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 | 60 | 37.3856 | 82.6144 | 0.0344 | 0.5688 | 0.5 | 0.5688 |
62 | 49 | 56 | 33.3856 | 78.6144 | 0.272 | 0.9297 | 0.5 | 0.4312 |
63 | 58 | 58 | 35.3856 | 80.6144 | 0.5 | 0.7823 | 0.5 | 0.5 |
64 | 47 | 50 | 27.3856 | 72.6144 | 0.3974 | 0.244 | 0.5 | 0.244 |
65 | 42 | 51 | 28.3856 | 73.6144 | 0.2177 | 0.6356 | 0.5 | 0.272 |
66 | 62 | 53 | 30.3856 | 75.6144 | 0.2177 | 0.8298 | 0.5 | 0.3324 |
67 | 39 | 37 | 14.3856 | 59.6144 | 0.4312 | 0.0151 | 0.5 | 0.0344 |
68 | 40 | 22 | -0.6144 | 44.6144 | 0.0594 | 0.0703 | 0.5 | 9e-04 |
69 | 72 | 55 | 32.3856 | 77.6144 | 0.0703 | 0.9032 | 0.5 | 0.3974 |
70 | 70 | 70 | 47.3856 | 92.6144 | 0.5 | 0.4312 | 0.5 | 0.8508 |
71 | 54 | 62 | 39.3856 | 84.6144 | 0.244 | 0.244 | 0.5 | 0.6356 |
72 | 65 | 58 | 35.3856 | 80.6144 | 0.272 | 0.6356 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1923 | -0.5385 | 0.5385 | 0.4242 | 441 | 0 | 0 | -1.65 | 1.65 |
62 | 0.206 | -0.1429 | 0.3407 | 0.2788 | 49 | 245 | 15.6525 | -0.55 | 1.1 |
63 | 0.1989 | 0 | 0.2271 | 0.1859 | 0 | 163.3333 | 12.7802 | 0 | 0.7333 |
64 | 0.2308 | -0.0638 | 0.1863 | 0.1549 | 9 | 124.75 | 11.1692 | -0.2357 | 0.6089 |
65 | 0.2262 | -0.2143 | 0.1919 | 0.1626 | 81 | 116 | 10.7703 | -0.7071 | 0.6286 |
66 | 0.2177 | 0.1452 | 0.1841 | 0.1616 | 81 | 110.1667 | 10.496 | 0.7071 | 0.6417 |
67 | 0.3118 | 0.0513 | 0.1651 | 0.146 | 4 | 95 | 9.7468 | 0.1571 | 0.5724 |
68 | 0.5245 | 0.45 | 0.2007 | 0.2003 | 324 | 123.625 | 11.1187 | 1.4143 | 0.6777 |
69 | 0.2098 | 0.2361 | 0.2047 | 0.2078 | 289 | 142 | 11.9164 | 1.3357 | 0.7508 |
70 | 0.1648 | 0 | 0.1842 | 0.187 | 0 | 127.8 | 11.3049 | 0 | 0.6757 |
71 | 0.1861 | -0.1481 | 0.1809 | 0.1826 | 64 | 122 | 11.0454 | -0.6286 | 0.6714 |
72 | 0.1989 | 0.1077 | 0.1748 | 0.1769 | 49 | 115.9167 | 10.7665 | 0.55 | 0.6613 |