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[61]) |
49 | 306.122 | - | - | - | - | - | - | - |
50 | 300.414 | - | - | - | - | - | - | - |
51 | 292.133 | - | - | - | - | - | - | - |
52 | 290.616 | - | - | - | - | - | - | - |
53 | 280.244 | - | - | - | - | - | - | - |
54 | 285.179 | - | - | - | - | - | - | - |
55 | 305.486 | - | - | - | - | - | - | - |
56 | 305.957 | - | - | - | - | - | - | - |
57 | 293.886 | - | - | - | - | - | - | - |
58 | 289.441 | - | - | - | - | - | - | - |
59 | 288.776 | - | - | - | - | - | - | - |
60 | 299.149 | - | - | - | - | - | - | - |
61 | 306.532 | - | - | - | - | - | - | - |
62 | 309.914 | 303.1343 | 291.6269 | 314.2206 | 0.1153 | 0.274 | 0.6847 | 0.274 |
63 | 313.468 | 297.0394 | 279.2289 | 313.8409 | 0.0277 | 0.0666 | 0.7165 | 0.1341 |
64 | 314.901 | 297.439 | 274.2727 | 318.927 | 0.0556 | 0.0719 | 0.7331 | 0.2034 |
65 | 309.16 | 289.0609 | 259.8696 | 315.5634 | 0.0686 | 0.028 | 0.7428 | 0.0982 |
66 | 316.15 | 295.383 | 261.8594 | 325.4718 | 0.0881 | 0.1847 | 0.7469 | 0.2338 |
67 | 336.544 | 316.3196 | 280.7306 | 348.2908 | 0.1075 | 0.5041 | 0.7467 | 0.7258 |
68 | 339.196 | 317.9239 | 278.0864 | 353.2975 | 0.1193 | 0.1511 | 0.7464 | 0.736 |
69 | 326.738 | 307.3923 | 261.3713 | 347.3688 | 0.1714 | 0.0595 | 0.7461 | 0.5168 |
70 | 320.838 | 304.1142 | 252.858 | 347.8991 | 0.227 | 0.1556 | 0.7444 | 0.4569 |
71 | 318.62 | 304.3507 | 248.521 | 351.4199 | 0.2762 | 0.2462 | 0.7417 | 0.4638 |
72 | 331.533 | 314.9641 | 257.0406 | 363.7786 | 0.2529 | 0.4416 | 0.7373 | 0.6325 |
73 | 335.378 | 322.6457 | 262.2071 | 373.4272 | 0.3116 | 0.3658 | 0.733 | 0.733 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0187 | 0.0224 | 0 | 45.9639 | 0 | 0 |
63 | 0.0289 | 0.0553 | 0.0388 | 269.8974 | 157.9306 | 12.567 |
64 | 0.0369 | 0.0587 | 0.0455 | 304.9209 | 206.9274 | 14.385 |
65 | 0.0468 | 0.0695 | 0.0515 | 403.9719 | 256.1885 | 16.0059 |
66 | 0.052 | 0.0703 | 0.0552 | 431.2672 | 291.2043 | 17.0647 |
67 | 0.0516 | 0.0639 | 0.0567 | 409.0264 | 310.8413 | 17.6307 |
68 | 0.0568 | 0.0669 | 0.0582 | 452.5037 | 331.0788 | 18.1956 |
69 | 0.0664 | 0.0629 | 0.0587 | 374.2569 | 336.476 | 18.3433 |
70 | 0.0735 | 0.055 | 0.0583 | 279.6842 | 330.1658 | 18.1705 |
71 | 0.0789 | 0.0469 | 0.0572 | 203.6143 | 317.5107 | 17.8188 |
72 | 0.0791 | 0.0526 | 0.0568 | 274.5296 | 313.6033 | 17.7088 |
73 | 0.0803 | 0.0395 | 0.0553 | 162.1123 | 300.9791 | 17.3487 |