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[37]) |
25 | 578 | - | - | - | - | - | - | - |
26 | 565 | - | - | - | - | - | - | - |
27 | 547 | - | - | - | - | - | - | - |
28 | 555 | - | - | - | - | - | - | - |
29 | 562 | - | - | - | - | - | - | - |
30 | 561 | - | - | - | - | - | - | - |
31 | 555 | - | - | - | - | - | - | - |
32 | 544 | - | - | - | - | - | - | - |
33 | 537 | - | - | - | - | - | - | - |
34 | 543 | - | - | - | - | - | - | - |
35 | 594 | - | - | - | - | - | - | - |
36 | 611 | - | - | - | - | - | - | - |
37 | 613 | - | - | - | - | - | - | - |
38 | 611 | 604.245 | 593.6839 | 614.806 | 0.105 | 0.0521 | 1 | 0.0521 |
39 | 594 | 583.7834 | 568.3088 | 599.258 | 0.0978 | 3e-04 | 1 | 1e-04 |
40 | 595 | 587.122 | 568.4827 | 605.7613 | 0.2037 | 0.2348 | 0.9996 | 0.0033 |
41 | 591 | 593.3635 | 572.4271 | 614.2999 | 0.4124 | 0.4391 | 0.9983 | 0.033 |
42 | 589 | 592.0474 | 569.1582 | 614.9366 | 0.3971 | 0.5357 | 0.9961 | 0.0364 |
43 | 584 | 586.0743 | 561.3824 | 610.7662 | 0.4346 | 0.4082 | 0.9932 | 0.0163 |
44 | 573 | 579.0732 | 552.6794 | 605.467 | 0.326 | 0.3572 | 0.9954 | 0.0059 |
45 | 567 | 572.0463 | 544.0417 | 600.0509 | 0.362 | 0.4734 | 0.9929 | 0.0021 |
46 | 569 | 576.3707 | 546.8323 | 605.909 | 0.3124 | 0.733 | 0.9866 | 0.0075 |
47 | 621 | 634.4864 | 603.4677 | 665.5051 | 0.1971 | 1 | 0.9947 | 0.9127 |
48 | 629 | 646.8507 | 614.3971 | 679.3043 | 0.1405 | 0.9408 | 0.9848 | 0.9795 |
49 | 628 | 646.6163 | 612.807 | 680.4256 | 0.1402 | 0.8464 | 0.9743 | 0.9743 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
38 | 0.0089 | 0.0112 | 9e-04 | 45.6301 | 3.8025 | 1.95 |
39 | 0.0135 | 0.0175 | 0.0015 | 104.379 | 8.6983 | 2.9493 |
40 | 0.0162 | 0.0134 | 0.0011 | 62.0627 | 5.1719 | 2.2742 |
41 | 0.018 | -0.004 | 3e-04 | 5.586 | 0.4655 | 0.6823 |
42 | 0.0197 | -0.0051 | 4e-04 | 9.2868 | 0.7739 | 0.8797 |
43 | 0.0215 | -0.0035 | 3e-04 | 4.3026 | 0.3585 | 0.5988 |
44 | 0.0233 | -0.0105 | 9e-04 | 36.8838 | 3.0737 | 1.7532 |
45 | 0.025 | -0.0088 | 7e-04 | 25.4652 | 2.1221 | 1.4567 |
46 | 0.0261 | -0.0128 | 0.0011 | 54.3266 | 4.5272 | 2.1277 |
47 | 0.0249 | -0.0213 | 0.0018 | 181.8829 | 15.1569 | 3.8932 |
48 | 0.0256 | -0.0276 | 0.0023 | 318.6472 | 26.5539 | 5.1531 |
49 | 0.0267 | -0.0288 | 0.0024 | 346.5661 | 28.8805 | 5.3741 |