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]) |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 55.1223 | 31.0267 | 74.7042 | 0.0533 | 0.3867 | 0.5841 | 0.3867 |
62 | 49 | 42.8843 | 12.3118 | 64.5377 | 0.2899 | 0.6374 | 0.7029 | 0.0856 |
63 | 58 | 45.177 | 15.3566 | 66.8945 | 0.1236 | 0.365 | 0.9818 | 0.1236 |
64 | 47 | 39.8016 | 3.701 | 62.5826 | 0.2679 | 0.0587 | 0.0955 | 0.0587 |
65 | 42 | 51.162 | 23.8252 | 72.366 | 0.1985 | 0.6498 | 0.0408 | 0.2637 |
66 | 62 | 47.5333 | 18.2497 | 69.3456 | 0.0968 | 0.6905 | 0.0968 | 0.1735 |
67 | 39 | 49.3273 | 20.8666 | 70.9454 | 0.1746 | 0.1253 | 0.2158 | 0.2158 |
68 | 40 | 49.6686 | 19.6626 | 72.1539 | 0.1997 | 0.8238 | 0.8238 | 0.2338 |
69 | 72 | 65.8719 | 41.9066 | 86.0315 | 0.2757 | 0.9941 | 0.9495 | 0.778 |
70 | 70 | 53.2415 | 24.9603 | 75.2116 | 0.0674 | 0.0471 | 0.3356 | 0.3356 |
71 | 54 | 47.1556 | 15.2695 | 70.1835 | 0.2801 | 0.0259 | 0.5053 | 0.178 |
72 | 65 | 57.4708 | 30.7908 | 78.8757 | 0.2453 | 0.6247 | 0.9217 | 0.4807 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1812 | -0.2925 | 0 | 259.9282 | 0 | 0 |
62 | 0.2576 | 0.1426 | 0.2175 | 37.4015 | 148.6649 | 12.1928 |
63 | 0.2453 | 0.2838 | 0.2396 | 164.4303 | 153.92 | 12.4065 |
64 | 0.292 | 0.1809 | 0.2249 | 51.8163 | 128.3941 | 11.3311 |
65 | 0.2115 | -0.1791 | 0.2158 | 83.9418 | 119.5036 | 10.9318 |
66 | 0.2341 | 0.3043 | 0.2305 | 209.2862 | 134.4674 | 11.596 |
67 | 0.2236 | -0.2094 | 0.2275 | 106.6534 | 130.494 | 11.4234 |
68 | 0.231 | -0.1947 | 0.2234 | 93.4821 | 125.8675 | 11.2191 |
69 | 0.1561 | 0.093 | 0.2089 | 37.5539 | 116.0548 | 10.7729 |
70 | 0.2105 | 0.3148 | 0.2195 | 280.8467 | 132.534 | 11.5123 |
71 | 0.2492 | 0.1451 | 0.2127 | 46.8464 | 124.7442 | 11.1689 |
72 | 0.19 | 0.131 | 0.2059 | 56.6883 | 119.0729 | 10.9121 |