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 | 54.3256 | 37.4036 | 71.2476 | 0.0379 | 0.3352 | 0.2555 | 0.3352 |
62 | 49 | 49.4877 | 32.5653 | 66.41 | 0.4775 | 0.8878 | 0.2253 | 0.1621 |
63 | 58 | 62.9319 | 45.9133 | 79.9505 | 0.285 | 0.9457 | 0.715 | 0.715 |
64 | 47 | 49.0464 | 31.8609 | 66.232 | 0.4077 | 0.1536 | 0.4567 | 0.1536 |
65 | 42 | 50.5233 | 33.2668 | 67.7798 | 0.1665 | 0.6555 | 0.4784 | 0.1979 |
66 | 62 | 59.3235 | 42.0107 | 76.6363 | 0.3809 | 0.9751 | 0.763 | 0.5596 |
67 | 39 | 39.1874 | 21.8704 | 56.5044 | 0.4915 | 0.0049 | 0.5978 | 0.0166 |
68 | 40 | 28.7491 | 11.4333 | 46.0648 | 0.1014 | 0.123 | 0.7775 | 5e-04 |
69 | 72 | 54.8965 | 37.579 | 72.214 | 0.0264 | 0.9541 | 0.4953 | 0.3627 |
70 | 70 | 62.7391 | 45.4233 | 80.0548 | 0.2056 | 0.1473 | 0.2056 | 0.7042 |
71 | 54 | 48.1356 | 30.8212 | 65.4499 | 0.2534 | 0.0067 | 0.0583 | 0.1321 |
72 | 65 | 55.5739 | 38.2595 | 72.8882 | 0.143 | 0.5707 | 0.3918 | 0.3918 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1589 | -0.2821 | 0 | 234.8735 | 0 | 0 |
62 | 0.1745 | -0.0099 | 0.146 | 0.2378 | 117.5557 | 10.8423 |
63 | 0.138 | -0.0784 | 0.1234 | 24.3237 | 86.4784 | 9.2994 |
64 | 0.1788 | -0.0417 | 0.103 | 4.1879 | 65.9058 | 8.1182 |
65 | 0.1743 | -0.1687 | 0.1162 | 72.6468 | 67.254 | 8.2009 |
66 | 0.1489 | 0.0451 | 0.1043 | 7.1634 | 57.2389 | 7.5656 |
67 | 0.2255 | -0.0048 | 0.0901 | 0.0351 | 49.0669 | 7.0048 |
68 | 0.3073 | 0.3913 | 0.1278 | 126.5836 | 58.7565 | 7.6653 |
69 | 0.1609 | 0.3116 | 0.1482 | 292.5298 | 84.7313 | 9.205 |
70 | 0.1408 | 0.1157 | 0.1449 | 52.7209 | 81.5303 | 9.0294 |
71 | 0.1835 | 0.1218 | 0.1428 | 34.3916 | 77.2449 | 8.7889 |
72 | 0.159 | 0.1696 | 0.1451 | 88.8519 | 78.2122 | 8.8438 |