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 | 58.0001 | 33.2393 | 82.761 | 0.0663 | 0.5 | 0.4371 | 0.5 |
62 | 49 | 57.4002 | 22.7349 | 92.0654 | 0.3174 | 0.8509 | 0.5315 | 0.4865 |
63 | 58 | 70.8002 | 28.4888 | 113.1116 | 0.2766 | 0.8437 | 0.7234 | 0.7234 |
64 | 47 | 55.8002 | 7.027 | 104.5735 | 0.3618 | 0.4648 | 0.5922 | 0.4648 |
65 | 42 | 56.2003 | 1.7264 | 110.6742 | 0.3047 | 0.6297 | 0.5742 | 0.4742 |
66 | 62 | 64.2003 | 4.5683 | 123.8324 | 0.4712 | 0.7672 | 0.6436 | 0.5807 |
67 | 39 | 43.8004 | -20.5779 | 108.1786 | 0.4419 | 0.2898 | 0.582 | 0.3328 |
68 | 40 | 33.4005 | -35.3973 | 102.1982 | 0.4254 | 0.4366 | 0.6273 | 0.2417 |
69 | 72 | 59.8005 | -13.1495 | 132.7506 | 0.3715 | 0.7026 | 0.5513 | 0.5193 |
70 | 70 | 67.6006 | -9.2777 | 144.479 | 0.4756 | 0.4553 | 0.4756 | 0.5967 |
71 | 54 | 53.4007 | -27.2148 | 134.0162 | 0.4942 | 0.3433 | 0.4172 | 0.4555 |
72 | 65 | 60.4008 | -23.7861 | 144.5877 | 0.4574 | 0.5592 | 0.5223 | 0.5223 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2178 | -0.3276 | 0 | 361.0057 | 0 | 0 |
62 | 0.3081 | -0.1463 | 0.237 | 70.5628 | 215.7842 | 14.6896 |
63 | 0.3049 | -0.1808 | 0.2182 | 163.8449 | 198.4711 | 14.088 |
64 | 0.446 | -0.1577 | 0.2031 | 77.444 | 168.2144 | 12.9697 |
65 | 0.4945 | -0.2527 | 0.213 | 201.6478 | 174.901 | 13.225 |
66 | 0.4739 | -0.0343 | 0.1832 | 4.8414 | 146.5578 | 12.1061 |
67 | 0.7499 | -0.1096 | 0.1727 | 23.0438 | 128.9129 | 11.354 |
68 | 1.0509 | 0.1976 | 0.1758 | 43.5539 | 118.243 | 10.874 |
69 | 0.6224 | 0.204 | 0.179 | 148.8269 | 121.6412 | 11.0291 |
70 | 0.5802 | 0.0355 | 0.1646 | 5.757 | 110.0528 | 10.4906 |
71 | 0.7702 | 0.0112 | 0.1507 | 0.3591 | 100.0807 | 10.004 |
72 | 0.7111 | 0.0761 | 0.1445 | 21.1525 | 93.5033 | 9.6697 |