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 | 60.2261 | 37.0817 | 83.3705 | 0.0361 | 0.5748 | 0.5076 | 0.5748 |
62 | 49 | 56.2261 | 33.0689 | 79.3834 | 0.2704 | 0.9276 | 0.5076 | 0.4403 |
63 | 58 | 58.2261 | 35.056 | 81.3962 | 0.4924 | 0.7824 | 0.5076 | 0.5076 |
64 | 47 | 50.2261 | 27.0431 | 73.4091 | 0.3925 | 0.2555 | 0.5076 | 0.2555 |
65 | 42 | 51.2261 | 28.0303 | 74.4219 | 0.2178 | 0.6395 | 0.5076 | 0.2835 |
66 | 62 | 53.2261 | 30.0175 | 76.4347 | 0.2294 | 0.8285 | 0.5076 | 0.3434 |
67 | 39 | 37.2261 | 14.0046 | 60.4476 | 0.4405 | 0.0183 | 0.5076 | 0.0398 |
68 | 40 | 22.2261 | -1.0082 | 45.4604 | 0.0669 | 0.0785 | 0.5076 | 0.0013 |
69 | 72 | 55.2261 | 31.979 | 78.4732 | 0.0786 | 0.9004 | 0.5076 | 0.4075 |
70 | 70 | 70.2261 | 46.9662 | 93.486 | 0.4924 | 0.4406 | 0.5076 | 0.8486 |
71 | 54 | 62.2261 | 38.9534 | 85.4988 | 0.2442 | 0.2563 | 0.5076 | 0.639 |
72 | 65 | 58.2261 | 34.9406 | 81.5116 | 0.2843 | 0.639 | 0.5076 | 0.5076 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1961 | -0.3524 | 0 | 450.5477 | 0 | 0 |
62 | 0.2101 | -0.1285 | 0.2405 | 52.2166 | 251.3822 | 15.855 |
63 | 0.203 | -0.0039 | 0.1616 | 0.0511 | 167.6051 | 12.9462 |
64 | 0.2355 | -0.0642 | 0.1373 | 10.4078 | 128.3058 | 11.3272 |
65 | 0.231 | -0.1801 | 0.1458 | 85.1211 | 119.6689 | 10.9393 |
66 | 0.2225 | 0.1648 | 0.149 | 76.9812 | 112.5542 | 10.6092 |
67 | 0.3183 | 0.0477 | 0.1345 | 3.1467 | 96.9246 | 9.845 |
68 | 0.5333 | 0.7997 | 0.2177 | 315.9112 | 124.2979 | 11.1489 |
69 | 0.2148 | 0.3037 | 0.2272 | 281.3634 | 141.7496 | 11.9059 |
70 | 0.169 | -0.0032 | 0.2048 | 0.0511 | 127.5798 | 11.2951 |
71 | 0.1908 | -0.1322 | 0.1982 | 67.6689 | 122.1333 | 11.0514 |
72 | 0.204 | 0.1163 | 0.1914 | 45.8856 | 115.7794 | 10.7601 |