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 | 301.2886 | 290.8607 | 311.7165 | 0.0525 | 0.1622 | 0.5653 | 0.1622 |
63 | 313.468 | 293.0471 | 277.6595 | 308.4348 | 0.0046 | 0.0158 | 0.5463 | 0.0429 |
64 | 314.901 | 291.5335 | 272.3884 | 310.6786 | 0.0084 | 0.0124 | 0.5374 | 0.0623 |
65 | 309.16 | 281.1618 | 258.881 | 303.4426 | 0.0069 | 0.0015 | 0.5322 | 0.0128 |
66 | 316.15 | 286.0968 | 261.0699 | 311.1238 | 0.0093 | 0.0354 | 0.5287 | 0.0548 |
67 | 336.544 | 306.4038 | 278.9036 | 333.904 | 0.0159 | 0.2436 | 0.5261 | 0.4964 |
68 | 339.196 | 306.8748 | 277.1061 | 336.6435 | 0.0167 | 0.0254 | 0.5241 | 0.509 |
69 | 326.738 | 294.8038 | 262.9277 | 326.68 | 0.0248 | 0.0032 | 0.5225 | 0.2354 |
70 | 320.838 | 290.3588 | 256.5061 | 324.2115 | 0.0388 | 0.0176 | 0.5212 | 0.1745 |
71 | 318.62 | 289.6938 | 253.9738 | 325.4138 | 0.0562 | 0.0437 | 0.5201 | 0.1778 |
72 | 331.533 | 300.0668 | 262.5724 | 337.5613 | 0.05 | 0.1661 | 0.5191 | 0.3677 |
73 | 335.378 | 307.4498 | 268.2612 | 346.6384 | 0.0812 | 0.1142 | 0.5183 | 0.5183 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0177 | 0.0286 | 0 | 74.3974 | 0 | 0 |
63 | 0.0268 | 0.0697 | 0.0492 | 417.0113 | 245.7044 | 15.675 |
64 | 0.0335 | 0.0802 | 0.0595 | 546.0395 | 345.8161 | 18.5961 |
65 | 0.0404 | 0.0996 | 0.0695 | 783.8993 | 455.3369 | 21.3386 |
66 | 0.0446 | 0.105 | 0.0766 | 903.1935 | 544.9082 | 23.3433 |
67 | 0.0458 | 0.0984 | 0.0802 | 908.4302 | 605.4952 | 24.6068 |
68 | 0.0495 | 0.1053 | 0.0838 | 1044.6584 | 668.2328 | 25.8502 |
69 | 0.0552 | 0.1083 | 0.0869 | 1019.7916 | 712.1776 | 26.6867 |
70 | 0.0595 | 0.105 | 0.0889 | 928.9801 | 736.2668 | 27.1342 |
71 | 0.0629 | 0.0999 | 0.09 | 836.7236 | 746.3125 | 27.3187 |
72 | 0.0638 | 0.1049 | 0.0913 | 990.1202 | 768.4768 | 27.7214 |
73 | 0.065 | 0.0908 | 0.0913 | 779.983 | 769.4357 | 27.7387 |