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[68]) |
56 | 23 | - | - | - | - | - | - | - |
57 | 40 | - | - | - | - | - | - | - |
58 | 29 | - | - | - | - | - | - | - |
59 | 37 | - | - | - | - | - | - | - |
60 | 51 | - | - | - | - | - | - | - |
61 | 20 | - | - | - | - | - | - | - |
62 | 28 | - | - | - | - | - | - | - |
63 | 13 | - | - | - | - | - | - | - |
64 | 22 | - | - | - | - | - | - | - |
65 | 25 | - | - | - | - | - | - | - |
66 | 13 | - | - | - | - | - | - | - |
67 | 16 | - | - | - | - | - | - | - |
68 | 13 | - | - | - | - | - | - | - |
69 | 16 | 16.2131 | 7.3731 | 35.6519 | 0.4914 | 0.627 | 0.0082 | 0.627 |
70 | 17 | 14.5969 | 6.0495 | 35.2209 | 0.4097 | 0.447 | 0.0855 | 0.5603 |
71 | 9 | 15.2389 | 5.8982 | 39.3723 | 0.3062 | 0.4431 | 0.0386 | 0.5721 |
72 | 17 | 14.4878 | 5.391 | 38.9345 | 0.4202 | 0.67 | 0.0017 | 0.5475 |
73 | 25 | 15.0965 | 5.126 | 44.4607 | 0.2543 | 0.4494 | 0.3717 | 0.5556 |
74 | 14 | 14.8392 | 4.7063 | 46.7887 | 0.4795 | 0.2665 | 0.2097 | 0.5449 |
75 | 8 | 14.9896 | 4.4631 | 50.3433 | 0.3492 | 0.5219 | 0.5439 | 0.5439 |
76 | 7 | 14.8232 | 4.1909 | 52.4298 | 0.3417 | 0.6389 | 0.3542 | 0.5379 |
77 | 10 | 14.9313 | 3.9854 | 55.9404 | 0.4068 | 0.6477 | 0.3152 | 0.5368 |
78 | 7 | 14.8859 | 3.7647 | 58.8609 | 0.3626 | 0.5862 | 0.5335 | 0.5335 |
79 | 10 | 14.9217 | 3.5814 | 62.1707 | 0.4191 | 0.6288 | 0.4822 | 0.5318 |
80 | 3 | 14.8877 | 3.4036 | 65.1211 | 0.3214 | 0.5756 | 0.5294 | 0.5294 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.6117 | -0.0131 | 0 | 0.0454 | 0 | 0 |
70 | 0.7209 | 0.1646 | 0.0889 | 5.7748 | 2.9101 | 1.7059 |
71 | 0.808 | -0.4094 | 0.1957 | 38.9238 | 14.9147 | 3.862 |
72 | 0.8609 | 0.1734 | 0.1901 | 6.311 | 12.7638 | 3.5726 |
73 | 0.9924 | 0.656 | 0.2833 | 98.0791 | 29.8268 | 5.4614 |
74 | 1.0985 | -0.0566 | 0.2455 | 0.7042 | 24.9731 | 4.9973 |
75 | 1.2033 | -0.4663 | 0.2771 | 48.8544 | 28.3847 | 5.3277 |
76 | 1.2944 | -0.5278 | 0.3084 | 61.2018 | 32.4868 | 5.6997 |
77 | 1.4013 | -0.3303 | 0.3108 | 24.3179 | 31.5792 | 5.6195 |
78 | 1.5072 | -0.5298 | 0.3327 | 62.1879 | 34.64 | 5.8856 |
79 | 1.6155 | -0.3298 | 0.3325 | 24.223 | 33.693 | 5.8046 |
80 | 1.7215 | -0.7985 | 0.3713 | 141.3177 | 42.6617 | 6.5316 |