.3113 | 0.3094 | 0.3784 | 0.3733 |
68 | 41 | 50.12 | -703.3943 | 803.6343 | 0.4905 | 0.4515 | 0.5157 | 0.5157 |
69 | 59 | -77.4974 | -865.2734 | 710.2785 | 0.3671 | 0.3841 | 0.4022 | 0.3898 |
70 | 92 | -15.0013 | -834.1572 | 804.1546 | 0.399 | 0.4297 | 0.4685 | 0.4524 |
71 | 91 | -44.3768 | -895.1475 | 806.3938 | 0.3776 | 0.3767 | 0.4392 | 0.4275 |
72 | 47 | -46.1213 | -926.0353 | 833.7928 | 0.4178 | 0.38 | 0.3877 | 0.4283 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 20.8535 | 19.2586 | 0 | 2936.1634 | 0 | 0 |
50 | 2.3462 | -0.8283 | 10.0434 | 837.2145 | 1886.689 | 43.436 |
51 | 7.8266 | 0.8636 | 6.9835 | 123.6852 | 1299.0211 | 36.0419 |
52 | -5.0115 | -3.4643 | 6.1037 | 6420.814 | 2579.4693 | 50.7885 |
53 | -5.1847 | -2.6762 | 5.4182 | 4496.6535 | 2962.9061 | 54.4326 |
54 | -6.1209 | -3.3713 | 5.077 | 6114.291 | 3488.1369 | 59.0605 |
55 | -4.8011 | -1.9377 | 4.6286 | 3843.1921 | 3538.8591 | 59.4883 |
56 | 1.8065 | -0.6143 | 4.1268 | 3107.26 | 3484.9092 | 59.0331 |
57 | -6.7142 | -1.8484 | 3.8736 | 2297.3383 | 3352.9569 | 57.9047 |
58 | 7.1369 | -0.2991 | 3.5162 | 58.9857 | 3023.5598 | 54.9869 |
59 | 26.9822 | 2.0848 | 3.386 | 221.0664 | 2768.7877 | 52.6193 |
60 | -37.3062 | -16.2368 | 4.4569 | 7635.5628 | 3174.3522 | 56.3414 |
61 | -4.7461 | -2.837 | 4.3323 | 19319.0795 | 4416.2543 | 66.4549 |
62 | -47.0551 | -12.9819 | 4.9502 | 5113.4378 | 4466.0532 | 66.8285 |
63 | -7.3197 | -2.6466 | 4.7966 | 10581.6551 | 4873.76 | 69.8123 |
64 | -4.8195 | -1.7857 | 4.6084 | 12912.5837 | 5376.1864 | 73.3225 |
65 | -4.2785 | -1.7297 | 4.4391 | 17620.5977 | 6096.4459 | 78.0797 |
66 | -5.4542 | -2.5528 | 4.3343 | 26489.9891 | 7229.4206 | 85.026 |
67 | -4.3887 | -2.16 | 4.2198 | 32623.3529 | 8565.9433 | 92.5524 |
68 | 7.6705 | -0.182 | 4.018 | 83.1738 | 8141.8048 | 90.232 |
69 | -5.1863 | -1.7613 | 3.9105 | 18631.5502 | 8641.3165 | 92.9587 |
70 | -27.86 | -7.1328 | 4.057 | 11449.2789 | 8768.9512 | 93.6427 |
71 | -9.7814 | -3.0506 | 4.0132 | 18326.8829 | 9184.5134 | 95.8359 |
72 | -9.7338 | -2.0191 | 3.9301 | 8671.5718 | 9163.1409 | 95.7243 |