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[61]) |
60 | 626 | - | - | - | - | - | - | - |
61 | 620 | - | - | - | - | - | - | - |
62 | 588 | 619.7309 | 585.0848 | 654.3771 | 0.0363 | 0.4939 | 0.4939 | 0.4939 |
63 | 566 | 620.913 | 564.9279 | 676.898 | 0.0273 | 0.8754 | 0.8754 | 0.5127 |
64 | 557 | 622.4624 | 549.436 | 695.4889 | 0.0395 | 0.9352 | 0.9352 | 0.5263 |
65 | 561 | 624.1049 | 536.6243 | 711.5855 | 0.0787 | 0.9336 | 0.9336 | 0.5366 |
66 | 549 | 625.771 | 525.4912 | 726.0508 | 0.0667 | 0.8972 | 0.8972 | 0.5449 |
67 | 532 | 627.443 | 515.4945 | 739.3915 | 0.0474 | 0.9152 | 0.9152 | 0.5518 |
68 | 526 | 629.1165 | 506.3176 | 751.9154 | 0.0499 | 0.9394 | 0.9394 | 0.5578 |
69 | 511 | 630.7904 | 497.7615 | 763.8193 | 0.0388 | 0.9387 | 0.9387 | 0.5632 |
70 | 499 | 632.4644 | 489.6931 | 775.2358 | 0.0335 | 0.9523 | 0.9523 | 0.5679 |
71 | 555 | 634.1385 | 482.0186 | 786.2583 | 0.1539 | 0.9592 | 0.9592 | 0.5723 |
72 | 565 | 635.8125 | 474.6696 | 796.9553 | 0.1945 | 0.8372 | 0.8372 | 0.5763 |
73 | 542 | 637.4865 | 467.5942 | 807.3788 | 0.1353 | 0.7985 | 0.7985 | 0.5799 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0285 | -0.0512 | 0.0043 | 1006.8524 | 83.9044 | 9.1599 |
63 | 0.046 | -0.0884 | 0.0074 | 3015.4347 | 251.2862 | 15.852 |
64 | 0.0599 | -0.1052 | 0.0088 | 4285.3303 | 357.1109 | 18.8974 |
65 | 0.0715 | -0.1011 | 0.0084 | 3982.2319 | 331.8527 | 18.2168 |
66 | 0.0818 | -0.1227 | 0.0102 | 5893.7829 | 491.1486 | 22.1619 |
67 | 0.091 | -0.1521 | 0.0127 | 9109.3646 | 759.1137 | 27.552 |
68 | 0.0996 | -0.1639 | 0.0137 | 10633.0158 | 886.0847 | 29.7672 |
69 | 0.1076 | -0.1899 | 0.0158 | 14349.7454 | 1195.8121 | 34.5805 |
70 | 0.1152 | -0.211 | 0.0176 | 17812.7531 | 1484.3961 | 38.5279 |
71 | 0.1224 | -0.1248 | 0.0104 | 6262.895 | 521.9079 | 22.8453 |
72 | 0.1293 | -0.1114 | 0.0093 | 5014.4086 | 417.8674 | 20.4418 |
73 | 0.136 | -0.1498 | 0.0125 | 9117.6765 | 759.8064 | 27.5646 |