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 | 51.6999 | 35.0206 | 71.6175 | 0.1057 | 0.2676 | 0.207 | 0.2676 |
62 | 49 | 50.5482 | 34.0667 | 70.2711 | 0.4389 | 0.8744 | 0.294 | 0.2295 |
63 | 58 | 63.9017 | 45.161 | 85.887 | 0.2994 | 0.908 | 0.7006 | 0.7006 |
64 | 47 | 49.3223 | 33.0476 | 68.8445 | 0.4078 | 0.1918 | 0.4729 | 0.1918 |
65 | 42 | 49.5062 | 33.1912 | 69.0719 | 0.226 | 0.5991 | 0.4405 | 0.1974 |
66 | 62 | 57.6113 | 39.8757 | 78.6007 | 0.341 | 0.9276 | 0.6666 | 0.4855 |
67 | 39 | 36.9892 | 23.0954 | 54.1398 | 0.4091 | 0.0021 | 0.4995 | 0.0082 |
68 | 40 | 27.1124 | 15.4469 | 42.0379 | 0.0453 | 0.0593 | 0.749 | 0 |
69 | 72 | 53.1609 | 36.1662 | 73.4186 | 0.0342 | 0.8986 | 0.4294 | 0.3198 |
70 | 70 | 61.02 | 42.688 | 82.6182 | 0.2076 | 0.1595 | 0.2076 | 0.608 |
71 | 54 | 47.0463 | 31.1419 | 66.2199 | 0.2386 | 0.0095 | 0.0632 | 0.1314 |
72 | 65 | 53.7421 | 36.6239 | 74.1328 | 0.1396 | 0.4901 | 0.3412 | 0.3412 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1966 | -0.2456 | 0 | 161.2878 | 0 | 0 |
62 | 0.1991 | -0.0306 | 0.1381 | 2.397 | 81.8424 | 9.0467 |
63 | 0.1755 | -0.0924 | 0.1229 | 34.8306 | 66.1718 | 8.1346 |
64 | 0.2019 | -0.0471 | 0.1039 | 5.393 | 50.9771 | 7.1398 |
65 | 0.2016 | -0.1516 | 0.1135 | 56.3437 | 52.0504 | 7.2146 |
66 | 0.1859 | 0.0762 | 0.1073 | 19.2605 | 46.5854 | 6.8254 |
67 | 0.2366 | 0.0544 | 0.0997 | 4.0435 | 40.508 | 6.3646 |
68 | 0.2809 | 0.4753 | 0.1467 | 166.0898 | 56.2057 | 7.497 |
69 | 0.1944 | 0.3544 | 0.1697 | 354.9124 | 89.3954 | 9.4549 |
70 | 0.1806 | 0.1472 | 0.1675 | 80.64 | 88.5198 | 9.4085 |
71 | 0.2079 | 0.1478 | 0.1657 | 48.3546 | 84.8684 | 9.2124 |
72 | 0.1936 | 0.2095 | 0.1693 | 126.7396 | 88.3577 | 9.3999 |