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[49]) |
37 | 506 | - | - | - | - | - | - | - |
38 | 502 | - | - | - | - | - | - | - |
39 | 516 | - | - | - | - | - | - | - |
40 | 528 | - | - | - | - | - | - | - |
41 | 533 | - | - | - | - | - | - | - |
42 | 536 | - | - | - | - | - | - | - |
43 | 537 | - | - | - | - | - | - | - |
44 | 524 | - | - | - | - | - | - | - |
45 | 536 | - | - | - | - | - | - | - |
46 | 587 | - | - | - | - | - | - | - |
47 | 597 | - | - | - | - | - | - | - |
48 | 581 | - | - | - | - | - | - | - |
49 | 564 | - | - | - | - | - | - | - |
50 | 558 | 555.0217 | 539.1177 | 570.5256 | 0.3533 | 0.1282 | 1 | 0.1282 |
51 | 575 | 563.1088 | 538.4011 | 586.8771 | 0.1634 | 0.6632 | 0.9999 | 0.4707 |
52 | 580 | 570.9913 | 538.2653 | 602.1099 | 0.2852 | 0.4003 | 0.9966 | 0.6702 |
53 | 575 | 570.612 | 529.6948 | 609.0434 | 0.4115 | 0.316 | 0.9725 | 0.632 |
54 | 563 | 566.7401 | 517.4041 | 612.4808 | 0.4363 | 0.3617 | 0.9061 | 0.5467 |
55 | 552 | 566.044 | 508.5447 | 618.7077 | 0.3006 | 0.5451 | 0.8601 | 0.5303 |
56 | 537 | 553.3051 | 486.2244 | 613.7499 | 0.2985 | 0.5169 | 0.829 | 0.3644 |
57 | 545 | 560.7331 | 486.4757 | 627.0311 | 0.3209 | 0.7585 | 0.7677 | 0.4615 |
58 | 601 | 609.0063 | 533.4595 | 676.922 | 0.4086 | 0.9676 | 0.7373 | 0.903 |
59 | 604 | 617.5764 | 536.0175 | 690.4152 | 0.3574 | 0.6722 | 0.7101 | 0.9253 |
60 | 586 | 602.7391 | 511.9056 | 682.635 | 0.3407 | 0.4877 | 0.7031 | 0.829 |
61 | 564 | 587.248 | 486.5351 | 674.3551 | 0.3005 | 0.5112 | 0.6995 | 0.6995 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0143 | 0.0054 | 0 | 8.8705 | 0 | 0 |
51 | 0.0215 | 0.0211 | 0.0132 | 141.4006 | 75.1355 | 8.6681 |
52 | 0.0278 | 0.0158 | 0.0141 | 81.1558 | 77.1423 | 8.7831 |
53 | 0.0344 | 0.0077 | 0.0125 | 19.2547 | 62.6704 | 7.9165 |
54 | 0.0412 | -0.0066 | 0.0113 | 13.9882 | 52.934 | 7.2756 |
55 | 0.0475 | -0.0248 | 0.0136 | 197.2352 | 76.9842 | 8.7741 |
56 | 0.0557 | -0.0295 | 0.0158 | 265.8577 | 103.9661 | 10.1964 |
57 | 0.0603 | -0.0281 | 0.0174 | 247.5311 | 121.9117 | 11.0414 |
58 | 0.0569 | -0.0131 | 0.0169 | 64.1011 | 115.4883 | 10.7465 |
59 | 0.0602 | -0.022 | 0.0174 | 184.3196 | 122.3715 | 11.0622 |
60 | 0.0676 | -0.0278 | 0.0183 | 280.1983 | 136.7194 | 11.6927 |
61 | 0.0757 | -0.0396 | 0.0201 | 540.4707 | 170.3653 | 13.0524 |