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 | 363 | - | - | - | - | - | - | - |
44 | 365 | - | - | - | - | - | - | - |
45 | 474 | - | - | - | - | - | - | - |
46 | 373 | - | - | - | - | - | - | - |
47 | 403 | - | - | - | - | - | - | - |
48 | 384 | - | - | - | - | - | - | - |
49 | 364 | - | - | - | - | - | - | - |
50 | 361 | - | - | - | - | - | - | - |
51 | 419 | - | - | - | - | - | - | - |
52 | 352 | - | - | - | - | - | - | - |
53 | 363 | - | - | - | - | - | - | - |
54 | 410 | - | - | - | - | - | - | - |
55 | 361 | - | - | - | - | - | - | - |
56 | 383 | 0 | -740.1324 | 740.1324 | 0.1552 | 0.1695 | 0.1669 | 0.1695 |
57 | 342 | 0 | -740.1324 | 740.1324 | 0.1826 | 0.1552 | 0.1047 | 0.1695 |
58 | 369 | 0 | -740.1324 | 740.1324 | 0.1642 | 0.1826 | 0.1616 | 0.1695 |
59 | 361 | 0 | -740.1324 | 740.1324 | 0.1695 | 0.1642 | 0.1429 | 0.1695 |
60 | 317 | 0 | -740.1324 | 740.1324 | 0.2006 | 0.1695 | 0.1546 | 0.1695 |
61 | 386 | 0 | -740.1324 | 740.1324 | 0.1533 | 0.2006 | 0.1675 | 0.1695 |
62 | 318 | 0 | -740.1324 | 740.1324 | 0.1999 | 0.1533 | 0.1695 | 0.1695 |
63 | 407 | 0 | -740.1324 | 740.1324 | 0.1406 | 0.1999 | 0.1336 | 0.1695 |
64 | 393 | 0 | -740.1324 | 740.1324 | 0.149 | 0.1406 | 0.1756 | 0.1695 |
65 | 404 | 0 | -740.1324 | 740.1324 | 0.1423 | 0.149 | 0.1682 | 0.1695 |
66 | 498 | 0 | -740.1324 | 740.1324 | 0.0936 | 0.1423 | 0.1388 | 0.1695 |
67 | 438 | 0 | -740.1324 | 740.1324 | 0.123 | 0.0936 | 0.1695 | 0.1695 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | Inf | Inf | 0 | 146689 | 0 | 0 |
57 | Inf | Inf | Inf | 116964 | 131826.5 | 363.0792 |
58 | Inf | Inf | Inf | 136161 | 133271.3333 | 365.0635 |
59 | Inf | Inf | Inf | 130321 | 132533.75 | 364.0519 |
60 | Inf | Inf | Inf | 100489 | 126124.8 | 355.1405 |
61 | Inf | Inf | Inf | 148996 | 129936.6667 | 360.4673 |
62 | Inf | Inf | Inf | 101124 | 125820.5714 | 354.712 |
63 | Inf | Inf | Inf | 165649 | 130799.125 | 361.6616 |
64 | Inf | Inf | Inf | 154449 | 133426.8889 | 365.2765 |
65 | Inf | Inf | Inf | 163216 | 136405.8 | 369.3316 |
66 | Inf | Inf | Inf | 248004 | 146551.0909 | 382.8199 |
67 | Inf | Inf | Inf | 191844 | 150325.5 | 387.7183 |