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 | 54.3192 | 37.3108 | 71.3276 | 0.0388 | 0.3357 | 0.2564 | 0.3357 |
62 | 49 | 49.3216 | 32.3132 | 66.33 | 0.4852 | 0.8829 | 0.2208 | 0.1586 |
63 | 58 | 62.6234 | 45.5197 | 79.7272 | 0.2981 | 0.9408 | 0.7019 | 0.7019 |
64 | 47 | 49.1113 | 31.8283 | 66.3942 | 0.4054 | 0.1567 | 0.4599 | 0.1567 |
65 | 42 | 50.4024 | 33.0469 | 67.7579 | 0.1713 | 0.6496 | 0.4731 | 0.1954 |
66 | 62 | 59.3213 | 41.9086 | 76.7339 | 0.3815 | 0.9744 | 0.7616 | 0.5591 |
67 | 39 | 39.0369 | 21.6206 | 56.4532 | 0.4983 | 0.0049 | 0.5907 | 0.0164 |
68 | 40 | 28.6562 | 11.241 | 46.0714 | 0.1009 | 0.1222 | 0.7731 | 5e-04 |
69 | 72 | 54.7769 | 37.3595 | 72.1944 | 0.0263 | 0.9518 | 0.49 | 0.3584 |
70 | 70 | 62.8092 | 45.3934 | 80.2249 | 0.2092 | 0.1505 | 0.2092 | 0.7058 |
71 | 54 | 48.3186 | 30.9042 | 65.733 | 0.2613 | 0.0073 | 0.0618 | 0.1379 |
72 | 65 | 55.8661 | 38.4517 | 73.2805 | 0.152 | 0.5832 | 0.4051 | 0.4051 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1598 | -0.282 | 0 | 234.6784 | 0 | 0 |
62 | 0.1759 | -0.0065 | 0.1443 | 0.1034 | 117.3909 | 10.8347 |
63 | 0.1393 | -0.0738 | 0.1208 | 21.376 | 85.386 | 9.2405 |
64 | 0.1795 | -0.043 | 0.1013 | 4.4575 | 65.1538 | 8.0718 |
65 | 0.1757 | -0.1667 | 0.1144 | 70.6005 | 66.2432 | 8.139 |
66 | 0.1498 | 0.0452 | 0.1029 | 7.1756 | 56.3986 | 7.5099 |
67 | 0.2276 | -9e-04 | 0.0883 | 0.0014 | 48.3418 | 6.9528 |
68 | 0.3101 | 0.3959 | 0.1268 | 128.6816 | 58.3843 | 7.641 |
69 | 0.1622 | 0.3144 | 0.1476 | 296.6348 | 84.8566 | 9.2118 |
70 | 0.1415 | 0.1145 | 0.1443 | 51.7083 | 81.5418 | 9.03 |
71 | 0.1839 | 0.1176 | 0.1419 | 32.2782 | 77.0633 | 8.7786 |
72 | 0.159 | 0.1635 | 0.1437 | 83.428 | 77.5937 | 8.8087 |