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 | 64.6708 | 44.9897 | 84.3519 | 0.0053 | 0.7468 | 0.6791 | 0.7468 |
62 | 49 | 51.3904 | 31.7106 | 71.0702 | 0.4059 | 0.8914 | 0.3231 | 0.2552 |
63 | 58 | 59.4209 | 39.3914 | 79.4505 | 0.4447 | 0.8461 | 0.5553 | 0.5553 |
64 | 47 | 53.0792 | 33.0345 | 73.1238 | 0.2761 | 0.3152 | 0.6183 | 0.3152 |
65 | 42 | 46.1505 | 26.0547 | 66.2463 | 0.3428 | 0.467 | 0.3181 | 0.1239 |
66 | 62 | 59.0373 | 38.9174 | 79.1571 | 0.3864 | 0.9515 | 0.7218 | 0.5402 |
67 | 39 | 32.6054 | 12.4558 | 52.755 | 0.267 | 0.0021 | 0.3345 | 0.0068 |
68 | 40 | 25.5507 | 5.3749 | 45.7264 | 0.0802 | 0.0957 | 0.6349 | 8e-04 |
69 | 72 | 50.5996 | 30.3968 | 70.8024 | 0.0189 | 0.8481 | 0.3347 | 0.2364 |
70 | 70 | 64.1075 | 43.8783 | 84.3368 | 0.284 | 0.2222 | 0.284 | 0.723 |
71 | 54 | 54.1197 | 33.8638 | 74.3755 | 0.4954 | 0.0622 | 0.2229 | 0.3537 |
72 | 65 | 64.0358 | 43.7534 | 84.3181 | 0.4629 | 0.8339 | 0.7201 | 0.7201 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1553 | -0.3969 | 0 | 658.991 | 0 | 0 |
62 | 0.1954 | -0.0465 | 0.2217 | 5.7139 | 332.3524 | 18.2305 |
63 | 0.172 | -0.0239 | 0.1558 | 2.019 | 222.2413 | 14.9078 |
64 | 0.1927 | -0.1145 | 0.1455 | 36.9566 | 175.9201 | 13.2635 |
65 | 0.2222 | -0.0899 | 0.1344 | 17.2268 | 144.1814 | 12.0076 |
66 | 0.1739 | 0.0502 | 0.1203 | 8.7778 | 121.6142 | 11.0279 |
67 | 0.3153 | 0.1961 | 0.1312 | 40.8904 | 110.0822 | 10.492 |
68 | 0.4029 | 0.5655 | 0.1855 | 208.7835 | 122.4199 | 11.0644 |
69 | 0.2037 | 0.4229 | 0.2118 | 457.978 | 159.7041 | 12.6374 |
70 | 0.161 | 0.0919 | 0.1999 | 34.7211 | 147.2058 | 12.1328 |
71 | 0.191 | -0.0022 | 0.1819 | 0.0143 | 133.8248 | 11.5683 |
72 | 0.1616 | 0.0151 | 0.168 | 0.9297 | 122.7502 | 11.0793 |