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 | 54.7866 | 37.7229 | 71.8503 | 0.0349 | 0.356 | 0.2746 | 0.356 |
62 | 49 | 52.0488 | 34.9816 | 69.1159 | 0.3631 | 0.933 | 0.325 | 0.2472 |
63 | 58 | 66.1835 | 48.984 | 83.383 | 0.1755 | 0.9749 | 0.8245 | 0.8245 |
64 | 47 | 50.6007 | 33.3809 | 67.8204 | 0.341 | 0.1998 | 0.5273 | 0.1998 |
65 | 42 | 51.3234 | 34.092 | 68.5548 | 0.1445 | 0.6886 | 0.5147 | 0.2238 |
66 | 62 | 59.1395 | 41.904 | 76.375 | 0.3725 | 0.9744 | 0.7575 | 0.5516 |
67 | 39 | 38.8136 | 21.5764 | 56.0507 | 0.4915 | 0.0042 | 0.5817 | 0.0146 |
68 | 40 | 28.4303 | 11.1927 | 45.668 | 0.0942 | 0.1147 | 0.7677 | 4e-04 |
69 | 72 | 54.7165 | 37.4789 | 71.9541 | 0.0247 | 0.9529 | 0.4871 | 0.3544 |
70 | 70 | 62.7425 | 45.5053 | 79.9796 | 0.2046 | 0.1463 | 0.2046 | 0.7051 |
71 | 54 | 48.1103 | 30.8768 | 65.3438 | 0.2515 | 0.0064 | 0.0571 | 0.1303 |
72 | 65 | 55.6356 | 38.4022 | 72.8691 | 0.1434 | 0.5738 | 0.394 | 0.394 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1589 | -0.2881 | 0 | 249.2174 | 0 | 0 |
62 | 0.1673 | -0.0586 | 0.1734 | 9.295 | 129.2562 | 11.3691 |
63 | 0.1326 | -0.1236 | 0.1568 | 66.97 | 108.4942 | 10.4161 |
64 | 0.1736 | -0.0712 | 0.1354 | 12.9647 | 84.6118 | 9.1985 |
65 | 0.1713 | -0.1817 | 0.1446 | 86.9255 | 85.0745 | 9.2236 |
66 | 0.1487 | 0.0484 | 0.1286 | 8.1824 | 72.2592 | 8.5005 |
67 | 0.2266 | 0.0048 | 0.1109 | 0.0348 | 61.9414 | 7.8703 |
68 | 0.3093 | 0.4069 | 0.1479 | 133.8572 | 70.9309 | 8.422 |
69 | 0.1607 | 0.3159 | 0.1666 | 298.719 | 96.2407 | 9.8102 |
70 | 0.1402 | 0.1157 | 0.1615 | 52.6715 | 91.8838 | 9.5856 |
71 | 0.1828 | 0.1224 | 0.1579 | 34.6885 | 86.6842 | 9.3104 |
72 | 0.158 | 0.1683 | 0.1588 | 87.6912 | 86.7681 | 9.3149 |