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 | 53.0402 | 35.8131 | 70.2673 | 0.0551 | 0.2863 | 0.2142 | 0.2863 |
62 | 49 | 52.4 | 35.1713 | 69.6287 | 0.3495 | 0.9363 | 0.3411 | 0.262 |
63 | 58 | 65.8 | 48.5713 | 83.0287 | 0.1874 | 0.972 | 0.8126 | 0.8126 |
64 | 47 | 50.8 | 33.5713 | 68.0287 | 0.3328 | 0.2064 | 0.5363 | 0.2064 |
65 | 42 | 51.2 | 33.9713 | 68.4287 | 0.1476 | 0.6836 | 0.5091 | 0.2196 |
66 | 62 | 59.2 | 41.9713 | 76.4287 | 0.375 | 0.9748 | 0.7597 | 0.5543 |
67 | 39 | 38.8 | 21.5713 | 56.0287 | 0.4909 | 0.0042 | 0.5811 | 0.0145 |
68 | 40 | 28.4 | 11.1713 | 45.6287 | 0.0935 | 0.1139 | 0.7667 | 4e-04 |
69 | 72 | 54.8 | 37.5713 | 72.0287 | 0.0252 | 0.9539 | 0.4909 | 0.3579 |
70 | 70 | 62.6 | 45.3713 | 79.8287 | 0.1999 | 0.1424 | 0.1999 | 0.6996 |
71 | 54 | 48.4 | 31.1713 | 65.6287 | 0.262 | 0.007 | 0.0609 | 0.1374 |
72 | 65 | 55.3803 | 38.1517 | 72.609 | 0.1369 | 0.5624 | 0.3828 | 0.3828 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1657 | -0.2647 | 0 | 197.1271 | 0 | 0 |
62 | 0.1678 | -0.0649 | 0.1648 | 11.5599 | 104.3435 | 10.2149 |
63 | 0.1336 | -0.1185 | 0.1494 | 60.8397 | 89.8422 | 9.4785 |
64 | 0.173 | -0.0748 | 0.1307 | 14.4399 | 70.9917 | 8.4257 |
65 | 0.1717 | -0.1797 | 0.1405 | 84.6397 | 73.7213 | 8.5861 |
66 | 0.1485 | 0.0473 | 0.125 | 7.8401 | 62.7411 | 7.9209 |
67 | 0.2266 | 0.0052 | 0.1079 | 0.04 | 53.7838 | 7.3337 |
68 | 0.3095 | 0.4085 | 0.1454 | 134.5602 | 63.8808 | 7.9925 |
69 | 0.1604 | 0.3139 | 0.1642 | 295.8405 | 89.6541 | 9.4686 |
70 | 0.1404 | 0.1182 | 0.1596 | 54.7602 | 86.1647 | 9.2825 |
71 | 0.1816 | 0.1157 | 0.1556 | 31.3601 | 81.1825 | 9.0101 |
72 | 0.1587 | 0.1737 | 0.1571 | 92.5379 | 82.1288 | 9.0625 |