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 | 54.1823 | 37.2637 | 71.101 | 0.0393 | 0.3291 | 0.2502 | 0.3291 |
62 | 49 | 49.48 | 32.5603 | 66.3997 | 0.4778 | 0.8876 | 0.225 | 0.1618 |
63 | 58 | 63.3486 | 46.3347 | 80.3626 | 0.2689 | 0.9508 | 0.7311 | 0.7311 |
64 | 47 | 49.2266 | 32.0143 | 66.4389 | 0.3999 | 0.1589 | 0.4649 | 0.1589 |
65 | 42 | 50.598 | 33.3384 | 67.8576 | 0.1644 | 0.6586 | 0.4818 | 0.2003 |
66 | 62 | 59.1858 | 41.8735 | 76.498 | 0.375 | 0.9742 | 0.7581 | 0.5534 |
67 | 39 | 38.989 | 21.6742 | 56.3037 | 0.4995 | 0.0046 | 0.5891 | 0.0157 |
68 | 40 | 28.603 | 11.2897 | 45.9164 | 0.0985 | 0.1196 | 0.7726 | 4e-04 |
69 | 72 | 54.8013 | 37.4875 | 72.1152 | 0.0258 | 0.9531 | 0.491 | 0.3586 |
70 | 70 | 62.7622 | 45.4525 | 80.0719 | 0.2062 | 0.1478 | 0.2062 | 0.7051 |
71 | 54 | 48.1111 | 30.8033 | 65.4189 | 0.2524 | 0.0066 | 0.0579 | 0.1314 |
72 | 65 | 55.6262 | 38.3184 | 72.9341 | 0.1442 | 0.5731 | 0.394 | 0.394 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1593 | -0.2802 | 0 | 230.5033 | 0 | 0 |
62 | 0.1745 | -0.0097 | 0.145 | 0.2304 | 115.3668 | 10.7409 |
63 | 0.137 | -0.0844 | 0.1248 | 28.6079 | 86.4472 | 9.2977 |
64 | 0.1784 | -0.0452 | 0.1049 | 4.9578 | 66.0748 | 8.1286 |
65 | 0.174 | -0.1699 | 0.1179 | 73.9253 | 67.6449 | 8.2247 |
66 | 0.1492 | 0.0475 | 0.1062 | 7.9199 | 57.6908 | 7.5954 |
67 | 0.2266 | 3e-04 | 0.091 | 1e-04 | 49.4492 | 7.032 |
68 | 0.3088 | 0.3985 | 0.1295 | 129.891 | 59.5045 | 7.7139 |
69 | 0.1612 | 0.3138 | 0.15 | 295.7936 | 85.7588 | 9.2606 |
70 | 0.1407 | 0.1153 | 0.1465 | 52.3861 | 82.4215 | 9.0786 |
71 | 0.1835 | 0.1224 | 0.1443 | 34.6793 | 78.0813 | 8.8364 |
72 | 0.1587 | 0.1685 | 0.1463 | 87.8677 | 78.8969 | 8.8824 |