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 | 64.0113 | 45.011 | 83.0116 | 0.0049 | 0.7324 | 0.6605 | 0.7324 |
62 | 49 | 49.642 | 30.6323 | 68.6517 | 0.4736 | 0.8637 | 0.2561 | 0.1944 |
63 | 58 | 59.1884 | 39.979 | 78.3978 | 0.4517 | 0.8507 | 0.5483 | 0.5483 |
64 | 47 | 52.1368 | 32.8734 | 71.4002 | 0.3006 | 0.2754 | 0.5861 | 0.2754 |
65 | 42 | 45.6586 | 26.3655 | 64.9516 | 0.3551 | 0.4458 | 0.2937 | 0.105 |
66 | 62 | 58.4371 | 39.1308 | 77.7435 | 0.3588 | 0.9524 | 0.7095 | 0.5177 |
67 | 39 | 32.0117 | 12.6991 | 51.3243 | 0.2391 | 0.0012 | 0.3063 | 0.0042 |
68 | 40 | 24.9814 | 5.6659 | 44.297 | 0.0638 | 0.0774 | 0.6189 | 4e-04 |
69 | 72 | 49.9377 | 30.6208 | 69.2546 | 0.0126 | 0.8434 | 0.3037 | 0.2067 |
70 | 70 | 63.2904 | 43.9728 | 82.6079 | 0.248 | 0.1884 | 0.248 | 0.7043 |
71 | 54 | 53.3141 | 33.9963 | 72.632 | 0.4723 | 0.0452 | 0.1891 | 0.3172 |
72 | 65 | 63.6192 | 44.3012 | 82.9371 | 0.4443 | 0.8355 | 0.7157 | 0.7157 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1514 | -0.3907 | 0 | 625.5656 | 0 | 0 |
62 | 0.1954 | -0.0129 | 0.2018 | 0.4121 | 312.9889 | 17.6915 |
63 | 0.1656 | -0.0201 | 0.1412 | 1.4124 | 209.13 | 14.4613 |
64 | 0.1885 | -0.0985 | 0.1306 | 26.3865 | 163.4441 | 12.7845 |
65 | 0.2156 | -0.0801 | 0.1205 | 13.3851 | 133.4323 | 11.5513 |
66 | 0.1686 | 0.061 | 0.1106 | 12.694 | 113.3093 | 10.6447 |
67 | 0.3078 | 0.2183 | 0.126 | 48.8367 | 104.0989 | 10.2029 |
68 | 0.3945 | 0.6012 | 0.1854 | 225.5573 | 119.2812 | 10.9216 |
69 | 0.1974 | 0.4418 | 0.2139 | 486.7451 | 160.1105 | 12.6535 |
70 | 0.1557 | 0.106 | 0.2031 | 45.0191 | 148.6014 | 12.1902 |
71 | 0.1849 | 0.0129 | 0.1858 | 0.4704 | 135.1349 | 11.6248 |
72 | 0.1549 | 0.0217 | 0.1721 | 1.9067 | 124.0326 | 11.137 |