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[48]) |
36 | 43.621 | - | - | - | - | - | - | - |
37 | 69.551 | - | - | - | - | - | - | - |
38 | 72.009 | - | - | - | - | - | - | - |
39 | 72.14 | - | - | - | - | - | - | - |
40 | 81.519 | - | - | - | - | - | - | - |
41 | 73.31 | - | - | - | - | - | - | - |
42 | 80.406 | - | - | - | - | - | - | - |
43 | 70.697 | - | - | - | - | - | - | - |
44 | 59.328 | - | - | - | - | - | - | - |
45 | 68.281 | - | - | - | - | - | - | - |
46 | 70.041 | - | - | - | - | - | - | - |
47 | 51.244 | - | - | - | - | - | - | - |
48 | 46.538 | - | - | - | - | - | - | - |
49 | 61.443 | 69.1139 | 58.1341 | 80.0937 | 0.0854 | 1 | 0.4689 | 1 |
50 | 62.256 | 67.4953 | 56.5155 | 78.4751 | 0.1748 | 0.86 | 0.2102 | 0.9999 |
51 | 73.117 | 75.8518 | 64.872 | 86.8317 | 0.3127 | 0.9924 | 0.7462 | 1 |
52 | 74.155 | 75.8 | 64.8202 | 86.7798 | 0.3845 | 0.684 | 0.1537 | 1 |
53 | 65.191 | 72.2633 | 61.2835 | 83.2431 | 0.1034 | 0.3678 | 0.4259 | 1 |
54 | 77.889 | 79.4748 | 68.495 | 90.4546 | 0.3886 | 0.9946 | 0.434 | 1 |
55 | 68.688 | 68.8577 | 57.8779 | 79.8375 | 0.4879 | 0.0535 | 0.3713 | 1 |
56 | 59.983 | 60.5492 | 49.5694 | 71.529 | 0.4597 | 0.0731 | 0.5863 | 0.9938 |
57 | 65.47 | 61.7809 | 50.8011 | 72.7607 | 0.2551 | 0.6259 | 0.123 | 0.9967 |
58 | 65.089 | 66.596 | 55.6162 | 77.5758 | 0.394 | 0.5797 | 0.2693 | 0.9998 |
59 | 54.795 | 54.4975 | 43.5177 | 65.4773 | 0.4788 | 0.0293 | 0.7193 | 0.9223 |
60 | 47.123 | 44.9024 | 33.9226 | 55.8822 | 0.3459 | 0.0387 | 0.3852 | 0.3852 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0811 | -0.111 | 0 | 58.8422 | 0 | 0 |
50 | 0.083 | -0.0776 | 0.0943 | 27.4506 | 43.1464 | 6.5686 |
51 | 0.0739 | -0.0361 | 0.0749 | 7.4794 | 31.2574 | 5.5908 |
52 | 0.0739 | -0.0217 | 0.0616 | 2.706 | 24.1195 | 4.9112 |
53 | 0.0775 | -0.0979 | 0.0688 | 50.0174 | 29.2991 | 5.4129 |
54 | 0.0705 | -0.02 | 0.0607 | 2.5148 | 24.835 | 4.9835 |
55 | 0.0814 | -0.0025 | 0.0524 | 0.0288 | 21.2913 | 4.6142 |
56 | 0.0925 | -0.0094 | 0.047 | 0.3206 | 18.67 | 4.3209 |
57 | 0.0907 | 0.0597 | 0.0484 | 13.6093 | 18.1077 | 4.2553 |
58 | 0.0841 | -0.0226 | 0.0458 | 2.271 | 16.524 | 4.065 |
59 | 0.1028 | 0.0055 | 0.0422 | 0.0885 | 15.0299 | 3.8768 |
60 | 0.1248 | 0.0495 | 0.0428 | 4.931 | 14.1883 | 3.7667 |