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[55]) |
43 | 507 | - | - | - | - | - | - | - |
44 | 472 | - | - | - | - | - | - | - |
45 | 540 | - | - | - | - | - | - | - |
46 | 496 | - | - | - | - | - | - | - |
47 | 432 | - | - | - | - | - | - | - |
48 | 452 | - | - | - | - | - | - | - |
49 | 420 | - | - | - | - | - | - | - |
50 | 435 | - | - | - | - | - | - | - |
51 | 509 | - | - | - | - | - | - | - |
52 | 441 | - | - | - | - | - | - | - |
53 | 416 | - | - | - | - | - | - | - |
54 | 490 | - | - | - | - | - | - | - |
55 | 396 | - | - | - | - | - | - | - |
56 | 463 | 472 | 365.9825 | 578.0175 | 0.4339 | 0.92 | 0.5 | 0.92 |
57 | 403 | 540 | 433.9825 | 646.0175 | 0.0057 | 0.9227 | 0.5 | 0.9961 |
58 | 448 | 496 | 389.9825 | 602.0175 | 0.1874 | 0.9572 | 0.5 | 0.9678 |
59 | 398 | 432 | 325.9825 | 538.0175 | 0.2648 | 0.3837 | 0.5 | 0.7472 |
60 | 387 | 452 | 345.9825 | 558.0175 | 0.1147 | 0.8409 | 0.5 | 0.8497 |
61 | 426 | 420 | 313.9825 | 526.0175 | 0.4558 | 0.7291 | 0.5 | 0.6714 |
62 | 428 | 435 | 328.9825 | 541.0175 | 0.4485 | 0.5661 | 0.5 | 0.7645 |
63 | 510 | 509 | 402.9825 | 615.0175 | 0.4926 | 0.9329 | 0.5 | 0.9817 |
64 | 437 | 441 | 334.9825 | 547.0175 | 0.4705 | 0.101 | 0.5 | 0.7973 |
65 | 453 | 416 | 309.9825 | 522.0175 | 0.247 | 0.3489 | 0.5 | 0.6442 |
66 | 451 | 490 | 383.9825 | 596.0175 | 0.2355 | 0.753 | 0.5 | 0.9589 |
67 | 434 | 396 | 289.9825 | 502.0175 | 0.2412 | 0.1546 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.1146 | -0.0191 | 0 | 81 | 0 | 0 |
57 | 0.1002 | -0.2537 | 0.1364 | 18769 | 9425 | 97.0824 |
58 | 0.1091 | -0.0968 | 0.1232 | 2304 | 7051.3333 | 83.9722 |
59 | 0.1252 | -0.0787 | 0.1121 | 1156 | 5577.5 | 74.6827 |
60 | 0.1197 | -0.1438 | 0.1184 | 4225 | 5307 | 72.8492 |
61 | 0.1288 | 0.0143 | 0.1011 | 36 | 4428.5 | 66.547 |
62 | 0.1243 | -0.0161 | 0.0889 | 49 | 3802.8571 | 61.6673 |
63 | 0.1063 | 0.002 | 0.078 | 1 | 3327.625 | 57.6856 |
64 | 0.1227 | -0.0091 | 0.0704 | 16 | 2959.6667 | 54.4028 |
65 | 0.13 | 0.0889 | 0.0722 | 1369 | 2800.6 | 52.9207 |
66 | 0.1104 | -0.0796 | 0.0729 | 1521 | 2684.2727 | 51.81 |
67 | 0.1366 | 0.096 | 0.0748 | 1444 | 2580.9167 | 50.8027 |