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[60]) |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | - | - | - | - | - | - | - |
50 | 56 | - | - | - | - | - | - | - |
51 | 58 | - | - | - | - | - | - | - |
52 | 50 | - | - | - | - | - | - | - |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 54.6998 | 38.4697 | 73.7789 | 0.0534 | 0.3673 | 0.2931 | 0.3673 |
62 | 49 | 49.4465 | 34.0821 | 67.6614 | 0.4808 | 0.8695 | 0.2403 | 0.1787 |
63 | 58 | 62.8373 | 45.193 | 83.3827 | 0.3222 | 0.9066 | 0.6778 | 0.6778 |
64 | 47 | 48.7425 | 33.2513 | 67.1871 | 0.4265 | 0.1626 | 0.4469 | 0.1626 |
65 | 42 | 50.2714 | 34.4632 | 69.0549 | 0.194 | 0.6336 | 0.4697 | 0.21 |
66 | 62 | 58.9695 | 41.6614 | 79.2769 | 0.385 | 0.9493 | 0.7177 | 0.5373 |
67 | 39 | 38.7085 | 24.9646 | 55.4544 | 0.4864 | 0.0032 | 0.5792 | 0.012 |
68 | 40 | 28.4394 | 16.8743 | 43.0059 | 0.0599 | 0.0777 | 0.8069 | 0 |
69 | 72 | 54.9065 | 38.2519 | 74.5628 | 0.0441 | 0.9314 | 0.4963 | 0.3789 |
70 | 70 | 62.6531 | 44.7613 | 83.5459 | 0.2453 | 0.1903 | 0.2453 | 0.6688 |
71 | 54 | 47.863 | 32.4159 | 66.3104 | 0.2572 | 0.0093 | 0.0665 | 0.1407 |
72 | 65 | 54.9877 | 38.3229 | 74.6529 | 0.1592 | 0.5392 | 0.382 | 0.382 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.178 | -0.287 | 0 | 246.4835 | 0 | 0 |
62 | 0.1879 | -0.009 | 0.148 | 0.1994 | 123.3414 | 11.1059 |
63 | 0.1668 | -0.077 | 0.1243 | 23.3992 | 90.0273 | 9.4883 |
64 | 0.1931 | -0.0357 | 0.1022 | 3.0364 | 68.2796 | 8.2631 |
65 | 0.1906 | -0.1645 | 0.1147 | 68.4155 | 68.3068 | 8.2648 |
66 | 0.1757 | 0.0514 | 0.1041 | 9.1839 | 58.453 | 7.6455 |
67 | 0.2207 | 0.0075 | 0.0903 | 0.085 | 50.1147 | 7.0792 |
68 | 0.2613 | 0.4065 | 0.1298 | 133.648 | 60.5564 | 7.7818 |
69 | 0.1827 | 0.3113 | 0.15 | 292.1881 | 86.2932 | 9.2894 |
70 | 0.1701 | 0.1173 | 0.1467 | 53.9776 | 83.0617 | 9.1138 |
71 | 0.1966 | 0.1282 | 0.145 | 37.6631 | 78.9345 | 8.8845 |
72 | 0.1825 | 0.1821 | 0.1481 | 100.2461 | 80.7105 | 8.9839 |