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 | 52.8104 | 36.983 | 75.4114 | 0.1155 | 0.3263 | 0.2665 | 0.3263 |
62 | 49 | 51.327 | 35.9442 | 73.2932 | 0.4178 | 0.8643 | 0.3384 | 0.2758 |
63 | 58 | 65.2168 | 45.6711 | 93.1273 | 0.3061 | 0.8726 | 0.6939 | 0.6939 |
64 | 47 | 50.4968 | 35.3627 | 72.1076 | 0.3756 | 0.2481 | 0.518 | 0.2481 |
65 | 42 | 50.6034 | 35.4374 | 72.2599 | 0.2181 | 0.6278 | 0.4857 | 0.2516 |
66 | 62 | 58.9287 | 41.2676 | 84.1481 | 0.4057 | 0.9059 | 0.6775 | 0.5288 |
67 | 39 | 37.67 | 26.3802 | 53.7914 | 0.4358 | 0.0015 | 0.5325 | 0.0067 |
68 | 40 | 27.9172 | 19.5503 | 39.8648 | 0.0237 | 0.0345 | 0.8342 | 0 |
69 | 72 | 54.3746 | 38.0784 | 77.6451 | 0.0688 | 0.887 | 0.479 | 0.38 |
70 | 70 | 62.2833 | 43.6168 | 88.9384 | 0.2852 | 0.2375 | 0.2852 | 0.6236 |
71 | 54 | 48.0618 | 33.6575 | 68.6305 | 0.2857 | 0.0183 | 0.0921 | 0.1718 |
72 | 65 | 54.6825 | 38.294 | 78.0848 | 0.1938 | 0.5228 | 0.3906 | 0.3906 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2183 | -0.2615 | 0 | 190.7267 | 0 | 0 |
62 | 0.2183 | -0.0453 | 0.1534 | 5.4149 | 98.0708 | 9.9031 |
63 | 0.2183 | -0.1107 | 0.1392 | 52.0822 | 82.7413 | 9.0962 |
64 | 0.2183 | -0.0692 | 0.1217 | 12.2274 | 65.1128 | 8.0693 |
65 | 0.2183 | -0.17 | 0.1314 | 74.0188 | 66.894 | 8.1789 |
66 | 0.2183 | 0.0521 | 0.1181 | 9.433 | 57.3172 | 7.5708 |
67 | 0.2183 | 0.0353 | 0.1063 | 1.7689 | 49.3817 | 7.0272 |
68 | 0.2183 | 0.4328 | 0.1471 | 145.9939 | 61.4582 | 7.8395 |
69 | 0.2183 | 0.3241 | 0.1668 | 310.6539 | 89.1466 | 9.4417 |
70 | 0.2183 | 0.1239 | 0.1625 | 59.5475 | 86.1867 | 9.2837 |
71 | 0.2183 | 0.1236 | 0.159 | 35.2627 | 81.5573 | 9.0309 |
72 | 0.2183 | 0.1887 | 0.1614 | 106.4501 | 83.6317 | 9.145 |