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 | 47.7155 | 24.8446 | 70.5864 | 0.2276 | 0.1891 | 0.1891 | 0.1891 |
62 | 49 | 46.3395 | 23.4332 | 69.2458 | 0.41 | 0.735 | 0.735 | 0.1592 |
63 | 58 | 47.8379 | 24.4805 | 71.1953 | 0.1969 | 0.4612 | 0.4612 | 0.1969 |
64 | 47 | 49.4525 | 25.7711 | 73.134 | 0.4196 | 0.2396 | 0.2396 | 0.2396 |
65 | 42 | 50.423 | 26.6703 | 74.1756 | 0.2435 | 0.6112 | 0.6112 | 0.2659 |
66 | 62 | 50.8219 | 27.0677 | 74.5761 | 0.1782 | 0.7667 | 0.7667 | 0.2768 |
67 | 39 | 50.9067 | 27.147 | 74.6664 | 0.163 | 0.1801 | 0.1801 | 0.2792 |
68 | 40 | 50.875 | 27.103 | 74.6469 | 0.185 | 0.8362 | 0.8362 | 0.2784 |
69 | 72 | 50.8264 | 27.0419 | 74.611 | 0.0405 | 0.8138 | 0.8138 | 0.2772 |
70 | 70 | 50.7938 | 26.9984 | 74.5893 | 0.0568 | 0.0403 | 0.0403 | 0.2764 |
71 | 54 | 50.7789 | 26.9741 | 74.5838 | 0.3954 | 0.0568 | 0.0568 | 0.2761 |
72 | 65 | 50.7749 | 26.9614 | 74.5883 | 0.1208 | 0.3953 | 0.3953 | 0.276 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2446 | -0.1827 | 0 | 75.9593 | 0 | 0 |
62 | 0.2522 | 0.0574 | 0.12 | 7.0781 | 41.5187 | 6.4435 |
63 | 0.2491 | 0.2124 | 0.1508 | 103.269 | 62.1021 | 7.8805 |
64 | 0.2443 | -0.0496 | 0.1255 | 6.0148 | 48.0803 | 6.934 |
65 | 0.2403 | -0.167 | 0.1338 | 70.9463 | 52.6535 | 7.2563 |
66 | 0.2385 | 0.2199 | 0.1482 | 124.9504 | 64.703 | 8.0438 |
67 | 0.2381 | -0.2339 | 0.1604 | 141.769 | 75.7124 | 8.7013 |
68 | 0.2384 | -0.2138 | 0.1671 | 118.2653 | 81.0315 | 9.0018 |
69 | 0.2388 | 0.4166 | 0.1948 | 448.3192 | 121.8413 | 11.0382 |
70 | 0.239 | 0.3781 | 0.2131 | 368.8768 | 146.5448 | 12.1056 |
71 | 0.2392 | 0.0634 | 0.1995 | 10.3752 | 134.1658 | 11.583 |
72 | 0.2393 | 0.2802 | 0.2063 | 202.3547 | 139.8482 | 11.8257 |