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[57]) |
45 | 620 | - | - | - | - | - | - | - |
46 | 588 | - | - | - | - | - | - | - |
47 | 566 | - | - | - | - | - | - | - |
48 | 557 | - | - | - | - | - | - | - |
49 | 561 | - | - | - | - | - | - | - |
50 | 549 | - | - | - | - | - | - | - |
51 | 532 | - | - | - | - | - | - | - |
52 | 526 | - | - | - | - | - | - | - |
53 | 511 | - | - | - | - | - | - | - |
54 | 499 | - | - | - | - | - | - | - |
55 | 555 | - | - | - | - | - | - | - |
56 | 565 | - | - | - | - | - | - | - |
57 | 542 | - | - | - | - | - | - | - |
58 | 527 | 509.3661 | 495.1264 | 523.6058 | 0.0076 | 0 | 0 | 0 |
59 | 510 | 487.0429 | 466.9049 | 507.1809 | 0.0127 | 1e-04 | 0 | 0 |
60 | 514 | 477.2303 | 452.5663 | 501.8942 | 0.0017 | 0.0046 | 0 | 0 |
61 | 517 | 481.6682 | 453.1887 | 510.1476 | 0.0075 | 0.013 | 0 | 0 |
62 | 508 | 469.0832 | 437.2422 | 500.9242 | 0.0083 | 0.0016 | 0 | 0 |
63 | 493 | 451.7442 | 416.8641 | 486.6242 | 0.0102 | 8e-04 | 0 | 0 |
64 | 490 | 445.6548 | 407.9801 | 483.3295 | 0.0105 | 0.0069 | 0 | 0 |
65 | 469 | 429.6114 | 389.3355 | 469.8874 | 0.0276 | 0.0016 | 0 | 0 |
66 | 478 | 416.8285 | 374.1094 | 459.5476 | 0.0025 | 0.0083 | 1e-04 | 0 |
67 | 528 | 473.5878 | 428.558 | 518.6177 | 0.0089 | 0.4239 | 2e-04 | 0.0015 |
68 | 534 | 483.8051 | 436.5775 | 531.0328 | 0.0186 | 0.0333 | 4e-04 | 0.0079 |
69 | 518 | 459.7588 | 410.4311 | 509.0865 | 0.0103 | 0.0016 | 5e-04 | 5e-04 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
58 | 0.0143 | 0.0346 | 0 | 310.9538 | 0 | 0 |
59 | 0.0211 | 0.0471 | 0.0409 | 527.0285 | 418.9911 | 20.4693 |
60 | 0.0264 | 0.077 | 0.0529 | 1352.0126 | 729.9983 | 27.0185 |
61 | 0.0302 | 0.0734 | 0.058 | 1248.3388 | 859.5834 | 29.3187 |
62 | 0.0346 | 0.083 | 0.063 | 1514.5168 | 990.5701 | 31.4733 |
63 | 0.0394 | 0.0913 | 0.0677 | 1702.0448 | 1109.1492 | 33.3039 |
64 | 0.0431 | 0.0995 | 0.0723 | 1966.4996 | 1231.6278 | 35.0946 |
65 | 0.0478 | 0.0917 | 0.0747 | 1551.459 | 1271.6067 | 35.6596 |
66 | 0.0523 | 0.1468 | 0.0827 | 3741.9517 | 1546.0895 | 39.3203 |
67 | 0.0485 | 0.1149 | 0.0859 | 2960.6868 | 1687.5492 | 41.0798 |
68 | 0.0498 | 0.1038 | 0.0875 | 2519.5238 | 1763.1833 | 41.9903 |
69 | 0.0547 | 0.1267 | 0.0908 | 3392.0399 | 1898.9213 | 43.5766 |