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[49]) |
37 | 612 | - | - | - | - | - | - | - |
38 | 595 | - | - | - | - | - | - | - |
39 | 597 | - | - | - | - | - | - | - |
40 | 593 | - | - | - | - | - | - | - |
41 | 590 | - | - | - | - | - | - | - |
42 | 580 | - | - | - | - | - | - | - |
43 | 574 | - | - | - | - | - | - | - |
44 | 573 | - | - | - | - | - | - | - |
45 | 573 | - | - | - | - | - | - | - |
46 | 620 | - | - | - | - | - | - | - |
47 | 626 | - | - | - | - | - | - | - |
48 | 620 | - | - | - | - | - | - | - |
49 | 588 | - | - | - | - | - | - | - |
50 | 566 | 566.5383 | 556.2711 | 576.8055 | 0.4591 | 0 | 0 | 0 |
51 | 557 | 572.7382 | 557.0266 | 588.4499 | 0.0248 | 0.7997 | 0.0012 | 0.0285 |
52 | 561 | 573.2524 | 553.4706 | 593.0341 | 0.1124 | 0.9463 | 0.0252 | 0.072 |
53 | 549 | 570.9698 | 547.8969 | 594.0428 | 0.031 | 0.8015 | 0.053 | 0.074 |
54 | 532 | 560.6638 | 534.7431 | 586.5845 | 0.0151 | 0.8111 | 0.0719 | 0.0194 |
55 | 526 | 551.9396 | 523.4605 | 580.4186 | 0.0371 | 0.915 | 0.0645 | 0.0065 |
56 | 511 | 551.0621 | 520.2365 | 581.8878 | 0.0054 | 0.9445 | 0.0815 | 0.0094 |
57 | 499 | 552.5513 | 519.5454 | 585.5572 | 7e-04 | 0.9932 | 0.1123 | 0.0176 |
58 | 555 | 595.683 | 560.6333 | 630.7327 | 0.0115 | 1 | 0.0869 | 0.6663 |
59 | 565 | 606.9017 | 569.9238 | 643.8796 | 0.0132 | 0.997 | 0.1557 | 0.8418 |
60 | 542 | 603.0803 | 564.2681 | 641.8925 | 0.001 | 0.9728 | 0.1964 | 0.7768 |
61 | 527 | 579.3962 | 538.8065 | 619.986 | 0.0057 | 0.9645 | 0.3389 | 0.3389 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0092 | -0.001 | 1e-04 | 0.2897 | 0.0241 | 0.1554 |
51 | 0.014 | -0.0275 | 0.0023 | 247.6918 | 20.641 | 4.5432 |
52 | 0.0176 | -0.0214 | 0.0018 | 150.1204 | 12.51 | 3.537 |
53 | 0.0206 | -0.0385 | 0.0032 | 482.6737 | 40.2228 | 6.3421 |
54 | 0.0236 | -0.0511 | 0.0043 | 821.6136 | 68.4678 | 8.2745 |
55 | 0.0263 | -0.047 | 0.0039 | 672.8605 | 56.0717 | 7.4881 |
56 | 0.0285 | -0.0727 | 0.0061 | 1604.9736 | 133.7478 | 11.5649 |
57 | 0.0305 | -0.0969 | 0.0081 | 2867.7388 | 238.9782 | 15.4589 |
58 | 0.03 | -0.0683 | 0.0057 | 1655.1071 | 137.9256 | 11.7442 |
59 | 0.0311 | -0.069 | 0.0058 | 1755.7501 | 146.3125 | 12.096 |
60 | 0.0328 | -0.1013 | 0.0084 | 3730.7998 | 310.9 | 17.6324 |
61 | 0.0357 | -0.0904 | 0.0075 | 2745.3667 | 228.7806 | 15.1255 |