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 | 55.3865 | 33.6665 | 77.1065 | 0.0696 | 0.4068 | 0.4068 | 0.4068 |
62 | 49 | 46.9312 | 25.1346 | 68.7278 | 0.4262 | 0.7621 | 0.7621 | 0.1598 |
63 | 58 | 44.0968 | 21.5602 | 66.6334 | 0.1133 | 0.3349 | 0.3349 | 0.1133 |
64 | 47 | 45.765 | 23.2282 | 68.3018 | 0.4572 | 0.1436 | 0.1436 | 0.1436 |
65 | 42 | 47.2788 | 24.5857 | 69.9719 | 0.3242 | 0.5096 | 0.5096 | 0.1772 |
66 | 62 | 49.5164 | 26.1492 | 72.8835 | 0.1475 | 0.7358 | 0.7358 | 0.2384 |
67 | 39 | 52.6015 | 29.2291 | 75.9738 | 0.127 | 0.2153 | 0.2153 | 0.3254 |
68 | 40 | 53.6112 | 30.1568 | 77.0655 | 0.1277 | 0.889 | 0.889 | 0.3569 |
69 | 72 | 53.3129 | 29.8038 | 76.822 | 0.0596 | 0.8665 | 0.8665 | 0.348 |
70 | 70 | 52.5935 | 28.9262 | 76.2607 | 0.0747 | 0.054 | 0.054 | 0.3272 |
71 | 54 | 51.4358 | 27.6071 | 75.2645 | 0.4165 | 0.0634 | 0.0634 | 0.2946 |
72 | 65 | 50.2632 | 26.4146 | 74.1117 | 0.1129 | 0.3794 | 0.3794 | 0.2624 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2001 | -0.2959 | 0 | 268.5181 | 0 | 0 |
62 | 0.237 | 0.0441 | 0.17 | 4.28 | 136.3991 | 11.679 |
63 | 0.2608 | 0.3153 | 0.2184 | 193.2992 | 155.3658 | 12.4646 |
64 | 0.2512 | 0.027 | 0.1706 | 1.5252 | 116.9056 | 10.8123 |
65 | 0.2449 | -0.1117 | 0.1588 | 27.8657 | 99.0977 | 9.9548 |
66 | 0.2408 | 0.2521 | 0.1743 | 155.8412 | 108.5549 | 10.419 |
67 | 0.2267 | -0.2586 | 0.1864 | 185.0003 | 119.4757 | 10.9305 |
68 | 0.2232 | -0.2539 | 0.1948 | 185.2635 | 127.6992 | 11.3004 |
69 | 0.225 | 0.3505 | 0.2121 | 349.2065 | 152.3111 | 12.3414 |
70 | 0.2296 | 0.331 | 0.224 | 302.9874 | 167.3787 | 12.9375 |
71 | 0.2364 | 0.0499 | 0.2082 | 6.5751 | 152.7602 | 12.3596 |
72 | 0.2421 | 0.2932 | 0.2152 | 217.1744 | 158.1281 | 12.5749 |