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 | 51.7333 | 27.7438 | 75.7229 | 0.1491 | 0.3043 | 0.2497 | 0.3043 |
62 | 49 | 51.7333 | 27.7438 | 75.7229 | 0.4116 | 0.8509 | 0.3637 | 0.3043 |
63 | 58 | 51.7333 | 27.7438 | 75.7229 | 0.3043 | 0.5884 | 0.3043 | 0.3043 |
64 | 47 | 51.7333 | 27.7438 | 75.7229 | 0.3495 | 0.3043 | 0.5563 | 0.3043 |
65 | 42 | 51.7333 | 27.7438 | 75.7229 | 0.2132 | 0.6505 | 0.5239 | 0.3043 |
66 | 62 | 51.7333 | 27.7438 | 75.7229 | 0.2008 | 0.7868 | 0.4588 | 0.3043 |
67 | 39 | 51.7333 | 27.7438 | 75.7229 | 0.1491 | 0.2008 | 0.8857 | 0.3043 |
68 | 40 | 51.7333 | 27.7438 | 75.7229 | 0.1689 | 0.8509 | 0.9924 | 0.3043 |
69 | 72 | 51.7333 | 27.7438 | 75.7229 | 0.0489 | 0.8311 | 0.3948 | 0.3043 |
70 | 70 | 51.7333 | 27.7438 | 75.7229 | 0.0678 | 0.0489 | 0.0678 | 0.3043 |
71 | 54 | 51.7333 | 27.7438 | 75.7229 | 0.4265 | 0.0678 | 0.2008 | 0.3043 |
72 | 65 | 51.7333 | 27.7438 | 75.7229 | 0.1392 | 0.4265 | 0.3043 | 0.3043 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2366 | -0.2461 | 0 | 162.1378 | 0 | 0 |
62 | 0.2366 | -0.0528 | 0.1495 | 7.4711 | 84.8044 | 9.2089 |
63 | 0.2366 | 0.1211 | 0.14 | 39.2711 | 69.6267 | 8.3443 |
64 | 0.2366 | -0.0915 | 0.1279 | 22.4044 | 57.8211 | 7.604 |
65 | 0.2366 | -0.1881 | 0.1399 | 94.7378 | 65.2044 | 8.0749 |
66 | 0.2366 | 0.1985 | 0.1497 | 105.4045 | 71.9044 | 8.4796 |
67 | 0.2366 | -0.2461 | 0.1635 | 162.1378 | 84.7949 | 9.2084 |
68 | 0.2366 | -0.2268 | 0.1714 | 137.6711 | 91.4044 | 9.5606 |
69 | 0.2366 | 0.3918 | 0.1959 | 410.7378 | 126.8859 | 11.2644 |
70 | 0.2366 | 0.3531 | 0.2116 | 333.6711 | 147.5644 | 12.1476 |
71 | 0.2366 | 0.0438 | 0.1963 | 5.1378 | 134.6166 | 11.6024 |
72 | 0.2366 | 0.2564 | 0.2014 | 176.0045 | 138.0656 | 11.7501 |