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 | 640.4 | - | - | - | - | - | - | - |
37 | 773.9 | - | - | - | - | - | - | - |
38 | 795.9 | - | - | - | - | - | - | - |
39 | 836.3 | - | - | - | - | - | - | - |
40 | 876.1 | - | - | - | - | - | - | - |
41 | 851.7 | - | - | - | - | - | - | - |
42 | 692.4 | - | - | - | - | - | - | - |
43 | 877.3 | - | - | - | - | - | - | - |
44 | 536.8 | - | - | - | - | - | - | - |
45 | 705.9 | - | - | - | - | - | - | - |
46 | 951 | - | - | - | - | - | - | - |
47 | 755.7 | - | - | - | - | - | - | - |
48 | 695.5 | - | - | - | - | - | - | - |
49 | 744.8 | 732.3294 | 496.7158 | 967.943 | 0.4587 | 0.6203 | 0.3647 | 0.6203 |
50 | 672.1 | 773.6377 | 529.6694 | 1017.6059 | 0.2073 | 0.5916 | 0.429 | 0.7349 |
51 | 666.6 | 790.6639 | 520.2705 | 1061.0574 | 0.1842 | 0.8049 | 0.3704 | 0.7548 |
52 | 760.8 | 700.6351 | 405.6007 | 995.6695 | 0.3447 | 0.5894 | 0.1219 | 0.5136 |
53 | 756 | 747.3557 | 436.7554 | 1057.9561 | 0.4782 | 0.4662 | 0.2551 | 0.6283 |
54 | 604.4 | 698.3397 | 370.2651 | 1026.4142 | 0.2873 | 0.3652 | 0.5142 | 0.5068 |
55 | 883.9 | 772.6787 | 429.8601 | 1115.4974 | 0.2624 | 0.832 | 0.2749 | 0.6705 |
56 | 527.9 | 519.3777 | 163.35 | 875.4054 | 0.4813 | 0.0224 | 0.4618 | 0.1661 |
57 | 756.2 | 628.7073 | 260.2918 | 997.1227 | 0.2488 | 0.7041 | 0.3407 | 0.3612 |
58 | 812.9 | 779.3927 | 399.8164 | 1158.969 | 0.4313 | 0.5477 | 0.1878 | 0.6676 |
59 | 655.6 | 692.3521 | 302.4732 | 1082.231 | 0.4267 | 0.2723 | 0.3751 | 0.4937 |
60 | 707.6 | 595.2213 | 195.8305 | 994.612 | 0.2906 | 0.3835 | 0.3113 | 0.3113 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1641 | 0.017 | 0.0014 | 155.5148 | 12.9596 | 3.5999 |
50 | 0.1609 | -0.1312 | 0.0109 | 10309.8987 | 859.1582 | 29.3114 |
51 | 0.1745 | -0.1569 | 0.0131 | 15391.8584 | 1282.6549 | 35.8142 |
52 | 0.2148 | 0.0859 | 0.0072 | 3619.8195 | 301.6516 | 17.3681 |
53 | 0.212 | 0.0116 | 0.001 | 74.7234 | 6.2269 | 2.4954 |
54 | 0.2397 | -0.1345 | 0.0112 | 8824.6611 | 735.3884 | 27.118 |
55 | 0.2264 | 0.1439 | 0.012 | 12370.1686 | 1030.8474 | 32.1068 |
56 | 0.3497 | 0.0164 | 0.0014 | 72.6291 | 6.0524 | 2.4602 |
57 | 0.299 | 0.2028 | 0.0169 | 16254.3975 | 1354.5331 | 36.804 |
58 | 0.2485 | 0.043 | 0.0036 | 1122.7398 | 93.5616 | 9.6727 |
59 | 0.2873 | -0.0531 | 0.0044 | 1350.7186 | 112.5599 | 10.6094 |
60 | 0.3423 | 0.1888 | 0.0157 | 12628.9825 | 1052.4152 | 32.4409 |