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[80]) |
68 | 611 | - | - | - | - | - | - | - |
69 | 613 | - | - | - | - | - | - | - |
70 | 611 | - | - | - | - | - | - | - |
71 | 594 | - | - | - | - | - | - | - |
72 | 595 | - | - | - | - | - | - | - |
73 | 591 | - | - | - | - | - | - | - |
74 | 589 | - | - | - | - | - | - | - |
75 | 584 | - | - | - | - | - | - | - |
76 | 573 | - | - | - | - | - | - | - |
77 | 567 | - | - | - | - | - | - | - |
78 | 569 | - | - | - | - | - | - | - |
79 | 621 | - | - | - | - | - | - | - |
80 | 629 | - | - | - | - | - | - | - |
81 | 628 | 628.9928 | 615.8929 | 642.0927 | 0.441 | 0.4996 | 0.9916 | 0.4996 |
82 | 612 | 622.9946 | 603.8606 | 642.1285 | 0.13 | 0.3041 | 0.8904 | 0.2692 |
83 | 595 | 604.8407 | 580.6553 | 629.0261 | 0.2126 | 0.2809 | 0.8102 | 0.0251 |
84 | 597 | 606.9623 | 578.161 | 635.7636 | 0.2489 | 0.7922 | 0.7922 | 0.0668 |
85 | 593 | 605.2216 | 572.036 | 638.4072 | 0.2352 | 0.6864 | 0.7995 | 0.0801 |
86 | 590 | 602.6366 | 565.1977 | 640.0756 | 0.2541 | 0.693 | 0.7624 | 0.0838 |
87 | 580 | 596.4827 | 554.8641 | 638.1014 | 0.2188 | 0.6199 | 0.7217 | 0.0628 |
88 | 574 | 584.6133 | 538.8527 | 630.3739 | 0.3247 | 0.5783 | 0.6906 | 0.0286 |
89 | 573 | 577.4594 | 527.5708 | 627.348 | 0.4305 | 0.5541 | 0.6594 | 0.0214 |
90 | 573 | 579.7277 | 525.7087 | 633.7468 | 0.4036 | 0.5964 | 0.6515 | 0.0369 |
91 | 620 | 630.5738 | 572.4101 | 688.7376 | 0.3608 | 0.9738 | 0.6265 | 0.5211 |
92 | 626 | 640.2643 | 577.933 | 702.5956 | 0.3269 | 0.738 | 0.6384 | 0.6384 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
81 | 0.0106 | -0.0016 | 1e-04 | 0.9857 | 0.0821 | 0.2866 |
82 | 0.0157 | -0.0176 | 0.0015 | 120.8803 | 10.0734 | 3.1739 |
83 | 0.0204 | -0.0163 | 0.0014 | 96.8389 | 8.0699 | 2.8408 |
84 | 0.0242 | -0.0164 | 0.0014 | 99.2471 | 8.2706 | 2.8759 |
85 | 0.028 | -0.0202 | 0.0017 | 149.3685 | 12.4474 | 3.5281 |
86 | 0.0317 | -0.021 | 0.0017 | 159.6844 | 13.307 | 3.6479 |
87 | 0.0356 | -0.0276 | 0.0023 | 271.6809 | 22.6401 | 4.7582 |
88 | 0.0399 | -0.0182 | 0.0015 | 112.6421 | 9.3868 | 3.0638 |
89 | 0.0441 | -0.0077 | 6e-04 | 19.8864 | 1.6572 | 1.2873 |
90 | 0.0475 | -0.0116 | 0.001 | 45.2622 | 3.7718 | 1.9421 |
91 | 0.0471 | -0.0168 | 0.0014 | 111.8059 | 9.3172 | 3.0524 |
92 | 0.0497 | -0.0223 | 0.0019 | 203.4706 | 16.9559 | 4.1178 |