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[66]) |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | - | - | - | - | - | - | - |
62 | 49 | - | - | - | - | - | - | - |
63 | 58 | - | - | - | - | - | - | - |
64 | 47 | - | - | - | - | - | - | - |
65 | 42 | - | - | - | - | - | - | - |
66 | 62 | - | - | - | - | - | - | - |
67 | 39 | 38.8183 | 21.7538 | 55.8829 | 0.4917 | 0.0039 | 0.5827 | 0.0039 |
68 | 40 | 28.3047 | 11.2287 | 45.3807 | 0.0897 | 0.1098 | 0.7654 | 1e-04 |
69 | 72 | 54.8131 | 37.7366 | 71.8896 | 0.0243 | 0.9555 | 0.4914 | 0.2047 |
70 | 70 | 62.7346 | 45.6581 | 79.8112 | 0.2022 | 0.1438 | 0.2022 | 0.5336 |
71 | 54 | 48.6106 | 31.534 | 65.6871 | 0.2681 | 0.007 | 0.0622 | 0.0622 |
72 | 65 | 55.4309 | 38.3547 | 72.5071 | 0.136 | 0.5652 | 0.384 | 0.2254 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
67 | 0.2243 | 0.0047 | 0 | 0.033 | 0 | 0 |
68 | 0.3078 | 0.4132 | 0.2089 | 136.7793 | 68.4061 | 8.2708 |
69 | 0.1589 | 0.3136 | 0.2438 | 295.3903 | 144.0675 | 12.0028 |
70 | 0.1389 | 0.1158 | 0.2118 | 52.7855 | 121.247 | 11.0112 |
71 | 0.1792 | 0.1109 | 0.1916 | 29.0461 | 102.8068 | 10.1394 |
72 | 0.1572 | 0.1726 | 0.1885 | 91.5674 | 100.9336 | 10.0466 |