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 | 88.0093 | 76.1459 | 99.8726 | 0.177 | 1 | 0.3774 | 1 |
50 | 85.4 | 78.6564 | 66.2467 | 91.0661 | 0.1434 | 0.2772 | 0.6032 | 0.9971 |
51 | 78.2 | 82.8499 | 69.9277 | 95.7721 | 0.2403 | 0.3495 | 0.3551 | 0.9995 |
52 | 70.2 | 76.3651 | 62.16 | 90.5702 | 0.1975 | 0.4001 | 0.4323 | 0.9818 |
53 | 70.2 | 68.7171 | 54.3613 | 83.073 | 0.4198 | 0.4198 | 0.4737 | 0.8476 |
54 | 69.3 | 73.4615 | 58.7297 | 88.1934 | 0.2899 | 0.6678 | 0.3931 | 0.9486 |
55 | 77.5 | 84.057 | 69.0541 | 99.0599 | 0.1958 | 0.9731 | 0.415 | 0.9986 |
56 | 66.1 | 72.824 | 57.7281 | 87.92 | 0.1913 | 0.2719 | 0.5323 | 0.9344 |
57 | 69 | 76.7324 | 61.4792 | 91.9857 | 0.1602 | 0.9141 | 0.342 | 0.977 |
58 | 75.3 | 84.689 | 69.3597 | 100.0182 | 0.115 | 0.9776 | 0.4689 | 0.9987 |
59 | 58.2 | 52.6189 | 37.2365 | 68.0014 | 0.2385 | 0.0019 | 0.5213 | 0.1371 |
60 | 59.7 | 60.6489 | 45.2113 | 76.0864 | 0.4521 | 0.6221 | 0.4721 | 0.4721 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0688 | -0.0637 | 0.0053 | 31.4639 | 2.622 | 1.6193 |
50 | 0.0805 | 0.0857 | 0.0071 | 45.4763 | 3.7897 | 1.9467 |
51 | 0.0796 | -0.0561 | 0.0047 | 21.6217 | 1.8018 | 1.3423 |
52 | 0.0949 | -0.0807 | 0.0067 | 38.0079 | 3.1673 | 1.7797 |
53 | 0.1066 | 0.0216 | 0.0018 | 2.1988 | 0.1832 | 0.4281 |
54 | 0.1023 | -0.0566 | 0.0047 | 17.3182 | 1.4432 | 1.2013 |
55 | 0.0911 | -0.078 | 0.0065 | 42.994 | 3.5828 | 1.8928 |
56 | 0.1058 | -0.0923 | 0.0077 | 45.2127 | 3.7677 | 1.9411 |
57 | 0.1014 | -0.1008 | 0.0084 | 59.7907 | 4.9826 | 2.2322 |
58 | 0.0924 | -0.1109 | 0.0092 | 88.1526 | 7.346 | 2.7104 |
59 | 0.1492 | 0.1061 | 0.0088 | 31.1484 | 2.5957 | 1.6111 |
60 | 0.1299 | -0.0156 | 0.0013 | 0.9003 | 0.075 | 0.2739 |