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 | 63.1879 | 37.0066 | 85.5032 | 0.0168 | 0.6757 | 0.6757 | 0.6757 |
62 | 49 | 63.1421 | 34.4202 | 87.239 | 0.125 | 0.9752 | 0.9752 | 0.6621 |
63 | 58 | 60.8275 | 30.7209 | 85.69 | 0.4118 | 0.8244 | 0.8244 | 0.5882 |
64 | 47 | 61.6782 | 27.7509 | 89.0824 | 0.1469 | 0.6038 | 0.6038 | 0.6038 |
65 | 42 | 62.4256 | 25.2342 | 91.9074 | 0.0872 | 0.8474 | 0.8474 | 0.6157 |
66 | 62 | 61.7753 | 22.3862 | 92.4538 | 0.4943 | 0.8968 | 0.8968 | 0.5953 |
67 | 39 | 61.6682 | 19.6743 | 93.7674 | 0.0832 | 0.4919 | 0.4919 | 0.5886 |
68 | 40 | 62.0018 | 17.164 | 95.6339 | 0.0999 | 0.91 | 0.91 | 0.5922 |
69 | 72 | 61.9314 | 14.456 | 96.8303 | 0.2859 | 0.891 | 0.891 | 0.5874 |
70 | 70 | 61.8052 | 11.574 | 97.9078 | 0.3282 | 0.29 | 0.29 | 0.5818 |
71 | 54 | 61.8822 | 8.6407 | 99.2142 | 0.3395 | 0.335 | 0.335 | 0.5808 |
72 | 65 | 61.912 | 5.3294 | 100.4036 | 0.4375 | 0.6565 | 0.6565 | 0.5789 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1802 | -0.3828 | 0 | 585.0544 | 0 | 0 |
62 | 0.1947 | -0.224 | 0.3034 | 199.9994 | 392.5269 | 19.8123 |
63 | 0.2085 | -0.0465 | 0.2178 | 7.995 | 264.3496 | 16.2588 |
64 | 0.2267 | -0.238 | 0.2228 | 215.4496 | 252.1246 | 15.8784 |
65 | 0.241 | -0.3272 | 0.2437 | 417.2057 | 285.1408 | 16.8861 |
66 | 0.2534 | 0.0036 | 0.2037 | 0.0505 | 237.6258 | 15.4151 |
67 | 0.2656 | -0.3676 | 0.2271 | 513.8465 | 277.0859 | 16.6459 |
68 | 0.2768 | -0.3549 | 0.2431 | 484.0808 | 302.9602 | 17.4058 |
69 | 0.2875 | 0.1626 | 0.2341 | 101.3768 | 280.5621 | 16.75 |
70 | 0.298 | 0.1326 | 0.224 | 67.154 | 259.2213 | 16.1004 |
71 | 0.3078 | -0.1274 | 0.2152 | 62.1297 | 241.3039 | 15.534 |
72 | 0.3172 | 0.0499 | 0.2014 | 9.5359 | 221.9899 | 14.8993 |