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 | 52.7364 | 36.4942 | 71.96 | 0.0807 | 0.2957 | 0.2295 | 0.2957 |
62 | 49 | 51.848 | 35.7558 | 70.9216 | 0.3849 | 0.9066 | 0.3348 | 0.2636 |
63 | 58 | 65.6377 | 47.345 | 86.9118 | 0.2408 | 0.9373 | 0.7592 | 0.7592 |
64 | 47 | 50.6512 | 34.7631 | 69.5206 | 0.3523 | 0.2226 | 0.527 | 0.2226 |
65 | 42 | 50.9981 | 35.0506 | 69.927 | 0.1757 | 0.6606 | 0.4999 | 0.2342 |
66 | 62 | 59.1017 | 41.8198 | 79.365 | 0.3896 | 0.951 | 0.7225 | 0.5424 |
67 | 39 | 38.3461 | 24.7157 | 54.958 | 0.4693 | 0.0026 | 0.5631 | 0.0102 |
68 | 40 | 28.2415 | 16.7554 | 42.709 | 0.0556 | 0.0725 | 0.8011 | 0 |
69 | 72 | 54.6612 | 38.0983 | 74.2055 | 0.041 | 0.9293 | 0.4864 | 0.3689 |
70 | 70 | 62.3915 | 44.5942 | 83.1702 | 0.2365 | 0.1824 | 0.2365 | 0.6606 |
71 | 54 | 48.1161 | 32.6685 | 66.545 | 0.2657 | 0.01 | 0.0699 | 0.1466 |
72 | 65 | 54.966 | 38.3528 | 74.5606 | 0.1578 | 0.5385 | 0.3808 | 0.3808 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.186 | -0.2605 | 0 | 188.6882 | 0 | 0 |
62 | 0.1877 | -0.0549 | 0.1577 | 8.1111 | 98.3996 | 9.9197 |
63 | 0.1654 | -0.1164 | 0.1439 | 58.3343 | 85.0445 | 9.222 |
64 | 0.1901 | -0.0721 | 0.126 | 13.3309 | 67.1161 | 8.1924 |
65 | 0.1894 | -0.1764 | 0.1361 | 80.9662 | 69.8861 | 8.3598 |
66 | 0.1749 | 0.049 | 0.1216 | 8.4001 | 59.6385 | 7.7226 |
67 | 0.221 | 0.0171 | 0.1066 | 0.4275 | 51.1798 | 7.154 |
68 | 0.2614 | 0.4164 | 0.1453 | 138.2626 | 62.0651 | 7.8781 |
69 | 0.1824 | 0.3172 | 0.1644 | 300.6336 | 88.5727 | 9.4113 |
70 | 0.1699 | 0.1219 | 0.1602 | 57.8898 | 85.5044 | 9.2469 |
71 | 0.1954 | 0.1223 | 0.1567 | 34.6208 | 80.8787 | 8.9933 |
72 | 0.1819 | 0.1825 | 0.1589 | 100.6814 | 82.5289 | 9.0845 |