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[25]) |
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 | - | - | - | - | - | - | - |
26 | 594 | 593 | 580.5266 | 605.4734 | 0.4376 | 0.0023 | 1 | 0.0023 |
27 | 595 | 601 | 583.36 | 618.64 | 0.2525 | 0.7816 | 1 | 0.1333 |
28 | 591 | 608 | 586.3955 | 629.6045 | 0.0615 | 0.8809 | 1 | 0.3927 |
29 | 589 | 607 | 582.0533 | 631.9467 | 0.0786 | 0.8956 | 0.9998 | 0.3767 |
30 | 584 | 601 | 573.1087 | 628.8913 | 0.1161 | 0.8005 | 0.9994 | 0.2411 |
31 | 573 | 590 | 559.4466 | 620.5534 | 0.1377 | 0.6498 | 0.9984 | 0.089 |
32 | 567 | 583 | 549.9986 | 616.0014 | 0.171 | 0.7237 | 0.9969 | 0.0482 |
33 | 569 | 589 | 553.72 | 624.28 | 0.1333 | 0.8892 | 0.9947 | 0.1108 |
34 | 621 | 640 | 602.5799 | 677.4201 | 0.1598 | 0.9999 | 0.992 | 0.9356 |
35 | 629 | 657 | 617.5558 | 696.4442 | 0.0821 | 0.9632 | 0.9889 | 0.9889 |
36 | 628 | 659 | 617.6305 | 700.3695 | 0.071 | 0.9224 | 0.9853 | 0.9885 |
37 | 612 | 657 | 613.791 | 700.209 | 0.0206 | 0.9058 | 0.9815 | 0.9815 |
38 | 595 | 639 | 589.1065 | 688.8935 | 0.042 | 0.8556 | 0.9615 | 0.8643 |
39 | 597 | 647 | 591.2174 | 702.7826 | 0.0395 | 0.9662 | 0.9662 | 0.897 |
40 | 593 | 654 | 592.8932 | 715.1068 | 0.0252 | 0.9662 | 0.9783 | 0.9161 |
41 | 590 | 653 | 586.9972 | 719.0028 | 0.0307 | 0.9626 | 0.9713 | 0.8938 |
42 | 580 | 647 | 576.44 | 717.56 | 0.0314 | 0.9433 | 0.9599 | 0.8413 |
43 | 574 | 636 | 561.1598 | 710.8402 | 0.0522 | 0.9288 | 0.9505 | 0.7437 |
44 | 573 | 629 | 550.1115 | 707.8885 | 0.0821 | 0.9141 | 0.9383 | 0.6726 |
45 | 573 | 635 | 552.2611 | 717.7389 | 0.071 | 0.929 | 0.941 | 0.7152 |
46 | 620 | 686 | 599.582 | 772.418 | 0.0672 | 0.9948 | 0.9298 | 0.9555 |
47 | 626 | 703 | 613.0533 | 792.9467 | 0.0467 | 0.9647 | 0.9466 | 0.9775 |
48 | 620 | 705 | 611.6579 | 798.3421 | 0.0371 | 0.9514 | 0.947 | 0.9758 |
49 | 588 | 703 | 606.3817 | 799.6183 | 0.0098 | 0.9539 | 0.9676 | 0.969 |
50 | 566 | 685 | 581.3885 | 788.6115 | 0.0122 | 0.9667 | 0.9557 | 0.9192 |
51 | 557 | 693 | 582.8382 | 803.1618 | 0.0078 | 0.9881 | 0.9562 | 0.9277 |
52 | 561 | 700 | 583.6562 | 816.3438 | 0.0096 | 0.992 | 0.9643 | 0.9331 |
53 | 549 | 699 | 576.7865 | 821.2135 | 0.0081 | 0.9866 | 0.9598 | 0.9209 |
54 | 532 | 693 | 565.1861 | 820.8139 | 0.0068 | 0.9864 | 0.9584 | 0.8957 |
55 | 526 | 682 | 548.8209 | 815.1791 | 0.0108 | 0.9864 | 0.944 | 0.852 |
56 | 511 | 675 | 536.6637 | 813.3363 | 0.0101 | 0.9826 | 0.9258 | 0.8177 |
57 | 499 | 681 | 537.692 | 824.308 | 0.0064 | 0.99 | 0.9302 | 0.8308 |
58 | 555 | 732 | 583.887 | 880.113 | 0.0096 | 0.999 | 0.9308 | 0.9453 |
59 | 565 | 749 | 596.2331 | 901.7669 | 0.0091 | 0.9936 | 0.9427 | 0.9617 |
60 | 542 | 751 | 593.7169 | 908.2831 | 0.0046 | 0.9898 | 0.9487 | 0.9595 |
61 | 527 | 749 | 587.3267 | 910.6733 | 0.0036 | 0.994 | 0.9745 | 0.9528 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
26 | 0.0107 | 0.0017 | 0 | 1 | 0.0278 | 0.1667 |
27 | 0.015 | -0.01 | 3e-04 | 36 | 1 | 1 |
28 | 0.0181 | -0.028 | 8e-04 | 289 | 8.0278 | 2.8333 |
29 | 0.021 | -0.0297 | 8e-04 | 324 | 9 | 3 |
30 | 0.0237 | -0.0283 | 8e-04 | 289 | 8.0278 | 2.8333 |
31 | 0.0264 | -0.0288 | 8e-04 | 289 | 8.0278 | 2.8333 |
32 | 0.0289 | -0.0274 | 8e-04 | 256 | 7.1111 | 2.6667 |
33 | 0.0306 | -0.034 | 9e-04 | 400 | 11.1111 | 3.3333 |
34 | 0.0298 | -0.0297 | 8e-04 | 361 | 10.0278 | 3.1667 |
35 | 0.0306 | -0.0426 | 0.0012 | 784 | 21.7778 | 4.6667 |
36 | 0.032 | -0.047 | 0.0013 | 961 | 26.6944 | 5.1667 |
37 | 0.0336 | -0.0685 | 0.0019 | 2025 | 56.25 | 7.5 |
38 | 0.0398 | -0.0689 | 0.0019 | 1936 | 53.7778 | 7.3333 |
39 | 0.044 | -0.0773 | 0.0021 | 2500 | 69.4444 | 8.3333 |
40 | 0.0477 | -0.0933 | 0.0026 | 3721 | 103.3611 | 10.1667 |
41 | 0.0516 | -0.0965 | 0.0027 | 3969 | 110.25 | 10.5 |
42 | 0.0556 | -0.1036 | 0.0029 | 4489 | 124.6944 | 11.1667 |
43 | 0.06 | -0.0975 | 0.0027 | 3844 | 106.7778 | 10.3333 |
44 | 0.064 | -0.089 | 0.0025 | 3136 | 87.1111 | 9.3333 |
45 | 0.0665 | -0.0976 | 0.0027 | 3844 | 106.7778 | 10.3333 |
46 | 0.0643 | -0.0962 | 0.0027 | 4356 | 121 | 11 |
47 | 0.0653 | -0.1095 | 0.003 | 5929 | 164.6944 | 12.8333 |
48 | 0.0676 | -0.1206 | 0.0033 | 7225 | 200.6944 | 14.1667 |
49 | 0.0701 | -0.1636 | 0.0045 | 13225 | 367.3611 | 19.1667 |
50 | 0.0772 | -0.1737 | 0.0048 | 14161 | 393.3611 | 19.8333 |
51 | 0.0811 | -0.1962 | 0.0055 | 18496 | 513.7778 | 22.6667 |
52 | 0.0848 | -0.1986 | 0.0055 | 19321 | 536.6944 | 23.1667 |
53 | 0.0892 | -0.2146 | 0.006 | 22500 | 625 | 25 |
54 | 0.0941 | -0.2323 | 0.0065 | 25921 | 720.0278 | 26.8333 |
55 | 0.0996 | -0.2287 | 0.0064 | 24336 | 676 | 26 |
56 | 0.1046 | -0.243 | 0.0067 | 26896 | 747.1111 | 27.3333 |
57 | 0.1074 | -0.2673 | 0.0074 | 33124 | 920.1111 | 30.3333 |
58 | 0.1032 | -0.2418 | 0.0067 | 31329 | 870.25 | 29.5 |
59 | 0.1041 | -0.2457 | 0.0068 | 33856 | 940.4444 | 30.6667 |
60 | 0.1069 | -0.2783 | 0.0077 | 43681 | 1213.3611 | 34.8333 |
61 | 0.1101 | -0.2964 | 0.0082 | 49284 | 1369 | 37 |