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 | -18 | - | - | - | - | - | - | - |
37 | -13 | - | - | - | - | - | - | - |
38 | -2 | - | - | - | - | - | - | - |
39 | -1 | - | - | - | - | - | - | - |
40 | 5 | - | - | - | - | - | - | - |
41 | 8 | - | - | - | - | - | - | - |
42 | 6 | - | - | - | - | - | - | - |
43 | 7 | - | - | - | - | - | - | - |
44 | 15 | - | - | - | - | - | - | - |
45 | 23 | - | - | - | - | - | - | - |
46 | 43 | - | - | - | - | - | - | - |
47 | 60 | - | - | - | - | - | - | - |
48 | 36 | - | - | - | - | - | - | - |
49 | 28 | 36.2665 | 18.497 | 54.0359 | 0.1809 | 0.5117 | 1 | 0.5117 |
50 | 23 | 42.5064 | 17.4178 | 67.595 | 0.0638 | 0.8715 | 0.9997 | 0.6944 |
51 | 23 | 42.6836 | 11.9733 | 73.3939 | 0.1045 | 0.8955 | 0.9973 | 0.6652 |
52 | 22 | 46.6402 | 11.1887 | 82.0917 | 0.0866 | 0.9044 | 0.9893 | 0.7218 |
53 | 22 | 47.1539 | 7.5245 | 86.7834 | 0.1067 | 0.8933 | 0.9736 | 0.7094 |
54 | 24 | 48.3225 | 4.9153 | 91.7296 | 0.136 | 0.8827 | 0.972 | 0.711 |
55 | 32 | 47.1802 | 0.2988 | 94.0615 | 0.2628 | 0.8338 | 0.9535 | 0.6799 |
56 | 27 | 52.0836 | 1.9682 | 102.1989 | 0.1633 | 0.7839 | 0.9265 | 0.7353 |
57 | 27 | 55.455 | 2.3021 | 108.6079 | 0.147 | 0.853 | 0.8843 | 0.7634 |
58 | 27 | 65.9168 | 9.8908 | 121.9429 | 0.0867 | 0.9133 | 0.7886 | 0.8524 |
59 | 29 | 74.9883 | 16.2294 | 133.7471 | 0.0625 | 0.9453 | 0.6914 | 0.9033 |
60 | 38 | 60.5803 | -0.7897 | 121.9504 | 0.2354 | 0.8434 | 0.7838 | 0.7838 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.25 | -0.2279 | 0.019 | 68.3345 | 5.6945 | 2.3863 |
50 | 0.3011 | -0.4589 | 0.0382 | 380.4989 | 31.7082 | 5.631 |
51 | 0.3671 | -0.4612 | 0.0384 | 387.4449 | 32.2871 | 5.6822 |
52 | 0.3878 | -0.5283 | 0.044 | 607.1398 | 50.595 | 7.113 |
53 | 0.4288 | -0.5334 | 0.0445 | 632.7211 | 52.7268 | 7.2613 |
54 | 0.4583 | -0.5033 | 0.0419 | 591.5819 | 49.2985 | 7.0213 |
55 | 0.507 | -0.3217 | 0.0268 | 230.437 | 19.2031 | 4.3821 |
56 | 0.4909 | -0.4816 | 0.0401 | 629.1852 | 52.4321 | 7.241 |
57 | 0.489 | -0.5131 | 0.0428 | 809.687 | 67.4739 | 8.2143 |
58 | 0.4336 | -0.5904 | 0.0492 | 1514.521 | 126.2101 | 11.2343 |
59 | 0.3998 | -0.6133 | 0.0511 | 2114.9195 | 176.2433 | 13.2757 |
60 | 0.5169 | -0.3727 | 0.0311 | 509.8721 | 42.4893 | 6.5184 |