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 | 507 | - | - | - | - | - | - | - |
44 | 472 | - | - | - | - | - | - | - |
45 | 540 | - | - | - | - | - | - | - |
46 | 496 | - | - | - | - | - | - | - |
47 | 432 | - | - | - | - | - | - | - |
48 | 452 | - | - | - | - | - | - | - |
49 | 420 | - | - | - | - | - | - | - |
50 | 435 | - | - | - | - | - | - | - |
51 | 509 | - | - | - | - | - | - | - |
52 | 441 | - | - | - | - | - | - | - |
53 | 416 | - | - | - | - | - | - | - |
54 | 490 | - | - | - | - | - | - | - |
55 | 396 | - | - | - | - | - | - | - |
56 | 463 | 506.7083 | 419.0176 | 602.7242 | 0.1861 | 0.9881 | 0.7607 | 0.9881 |
57 | 403 | 528.0069 | 435.7827 | 629.0764 | 0.0077 | 0.8963 | 0.408 | 0.9948 |
58 | 448 | 497.4463 | 406.7946 | 597.209 | 0.1657 | 0.9682 | 0.5113 | 0.9769 |
59 | 398 | 429.5841 | 345.0782 | 523.3361 | 0.2545 | 0.3501 | 0.4799 | 0.7587 |
60 | 387 | 460.9324 | 372.9297 | 558.2487 | 0.0682 | 0.8975 | 0.5714 | 0.9045 |
61 | 426 | 472.9564 | 383.8085 | 571.4056 | 0.1749 | 0.9565 | 0.8541 | 0.9373 |
62 | 428 | 441.7877 | 355.7038 | 537.191 | 0.3885 | 0.6272 | 0.5555 | 0.8266 |
63 | 510 | 503.9435 | 411.6425 | 605.5733 | 0.4535 | 0.9285 | 0.4612 | 0.9813 |
64 | 437 | 477.6629 | 387.9024 | 576.757 | 0.2106 | 0.2612 | 0.7658 | 0.9469 |
65 | 453 | 461.445 | 373.2904 | 558.9355 | 0.4326 | 0.6884 | 0.8195 | 0.9059 |
66 | 451 | 514.2675 | 420.9382 | 616.934 | 0.1136 | 0.8789 | 0.6784 | 0.988 |
67 | 434 | 449.5839 | 362.622 | 545.8837 | 0.3756 | 0.4885 | 0.8623 | 0.8623 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0967 | -0.0863 | 0 | 1910.4117 | 0 | 0 |
57 | 0.0977 | -0.2368 | 0.1615 | 15626.7323 | 8768.572 | 93.6407 |
58 | 0.1023 | -0.0994 | 0.1408 | 2444.9401 | 6660.6947 | 81.6131 |
59 | 0.1113 | -0.0735 | 0.124 | 997.5537 | 5244.9094 | 72.4217 |
60 | 0.1077 | -0.1604 | 0.1313 | 5466.0032 | 5289.1282 | 72.7264 |
61 | 0.1062 | -0.0993 | 0.1259 | 2204.9055 | 4775.0911 | 69.102 |
62 | 0.1102 | -0.0312 | 0.1124 | 190.0998 | 4120.0923 | 64.1879 |
63 | 0.1029 | 0.012 | 0.0999 | 36.6811 | 3609.6659 | 60.0805 |
64 | 0.1058 | -0.0851 | 0.0982 | 1653.4736 | 3392.3112 | 58.2436 |
65 | 0.1078 | -0.0183 | 0.0902 | 71.3178 | 3060.2119 | 55.3192 |
66 | 0.1019 | -0.123 | 0.0932 | 4002.7775 | 3145.8997 | 56.0883 |
67 | 0.1093 | -0.0347 | 0.0883 | 242.8593 | 2903.9796 | 53.8886 |