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 | 53.3902 | 36.0369 | 70.7434 | 0.052 | 0.3013 | 0.2277 | 0.3013 |
62 | 49 | 52.6891 | 35.3348 | 70.0433 | 0.3385 | 0.939 | 0.3542 | 0.2743 |
63 | 58 | 65.34 | 47.9858 | 82.6943 | 0.2036 | 0.9675 | 0.7964 | 0.7964 |
64 | 47 | 50.8299 | 33.4756 | 68.1841 | 0.3327 | 0.209 | 0.5373 | 0.209 |
65 | 42 | 51.2337 | 33.8794 | 68.5879 | 0.1485 | 0.6837 | 0.5105 | 0.2224 |
66 | 62 | 58.8615 | 41.5073 | 76.2158 | 0.3615 | 0.9716 | 0.746 | 0.5388 |
67 | 39 | 38.6718 | 21.3176 | 56.026 | 0.4852 | 0.0042 | 0.5749 | 0.0145 |
68 | 40 | 28.0356 | 10.6814 | 45.3898 | 0.0883 | 0.1078 | 0.7523 | 4e-04 |
69 | 72 | 54.8272 | 37.4729 | 72.1814 | 0.0262 | 0.953 | 0.4922 | 0.36 |
70 | 70 | 63.0949 | 45.7407 | 80.4492 | 0.2177 | 0.1573 | 0.2177 | 0.7175 |
71 | 54 | 49.1953 | 31.841 | 66.5496 | 0.2937 | 0.0094 | 0.0741 | 0.16 |
72 | 65 | 55.5812 | 38.2269 | 72.9354 | 0.1437 | 0.5709 | 0.3924 | 0.3924 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1658 | -0.2695 | 0 | 207.0764 | 0 | 0 |
62 | 0.168 | -0.07 | 0.1698 | 13.6092 | 110.3428 | 10.5044 |
63 | 0.1355 | -0.1123 | 0.1506 | 53.8762 | 91.5206 | 9.5666 |
64 | 0.1742 | -0.0753 | 0.1318 | 14.6679 | 72.3074 | 8.5034 |
65 | 0.1728 | -0.1802 | 0.1415 | 85.2604 | 74.898 | 8.6544 |
66 | 0.1504 | 0.0533 | 0.1268 | 9.8499 | 64.0567 | 8.0035 |
67 | 0.229 | 0.0085 | 0.1099 | 0.1077 | 54.9211 | 7.4109 |
68 | 0.3158 | 0.4268 | 0.1495 | 143.1474 | 65.9494 | 8.1209 |
69 | 0.1615 | 0.3132 | 0.1677 | 294.9055 | 91.389 | 9.5598 |
70 | 0.1403 | 0.1094 | 0.1619 | 47.6798 | 87.018 | 9.3283 |
71 | 0.18 | 0.0977 | 0.156 | 23.0851 | 81.206 | 9.0114 |
72 | 0.1593 | 0.1695 | 0.1572 | 88.7145 | 81.8317 | 9.0461 |