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]) |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 45.9 | 24.7039 | 67.0961 | 0.2617 | 0.1316 | 0.7947 | 0.1316 |
62 | 49 | 40.4 | 19.2039 | 61.5961 | 0.2132 | 0.5515 | 0.9556 | 0.0518 |
63 | 58 | 60.3 | 39.1039 | 81.4961 | 0.4158 | 0.852 | 0.688 | 0.5842 |
64 | 47 | 56.7 | 35.5039 | 77.8961 | 0.1849 | 0.4522 | 0.1094 | 0.4522 |
65 | 42 | 49.8 | 28.6039 | 70.9961 | 0.2354 | 0.6021 | 0.1296 | 0.2242 |
66 | 62 | 57.3 | 36.1039 | 78.4961 | 0.3319 | 0.9214 | 0.4742 | 0.4742 |
67 | 39 | 45.9 | 24.7039 | 67.0961 | 0.2617 | 0.0683 | 0.7383 | 0.1316 |
68 | 40 | 40.4 | 19.2039 | 61.5961 | 0.4852 | 0.5515 | 0.2132 | 0.0518 |
69 | 72 | 60.3 | 39.1039 | 81.4961 | 0.1396 | 0.9698 | 0.5842 | 0.5842 |
70 | 70 | 56.7 | 35.5039 | 77.8961 | 0.1094 | 0.0786 | 0.8151 | 0.4522 |
71 | 54 | 49.8 | 28.6039 | 70.9961 | 0.3489 | 0.0309 | 0.7646 | 0.2242 |
72 | 65 | 57.3 | 36.1039 | 78.4961 | 0.2382 | 0.6199 | 0.3319 | 0.4742 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2356 | -0.1503 | 0 | 47.6099 | 0 | 0 |
62 | 0.2677 | 0.2129 | 0.1816 | 73.9601 | 60.785 | 7.7965 |
63 | 0.1793 | -0.0381 | 0.1338 | 5.29 | 42.2867 | 6.5028 |
64 | 0.1907 | -0.1711 | 0.1431 | 94.0899 | 55.2375 | 7.4322 |
65 | 0.2172 | -0.1566 | 0.1458 | 60.8399 | 56.358 | 7.5072 |
66 | 0.1887 | 0.082 | 0.1352 | 22.0901 | 50.6466 | 7.1166 |
67 | 0.2356 | -0.1503 | 0.1373 | 47.6099 | 50.2128 | 7.0861 |
68 | 0.2677 | -0.0099 | 0.1214 | 0.16 | 43.9562 | 6.6299 |
69 | 0.1793 | 0.194 | 0.1295 | 136.8901 | 54.2822 | 7.3676 |
70 | 0.1907 | 0.2346 | 0.14 | 176.8902 | 66.543 | 8.1574 |
71 | 0.2172 | 0.0843 | 0.1349 | 17.64 | 62.0973 | 7.8802 |
72 | 0.1887 | 0.1344 | 0.1349 | 59.2901 | 61.8634 | 7.8653 |