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[48]) |
36 | 60 | - | - | - | - | - | - | - |
37 | 89.9 | - | - | - | - | - | - | - |
38 | 77 | - | - | - | - | - | - | - |
39 | 85.3 | - | - | - | - | - | - | - |
40 | 77.6 | - | - | - | - | - | - | - |
41 | 69.2 | - | - | - | - | - | - | - |
42 | 75.5 | - | - | - | - | - | - | - |
43 | 85.7 | - | - | - | - | - | - | - |
44 | 72.2 | - | - | - | - | - | - | - |
45 | 79.9 | - | - | - | - | - | - | - |
46 | 85.3 | - | - | - | - | - | - | - |
47 | 52.2 | - | - | - | - | - | - | - |
48 | 61.2 | - | - | - | - | - | - | - |
49 | 82.4 | 88.8844 | 76.6189 | 101.1499 | 0.1501 | 1 | 0.4355 | 1 |
50 | 85.4 | 76.7158 | 64.001 | 89.4305 | 0.0903 | 0.1905 | 0.4825 | 0.9916 |
51 | 78.2 | 85.4764 | 72.3784 | 98.5745 | 0.1381 | 0.5046 | 0.5105 | 0.9999 |
52 | 70.2 | 77.1257 | 63.0942 | 91.1571 | 0.1667 | 0.4404 | 0.4736 | 0.9869 |
53 | 70.2 | 69.2085 | 55.0979 | 83.3191 | 0.4452 | 0.4452 | 0.5005 | 0.867 |
54 | 69.3 | 75.4249 | 61.1085 | 89.7413 | 0.2009 | 0.7628 | 0.4959 | 0.9743 |
55 | 77.5 | 85.5397 | 71.0904 | 99.989 | 0.1377 | 0.9862 | 0.4913 | 0.9995 |
56 | 66.1 | 72.2016 | 57.7179 | 86.6853 | 0.2045 | 0.2367 | 0.5001 | 0.9317 |
57 | 69 | 79.8258 | 65.282 | 94.3697 | 0.0723 | 0.9678 | 0.496 | 0.994 |
58 | 75.3 | 85.2517 | 70.684 | 99.8193 | 0.0903 | 0.9856 | 0.4974 | 0.9994 |
59 | 58.2 | 52.1851 | 37.6034 | 66.7669 | 0.2094 | 9e-04 | 0.4992 | 0.1128 |
60 | 59.7 | 61.1609 | 46.565 | 75.7567 | 0.4222 | 0.6545 | 0.4979 | 0.4979 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0704 | -0.073 | 0.0061 | 42.0468 | 3.5039 | 1.8719 |
50 | 0.0846 | 0.1132 | 0.0094 | 75.416 | 6.2847 | 2.5069 |
51 | 0.0782 | -0.0851 | 0.0071 | 52.9467 | 4.4122 | 2.1005 |
52 | 0.0928 | -0.0898 | 0.0075 | 47.965 | 3.9971 | 1.9993 |
53 | 0.104 | 0.0143 | 0.0012 | 0.983 | 0.0819 | 0.2862 |
54 | 0.0968 | -0.0812 | 0.0068 | 37.5142 | 3.1262 | 1.7681 |
55 | 0.0862 | -0.094 | 0.0078 | 64.6366 | 5.3864 | 2.3209 |
56 | 0.1023 | -0.0845 | 0.007 | 37.23 | 3.1025 | 1.7614 |
57 | 0.093 | -0.1356 | 0.0113 | 117.198 | 9.7665 | 3.1251 |
58 | 0.0872 | -0.1167 | 0.0097 | 99.0358 | 8.253 | 2.8728 |
59 | 0.1426 | 0.1153 | 0.0096 | 36.1785 | 3.0149 | 1.7363 |
60 | 0.1218 | -0.0239 | 0.002 | 2.1341 | 0.1778 | 0.4217 |