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 | 384.901 | 314.0574 | 469.8162 | 0.4825 | 0.7094 | 0.677 | 0.7094 |
57 | 342 | 379.6165 | 300.6206 | 476.8272 | 0.2241 | 0.4728 | 0.0285 | 0.6463 |
58 | 369 | 385.6978 | 296.2203 | 498.8057 | 0.3862 | 0.7755 | 0.5871 | 0.6657 |
59 | 361 | 351.1773 | 256.7026 | 475.8685 | 0.4386 | 0.3897 | 0.2077 | 0.4386 |
60 | 317 | 352.0383 | 253.1487 | 484.4308 | 0.302 | 0.4472 | 0.318 | 0.4472 |
61 | 386 | 366.3924 | 253.2767 | 523.103 | 0.4031 | 0.7316 | 0.5119 | 0.5269 |
62 | 318 | 352.0115 | 239.0193 | 510.9921 | 0.3375 | 0.3376 | 0.4559 | 0.4559 |
63 | 407 | 373.7693 | 246.8424 | 556.6841 | 0.3609 | 0.7249 | 0.314 | 0.5544 |
64 | 393 | 373.6542 | 242.1796 | 566.2045 | 0.4219 | 0.3671 | 0.5872 | 0.5512 |
65 | 404 | 366.9432 | 232.2801 | 568.1995 | 0.3591 | 0.3998 | 0.5153 | 0.5231 |
66 | 498 | 387.717 | 241.1888 | 609.9979 | 0.1654 | 0.4429 | 0.4221 | 0.5931 |
67 | 438 | 356.5137 | 216.6999 | 572.8459 | 0.2302 | 0.0999 | 0.4838 | 0.4838 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.1126 | -0.0049 | 0 | 3.614 | 0 | 0 |
57 | 0.1307 | -0.0991 | 0.052 | 1414.9974 | 709.3057 | 26.6328 |
58 | 0.1496 | -0.0433 | 0.0491 | 278.8166 | 565.8093 | 23.7867 |
59 | 0.1812 | 0.028 | 0.0438 | 96.486 | 448.4785 | 21.1773 |
60 | 0.1919 | -0.0995 | 0.055 | 1227.679 | 604.3186 | 24.5829 |
61 | 0.2182 | 0.0535 | 0.0547 | 384.4596 | 567.6754 | 23.8259 |
62 | 0.2304 | -0.0966 | 0.0607 | 1156.783 | 651.8336 | 25.531 |
63 | 0.2497 | 0.0889 | 0.0642 | 1104.2763 | 708.389 | 26.6156 |
64 | 0.2629 | 0.0518 | 0.0628 | 374.2618 | 671.2637 | 25.9088 |
65 | 0.2798 | 0.101 | 0.0667 | 1373.2054 | 741.4579 | 27.2297 |
66 | 0.2925 | 0.2844 | 0.0865 | 12162.3354 | 1779.7195 | 42.1867 |
67 | 0.3096 | 0.2286 | 0.0983 | 6640.0134 | 2184.744 | 46.7412 |