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]) |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 54.986 | 33.1751 | 76.797 | 0.0754 | 0.3933 | 0.3933 | 0.3933 |
62 | 49 | 48.0032 | 26.1169 | 69.8894 | 0.4644 | 0.79 | 0.79 | 0.1853 |
63 | 58 | 44.5139 | 21.8484 | 67.1795 | 0.1218 | 0.349 | 0.349 | 0.1218 |
64 | 47 | 45.5176 | 22.8474 | 68.1878 | 0.449 | 0.1403 | 0.1403 | 0.1403 |
65 | 42 | 47.1317 | 24.2856 | 69.9777 | 0.3299 | 0.5045 | 0.5045 | 0.1756 |
66 | 62 | 49.4202 | 26.0866 | 72.7539 | 0.1453 | 0.7335 | 0.7335 | 0.2356 |
67 | 39 | 52.187 | 28.8533 | 75.5207 | 0.134 | 0.2049 | 0.2049 | 0.3127 |
68 | 40 | 53.6566 | 30.2386 | 77.0747 | 0.1265 | 0.89 | 0.89 | 0.3581 |
69 | 72 | 53.6892 | 30.1929 | 77.1856 | 0.0633 | 0.8733 | 0.8733 | 0.3596 |
70 | 70 | 53.0106 | 29.3342 | 76.687 | 0.0798 | 0.058 | 0.058 | 0.3398 |
71 | 54 | 51.8689 | 28.0201 | 75.7177 | 0.4305 | 0.0681 | 0.0681 | 0.3072 |
72 | 65 | 50.6834 | 26.784 | 74.5827 | 0.1202 | 0.3928 | 0.3928 | 0.2742 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2024 | -0.2907 | 0 | 255.5531 | 0 | 0 |
62 | 0.2326 | 0.0208 | 0.1557 | 0.9937 | 128.2734 | 11.3258 |
63 | 0.2598 | 0.303 | 0.2048 | 181.874 | 146.1403 | 12.0888 |
64 | 0.2541 | 0.0326 | 0.1618 | 2.1976 | 110.1546 | 10.4955 |
65 | 0.2473 | -0.1089 | 0.1512 | 26.3341 | 93.3905 | 9.6639 |
66 | 0.2409 | 0.2545 | 0.1684 | 158.2505 | 104.2005 | 10.2079 |
67 | 0.2281 | -0.2527 | 0.1804 | 173.8967 | 114.1571 | 10.6844 |
68 | 0.2227 | -0.2545 | 0.1897 | 186.5038 | 123.2004 | 11.0996 |
69 | 0.2233 | 0.3411 | 0.2065 | 335.2843 | 146.7653 | 12.1147 |
70 | 0.2279 | 0.3205 | 0.2179 | 288.6399 | 160.9528 | 12.6867 |
71 | 0.2346 | 0.0411 | 0.2018 | 4.5414 | 146.7336 | 12.1134 |
72 | 0.2406 | 0.2825 | 0.2086 | 204.9657 | 151.5862 | 12.312 |