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 | 28.702 | - | - | - | - | - | - | - |
37 | 69.517 | - | - | - | - | - | - | - |
38 | 69.24 | - | - | - | - | - | - | - |
39 | 71.525 | - | - | - | - | - | - | - |
40 | 77.74 | - | - | - | - | - | - | - |
41 | 62.107 | - | - | - | - | - | - | - |
42 | 65.45 | - | - | - | - | - | - | - |
43 | 51.493 | - | - | - | - | - | - | - |
44 | 43.067 | - | - | - | - | - | - | - |
45 | 49.172 | - | - | - | - | - | - | - |
46 | 54.483 | - | - | - | - | - | - | - |
47 | 38.158 | - | - | - | - | - | - | - |
48 | 27.898 | - | - | - | - | - | - | - |
49 | 58.648 | 68.7587 | 57.8342 | 79.6832 | 0.0348 | 1 | 0.4459 | 1 |
50 | 56 | 65.107 | 53.9436 | 76.2704 | 0.0549 | 0.8716 | 0.234 | 1 |
51 | 62.381 | 72.7897 | 61.6158 | 83.9636 | 0.0339 | 0.9984 | 0.5878 | 1 |
52 | 59.849 | 69.9521 | 58.7777 | 81.1265 | 0.0382 | 0.9079 | 0.086 | 1 |
53 | 48.345 | 59.9916 | 48.8172 | 71.166 | 0.0205 | 0.51 | 0.3553 | 1 |
54 | 55.376 | 63.5088 | 52.3343 | 74.6832 | 0.0769 | 0.9961 | 0.3667 | 1 |
55 | 45.4 | 49.8675 | 38.6931 | 61.0419 | 0.2166 | 0.167 | 0.3878 | 0.9999 |
56 | 38.389 | 42.9808 | 31.8063 | 54.1552 | 0.2103 | 0.3357 | 0.494 | 0.9959 |
57 | 44.098 | 44.2033 | 33.0289 | 55.3777 | 0.4926 | 0.8461 | 0.1917 | 0.9979 |
58 | 48.29 | 52.3266 | 41.1521 | 63.501 | 0.2395 | 0.9255 | 0.3526 | 1 |
59 | 41.267 | 41.2132 | 30.0388 | 52.3876 | 0.4962 | 0.1073 | 0.704 | 0.9902 |
60 | 31.238 | 27.602 | 16.4281 | 38.7759 | 0.2618 | 0.0083 | 0.4793 | 0.4793 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0811 | -0.147 | 0 | 102.2255 | 0 | 0 |
50 | 0.0875 | -0.1399 | 0.1435 | 82.9372 | 92.5814 | 9.6219 |
51 | 0.0783 | -0.143 | 0.1433 | 108.3406 | 97.8344 | 9.8911 |
52 | 0.0815 | -0.1444 | 0.1436 | 102.0724 | 98.8939 | 9.9445 |
53 | 0.095 | -0.1941 | 0.1537 | 135.6426 | 106.2437 | 10.3075 |
54 | 0.0898 | -0.1281 | 0.1494 | 66.1418 | 99.56 | 9.978 |
55 | 0.1143 | -0.0896 | 0.1409 | 19.9583 | 88.1884 | 9.3909 |
56 | 0.1326 | -0.1068 | 0.1366 | 21.0842 | 79.8003 | 8.9331 |
57 | 0.129 | -0.0024 | 0.1217 | 0.0111 | 70.9349 | 8.4223 |
58 | 0.109 | -0.0771 | 0.1172 | 16.2938 | 65.4708 | 8.0914 |
59 | 0.1383 | 0.0013 | 0.1067 | 0.0029 | 59.5191 | 7.7149 |
60 | 0.2065 | 0.1317 | 0.1088 | 13.2204 | 55.6609 | 7.4606 |