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[24]) |
12 | 578 | - | - | - | - | - | - | - |
13 | 565 | - | - | - | - | - | - | - |
14 | 547 | - | - | - | - | - | - | - |
15 | 555 | - | - | - | - | - | - | - |
16 | 562 | - | - | - | - | - | - | - |
17 | 561 | - | - | - | - | - | - | - |
18 | 555 | - | - | - | - | - | - | - |
19 | 544 | - | - | - | - | - | - | - |
20 | 537 | - | - | - | - | - | - | - |
21 | 543 | - | - | - | - | - | - | - |
22 | 594 | - | - | - | - | - | - | - |
23 | 611 | - | - | - | - | - | - | - |
24 | 613 | - | - | - | - | - | - | - |
25 | 611 | 0 | -1073.1515 | 1073.1515 | 0.1322 | 0.1314 | 0.1511 | 0.1314 |
26 | 594 | 0 | -1073.1515 | 1073.1515 | 0.139 | 0.1322 | 0.1589 | 0.1314 |
27 | 595 | 0 | -1073.1515 | 1073.1515 | 0.1386 | 0.139 | 0.1554 | 0.1314 |
28 | 591 | 0 | -1073.1515 | 1073.1515 | 0.1402 | 0.1386 | 0.1523 | 0.1314 |
29 | 589 | 0 | -1073.1515 | 1073.1515 | 0.141 | 0.1402 | 0.1528 | 0.1314 |
30 | 584 | 0 | -1073.1515 | 1073.1515 | 0.1431 | 0.141 | 0.1554 | 0.1314 |
31 | 573 | 0 | -1073.1515 | 1073.1515 | 0.1477 | 0.1431 | 0.1602 | 0.1314 |
32 | 567 | 0 | -1073.1515 | 1073.1515 | 0.1502 | 0.1477 | 0.1634 | 0.1314 |
33 | 569 | 0 | -1073.1515 | 1073.1515 | 0.1494 | 0.1502 | 0.1607 | 0.1314 |
34 | 621 | 0 | -1073.1515 | 1073.1515 | 0.1284 | 0.1494 | 0.139 | 0.1314 |
35 | 629 | 0 | -1073.1515 | 1073.1515 | 0.1253 | 0.1284 | 0.1322 | 0.1314 |
36 | 628 | 0 | -1073.1515 | 1073.1515 | 0.1257 | 0.1253 | 0.1314 | 0.1314 |
37 | 612 | 0 | -1073.1515 | 1073.1515 | 0.1318 | 0.1257 | 0.1322 | 0.1314 |
38 | 595 | 0 | -1073.1515 | 1073.1515 | 0.1386 | 0.1318 | 0.139 | 0.1314 |
39 | 597 | 0 | -1073.1515 | 1073.1515 | 0.1378 | 0.1386 | 0.1386 | 0.1314 |
40 | 593 | 0 | -1073.1515 | 1073.1515 | 0.1394 | 0.1378 | 0.1402 | 0.1314 |
41 | 590 | 0 | -1073.1515 | 1073.1515 | 0.1406 | 0.1394 | 0.141 | 0.1314 |
42 | 580 | 0 | -1073.1515 | 1073.1515 | 0.1447 | 0.1406 | 0.1431 | 0.1314 |
43 | 574 | 0 | -1073.1515 | 1073.1515 | 0.1472 | 0.1447 | 0.1477 | 0.1314 |
44 | 573 | 0 | -1073.1515 | 1073.1515 | 0.1477 | 0.1472 | 0.1502 | 0.1314 |
45 | 573 | 0 | -1073.1515 | 1073.1515 | 0.1477 | 0.1477 | 0.1494 | 0.1314 |
46 | 620 | 0 | -1073.1515 | 1073.1515 | 0.1287 | 0.1477 | 0.1284 | 0.1314 |
47 | 626 | 0 | -1073.1515 | 1073.1515 | 0.1265 | 0.1287 | 0.1253 | 0.1314 |
48 | 620 | 0 | -1073.1515 | 1073.1515 | 0.1287 | 0.1265 | 0.1257 | 0.1314 |
49 | 588 | 0 | -1073.1515 | 1073.1515 | 0.1414 | 0.1287 | 0.1318 | 0.1314 |
50 | 566 | 0 | -1073.1515 | 1073.1515 | 0.1506 | 0.1414 | 0.1386 | 0.1314 |
51 | 557 | 0 | -1073.1515 | 1073.1515 | 0.1545 | 0.1506 | 0.1378 | 0.1314 |
52 | 561 | 0 | -1073.1515 | 1073.1515 | 0.1528 | 0.1545 | 0.1394 | 0.1314 |
53 | 549 | 0 | -1073.1515 | 1073.1515 | 0.158 | 0.1528 | 0.1406 | 0.1314 |
54 | 532 | 0 | -1073.1515 | 1073.1515 | 0.1656 | 0.158 | 0.1447 | 0.1314 |
55 | 526 | 0 | -1073.1515 | 1073.1515 | 0.1684 | 0.1656 | 0.1472 | 0.1314 |
56 | 511 | 0 | -1073.1515 | 1073.1515 | 0.1753 | 0.1684 | 0.1477 | 0.1314 |
57 | 499 | 0 | -1073.1515 | 1073.1515 | 0.181 | 0.1753 | 0.1477 | 0.1314 |
58 | 555 | 0 | -1073.1515 | 1073.1515 | 0.1554 | 0.181 | 0.1287 | 0.1314 |
59 | 565 | 0 | -1073.1515 | 1073.1515 | 0.1511 | 0.1554 | 0.1265 | 0.1314 |
60 | 542 | 0 | -1073.1515 | 1073.1515 | 0.1611 | 0.1511 | 0.1287 | 0.1314 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | Inf | Inf | Inf | 373321 | 10370.0278 | 101.8333 |
26 | Inf | Inf | Inf | 352836 | 9801 | 99 |
27 | Inf | Inf | Inf | 354025 | 9834.0278 | 99.1667 |
28 | Inf | Inf | Inf | 349281 | 9702.25 | 98.5 |
29 | Inf | Inf | Inf | 346921 | 9636.6944 | 98.1667 |
30 | Inf | Inf | Inf | 341056 | 9473.7778 | 97.3333 |
31 | Inf | Inf | Inf | 328329 | 9120.25 | 95.5 |
32 | Inf | Inf | Inf | 321489 | 8930.25 | 94.5 |
33 | Inf | Inf | Inf | 323761 | 8993.3611 | 94.8333 |
34 | Inf | Inf | Inf | 385641 | 10712.25 | 103.5 |
35 | Inf | Inf | Inf | 395641 | 10990.0278 | 104.8333 |
36 | Inf | Inf | Inf | 394384 | 10955.1111 | 104.6667 |
37 | Inf | Inf | Inf | 374544 | 10404 | 102 |
38 | Inf | Inf | Inf | 354025 | 9834.0278 | 99.1667 |
39 | Inf | Inf | Inf | 356409 | 9900.25 | 99.5 |
40 | Inf | Inf | Inf | 351649 | 9768.0278 | 98.8333 |
41 | Inf | Inf | Inf | 348100 | 9669.4444 | 98.3333 |
42 | Inf | Inf | Inf | 336400 | 9344.4444 | 96.6667 |
43 | Inf | Inf | Inf | 329476 | 9152.1111 | 95.6667 |
44 | Inf | Inf | Inf | 328329 | 9120.25 | 95.5 |
45 | Inf | Inf | Inf | 328329 | 9120.25 | 95.5 |
46 | Inf | Inf | Inf | 384400 | 10677.7778 | 103.3333 |
47 | Inf | Inf | Inf | 391876 | 10885.4444 | 104.3333 |
48 | Inf | Inf | Inf | 384400 | 10677.7778 | 103.3333 |
49 | Inf | Inf | Inf | 345744 | 9604 | 98 |
50 | Inf | Inf | Inf | 320356 | 8898.7778 | 94.3333 |
51 | Inf | Inf | Inf | 310249 | 8618.0278 | 92.8333 |
52 | Inf | Inf | Inf | 314721 | 8742.25 | 93.5 |
53 | Inf | Inf | Inf | 301401 | 8372.25 | 91.5 |
54 | Inf | Inf | Inf | 283024 | 7861.7778 | 88.6667 |
55 | Inf | Inf | Inf | 276676 | 7685.4444 | 87.6667 |
56 | Inf | Inf | Inf | 261121 | 7253.3611 | 85.1667 |
57 | Inf | Inf | Inf | 249001 | 6916.6944 | 83.1667 |
58 | Inf | Inf | Inf | 308025 | 8556.25 | 92.5 |
59 | Inf | Inf | Inf | 319225 | 8867.3611 | 94.1667 |
60 | Inf | Inf | Inf | 293764 | 8160.1111 | 90.3333 |