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 | 27 | -38.0382 | 92.0382 | 0.3588 | 0.1751 | 0.16 | 0.1751 |
62 | 49 | 46.5 | -18.5382 | 111.5382 | 0.47 | 0.5894 | 0.3873 | 0.3645 |
63 | 58 | 33 | -32.0382 | 98.0382 | 0.2256 | 0.3148 | 0.2256 | 0.2256 |
64 | 47 | 22.3333 | -42.7049 | 87.3716 | 0.2286 | 0.1412 | 0.2022 | 0.1412 |
65 | 42 | 32.3333 | -32.7049 | 97.3716 | 0.3854 | 0.3292 | 0.2869 | 0.2196 |
66 | 62 | 25.6667 | -39.3716 | 90.7049 | 0.1368 | 0.3113 | 0.205 | 0.1649 |
67 | 39 | 20 | -45.0382 | 85.0382 | 0.2835 | 0.1028 | 0.3042 | 0.1261 |
68 | 40 | 7.5 | -57.5382 | 72.5382 | 0.1637 | 0.1712 | 0.3311 | 0.064 |
69 | 72 | 32.6667 | -32.3716 | 97.7049 | 0.1179 | 0.4125 | 0.2505 | 0.2226 |
70 | 70 | 46.6667 | -18.3716 | 111.7049 | 0.241 | 0.2226 | 0.241 | 0.3663 |
71 | 54 | 33.6667 | -31.3716 | 98.7049 | 0.27 | 0.1368 | 0.1966 | 0.2317 |
72 | 65 | 15.1667 | -49.8716 | 80.2049 | 0.0666 | 0.1209 | 0.0984 | 0.0984 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 1.229 | 0.4444 | 0 | 144 | 0 | 0 |
62 | 0.7136 | 0.0538 | 0.2491 | 6.25 | 75.125 | 8.6675 |
63 | 1.0055 | 0.7576 | 0.4186 | 625 | 258.4167 | 16.0753 |
64 | 1.4858 | 1.1045 | 0.5901 | 608.4444 | 345.9236 | 18.599 |
65 | 1.0263 | 0.299 | 0.5318 | 93.4444 | 295.4278 | 17.188 |
66 | 1.2928 | 1.4156 | 0.6791 | 1320.1111 | 466.2083 | 21.5919 |
67 | 1.6591 | 0.95 | 0.7178 | 361 | 451.1786 | 21.241 |
68 | 4.4244 | 4.3333 | 1.1698 | 1056.25 | 526.8125 | 22.9524 |
69 | 1.0158 | 1.2041 | 1.1736 | 1547.1111 | 640.179 | 25.3018 |
70 | 0.7111 | 0.5 | 1.1062 | 544.4444 | 630.6056 | 25.1119 |
71 | 0.9856 | 0.604 | 1.0606 | 413.4444 | 610.8636 | 24.7157 |
72 | 2.1879 | 3.2857 | 1.246 | 2483.3611 | 766.9051 | 27.6931 |