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 | 53.4559 | 36.0714 | 70.8404 | 0.0516 | 0.3042 | 0.2303 | 0.3042 |
62 | 49 | 52.7384 | 35.3533 | 70.1236 | 0.3367 | 0.9393 | 0.3565 | 0.2765 |
63 | 58 | 65.252 | 47.8668 | 82.6371 | 0.2068 | 0.9665 | 0.7932 | 0.7932 |
64 | 47 | 50.8309 | 33.4458 | 68.2161 | 0.3329 | 0.2095 | 0.5373 | 0.2095 |
65 | 42 | 51.2273 | 33.8421 | 68.6125 | 0.1491 | 0.6832 | 0.5102 | 0.2226 |
66 | 62 | 58.8034 | 41.4183 | 76.1886 | 0.3593 | 0.9709 | 0.7435 | 0.5361 |
67 | 39 | 38.6662 | 21.2811 | 56.0514 | 0.485 | 0.0043 | 0.5745 | 0.0146 |
68 | 40 | 27.9421 | 10.5569 | 45.3273 | 0.087 | 0.1063 | 0.7485 | 4e-04 |
69 | 72 | 54.8228 | 37.4376 | 72.2079 | 0.0264 | 0.9527 | 0.492 | 0.3601 |
70 | 70 | 63.1759 | 45.7908 | 80.5611 | 0.2208 | 0.1599 | 0.2208 | 0.7202 |
71 | 54 | 49.3335 | 31.9483 | 66.7186 | 0.2994 | 0.0099 | 0.0766 | 0.1643 |
72 | 65 | 55.6227 | 38.2375 | 73.0078 | 0.1452 | 0.5726 | 0.3943 | 0.3943 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1659 | -0.2704 | 0 | 208.9719 | 0 | 0 |
62 | 0.1682 | -0.0709 | 0.1707 | 13.976 | 111.4739 | 10.5581 |
63 | 0.1359 | -0.1111 | 0.1508 | 52.5911 | 91.8463 | 9.5836 |
64 | 0.1745 | -0.0754 | 0.132 | 14.676 | 72.5537 | 8.5178 |
65 | 0.1731 | -0.1801 | 0.1416 | 85.1429 | 75.0716 | 8.6644 |
66 | 0.1508 | 0.0544 | 0.1271 | 10.218 | 64.2626 | 8.0164 |
67 | 0.2294 | 0.0086 | 0.1101 | 0.1114 | 55.0982 | 7.4228 |
68 | 0.3174 | 0.4315 | 0.1503 | 145.3926 | 66.385 | 8.1477 |
69 | 0.1618 | 0.3133 | 0.1684 | 295.0575 | 91.793 | 9.5809 |
70 | 0.1404 | 0.108 | 0.1624 | 46.5679 | 87.2705 | 9.3419 |
71 | 0.1798 | 0.0946 | 0.1562 | 21.7766 | 81.3165 | 9.0176 |
72 | 0.1595 | 0.1686 | 0.1572 | 87.9346 | 81.868 | 9.0481 |