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]) |
49 | 77 | - | - | - | - | - | - | - |
50 | 90 | - | - | - | - | - | - | - |
51 | 90 | - | - | - | - | - | - | - |
52 | 94 | - | - | - | - | - | - | - |
53 | 97 | - | - | - | - | - | - | - |
54 | 96 | - | - | - | - | - | - | - |
55 | 93 | - | - | - | - | - | - | - |
56 | 93 | - | - | - | - | - | - | - |
57 | 93 | - | - | - | - | - | - | - |
58 | 97 | - | - | - | - | - | - | - |
59 | 100 | - | - | - | - | - | - | - |
60 | 95 | - | - | - | - | - | - | - |
61 | 97 | - | - | - | - | - | - | - |
62 | 103 | 96.1879 | 84.6528 | 107.7229 | 0.1235 | 0.4451 | 0.8535 | 0.4451 |
63 | 102 | 95.6007 | 81.2669 | 109.9345 | 0.1908 | 0.1558 | 0.7781 | 0.4241 |
64 | 93 | 95.1763 | 79.5122 | 110.8404 | 0.3927 | 0.1966 | 0.5585 | 0.4097 |
65 | 99 | 94.8695 | 78.5075 | 111.2315 | 0.3104 | 0.5886 | 0.3993 | 0.3993 |
66 | 100 | 94.6477 | 77.9002 | 111.3951 | 0.2655 | 0.3052 | 0.4371 | 0.3915 |
67 | 97 | 94.4873 | 77.5188 | 111.4558 | 0.3858 | 0.2621 | 0.5682 | 0.3858 |
68 | 104 | 94.3714 | 77.272 | 111.4708 | 0.1349 | 0.3816 | 0.5625 | 0.3816 |
69 | 102 | 94.2876 | 77.1083 | 111.4669 | 0.1895 | 0.1339 | 0.5584 | 0.3785 |
70 | 103 | 94.227 | 76.9975 | 111.4565 | 0.1591 | 0.1883 | 0.3762 | 0.3762 |
71 | 100 | 94.1832 | 76.9214 | 111.445 | 0.2545 | 0.1584 | 0.2545 | 0.3745 |
72 | 90 | 94.1515 | 76.8683 | 111.4347 | 0.3189 | 0.2536 | 0.4617 | 0.3733 |
73 | 90 | 94.1286 | 76.8311 | 111.4262 | 0.32 | 0.68 | 0.3725 | 0.3725 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0612 | 0.0708 | 0.0059 | 46.4053 | 3.8671 | 1.9665 |
63 | 0.0765 | 0.0669 | 0.0056 | 40.9505 | 3.4125 | 1.8473 |
64 | 0.084 | -0.0229 | 0.0019 | 4.7363 | 0.3947 | 0.6282 |
65 | 0.088 | 0.0435 | 0.0036 | 17.0613 | 1.4218 | 1.1924 |
66 | 0.0903 | 0.0566 | 0.0047 | 28.6476 | 2.3873 | 1.5451 |
67 | 0.0916 | 0.0266 | 0.0022 | 6.3137 | 0.5261 | 0.7254 |
68 | 0.0924 | 0.102 | 0.0085 | 92.7105 | 7.7259 | 2.7795 |
69 | 0.093 | 0.0818 | 0.0068 | 59.4816 | 4.9568 | 2.2264 |
70 | 0.0933 | 0.0931 | 0.0078 | 76.9658 | 6.4138 | 2.5326 |
71 | 0.0935 | 0.0618 | 0.0051 | 33.8353 | 2.8196 | 1.6792 |
72 | 0.0937 | -0.0441 | 0.0037 | 17.2351 | 1.4363 | 1.1984 |
73 | 0.0938 | -0.0439 | 0.0037 | 17.0456 | 1.4205 | 1.1918 |