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[60]) |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | - | - | - | - | - | - | - |
50 | 56 | - | - | - | - | - | - | - |
51 | 58 | - | - | - | - | - | - | - |
52 | 50 | - | - | - | - | - | - | - |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 49 | 15.5234 | 82.4766 | 0.2791 | 0.2991 | 0.2598 | 0.2991 |
62 | 49 | 45 | -2.3431 | 92.3431 | 0.4342 | 0.5981 | 0.3244 | 0.2952 |
63 | 58 | 47 | -10.9832 | 104.9832 | 0.355 | 0.473 | 0.355 | 0.355 |
64 | 47 | 39 | -27.9533 | 105.9533 | 0.4074 | 0.289 | 0.3737 | 0.289 |
65 | 42 | 40 | -34.856 | 114.856 | 0.4791 | 0.4273 | 0.3867 | 0.3187 |
66 | 62 | 42 | -40.0007 | 124.0007 | 0.3163 | 0.5 | 0.3963 | 0.3511 |
67 | 39 | 26 | -62.5708 | 114.5708 | 0.3868 | 0.2128 | 0.4038 | 0.2394 |
68 | 40 | 11 | -83.6862 | 105.6862 | 0.2742 | 0.2811 | 0.4099 | 0.1653 |
69 | 72 | 44 | -56.4299 | 144.4299 | 0.2924 | 0.5311 | 0.415 | 0.3923 |
70 | 70 | 59 | -46.8624 | 164.8624 | 0.4193 | 0.4049 | 0.4193 | 0.5074 |
71 | 54 | 51 | -60.0294 | 162.0294 | 0.4789 | 0.3687 | 0.423 | 0.4508 |
72 | 65 | 47 | -68.9664 | 162.9664 | 0.3805 | 0.4529 | 0.4263 | 0.4263 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.3486 | -0.2041 | 0 | 100 | 0 | 0 |
62 | 0.5368 | 0.0889 | 0.1465 | 16 | 58 | 7.6158 |
63 | 0.6294 | 0.234 | 0.1757 | 121 | 79 | 8.8882 |
64 | 0.8759 | 0.2051 | 0.183 | 64 | 75.25 | 8.6747 |
65 | 0.9548 | 0.05 | 0.1564 | 4 | 61 | 7.8102 |
66 | 0.9961 | 0.4762 | 0.2097 | 400 | 117.5 | 10.8397 |
67 | 1.738 | 0.5 | 0.2512 | 169 | 124.8571 | 11.1739 |
68 | 4.3918 | 2.6364 | 0.5493 | 841 | 214.375 | 14.6416 |
69 | 1.1645 | 0.6364 | 0.559 | 784 | 277.6667 | 16.6633 |
70 | 0.9154 | 0.1864 | 0.5217 | 121 | 262 | 16.1864 |
71 | 1.1107 | 0.0588 | 0.4797 | 9 | 239 | 15.4596 |
72 | 1.2589 | 0.383 | 0.4716 | 324 | 246.0833 | 15.687 |