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 | 55.6088 | 38.5524 | 75.7806 | 0.0533 | 0.4081 | 0.3348 | 0.4081 |
62 | 49 | 48.8108 | 32.8732 | 67.8881 | 0.4922 | 0.8433 | 0.2301 | 0.1726 |
63 | 58 | 62.4751 | 43.8426 | 84.3986 | 0.3445 | 0.8858 | 0.6555 | 0.6555 |
64 | 47 | 49.2616 | 32.8795 | 68.9442 | 0.4109 | 0.1921 | 0.4707 | 0.1921 |
65 | 42 | 50.1409 | 33.5997 | 69.982 | 0.2106 | 0.6218 | 0.4662 | 0.2188 |
66 | 62 | 60.3533 | 42.0488 | 81.9563 | 0.4406 | 0.9521 | 0.7477 | 0.5845 |
67 | 39 | 39.1661 | 24.7055 | 56.9436 | 0.4927 | 0.0059 | 0.5944 | 0.0189 |
68 | 40 | 29.6656 | 17.2361 | 45.449 | 0.0997 | 0.1232 | 0.8294 | 2e-04 |
69 | 72 | 55.9546 | 38.0989 | 77.2312 | 0.0697 | 0.9292 | 0.535 | 0.4253 |
70 | 70 | 64.039 | 44.6438 | 86.9234 | 0.3048 | 0.2477 | 0.3048 | 0.6975 |
71 | 54 | 49.0138 | 32.1088 | 69.4807 | 0.3165 | 0.0222 | 0.1068 | 0.1947 |
72 | 65 | 57.2448 | 38.6939 | 79.417 | 0.2465 | 0.6129 | 0.4734 | 0.4734 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1851 | -0.2987 | 0 | 275.8523 | 0 | 0 |
62 | 0.1994 | 0.0039 | 0.1513 | 0.0358 | 137.9441 | 11.745 |
63 | 0.179 | -0.0716 | 0.1247 | 20.0267 | 98.6383 | 9.9317 |
64 | 0.2039 | -0.0459 | 0.105 | 5.1149 | 75.2575 | 8.6751 |
65 | 0.2019 | -0.1624 | 0.1165 | 66.2742 | 73.4608 | 8.5709 |
66 | 0.1826 | 0.0273 | 0.1016 | 2.7117 | 61.6693 | 7.853 |
67 | 0.2316 | -0.0042 | 0.0877 | 0.0276 | 52.8633 | 7.2707 |
68 | 0.2715 | 0.3484 | 0.1203 | 106.8003 | 59.6054 | 7.7205 |
69 | 0.194 | 0.2868 | 0.1388 | 257.456 | 81.5888 | 9.0327 |
70 | 0.1823 | 0.0931 | 0.1342 | 35.5338 | 76.9833 | 8.774 |
71 | 0.213 | 0.1017 | 0.1313 | 24.8624 | 72.2451 | 8.4997 |
72 | 0.1976 | 0.1355 | 0.1316 | 60.1425 | 71.2365 | 8.4402 |