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[61]) |
49 | 306.122 | - | - | - | - | - | - | - |
50 | 300.414 | - | - | - | - | - | - | - |
51 | 292.133 | - | - | - | - | - | - | - |
52 | 290.616 | - | - | - | - | - | - | - |
53 | 280.244 | - | - | - | - | - | - | - |
54 | 285.179 | - | - | - | - | - | - | - |
55 | 305.486 | - | - | - | - | - | - | - |
56 | 305.957 | - | - | - | - | - | - | - |
57 | 293.886 | - | - | - | - | - | - | - |
58 | 289.441 | - | - | - | - | - | - | - |
59 | 288.776 | - | - | - | - | - | - | - |
60 | 299.149 | - | - | - | - | - | - | - |
61 | 306.532 | - | - | - | - | - | - | - |
62 | 309.914 | 303.4241 | 293.39 | 313.4583 | 0.1025 | 0.2719 | 0.7217 | 0.2719 |
63 | 313.468 | 297.2839 | 282.6171 | 311.9506 | 0.0153 | 0.0457 | 0.7544 | 0.1083 |
64 | 314.901 | 297.4821 | 278.8953 | 316.0689 | 0.0331 | 0.0459 | 0.7655 | 0.17 |
65 | 309.16 | 288.0339 | 264.716 | 311.3518 | 0.0379 | 0.012 | 0.7437 | 0.06 |
66 | 316.15 | 293.694 | 266.2488 | 321.1392 | 0.0544 | 0.1347 | 0.7284 | 0.1796 |
67 | 336.544 | 314.5506 | 283.3385 | 345.7628 | 0.0836 | 0.46 | 0.7154 | 0.6927 |
68 | 339.196 | 315.3435 | 280.4503 | 350.2367 | 0.0902 | 0.1169 | 0.701 | 0.6897 |
69 | 326.738 | 303.5166 | 265.2231 | 341.8101 | 0.1173 | 0.0339 | 0.689 | 0.4387 |
70 | 320.838 | 299.2502 | 257.773 | 340.7274 | 0.1538 | 0.097 | 0.6785 | 0.3654 |
71 | 318.62 | 298.6959 | 254.1866 | 343.2052 | 0.1901 | 0.1648 | 0.6689 | 0.365 |
72 | 331.533 | 309.1508 | 261.7793 | 356.5224 | 0.1772 | 0.3476 | 0.6605 | 0.5431 |
73 | 335.378 | 316.5924 | 266.5025 | 366.6824 | 0.2311 | 0.2794 | 0.6531 | 0.6531 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0169 | 0.0214 | 0 | 42.1184 | 0 | 0 |
63 | 0.0252 | 0.0544 | 0.0379 | 261.9264 | 152.0224 | 12.3297 |
64 | 0.0319 | 0.0586 | 0.0448 | 303.4167 | 202.4872 | 14.2298 |
65 | 0.0413 | 0.0733 | 0.0519 | 446.3117 | 263.4433 | 16.2309 |
66 | 0.0477 | 0.0765 | 0.0568 | 504.2714 | 311.6089 | 17.6524 |
67 | 0.0506 | 0.0699 | 0.059 | 483.7081 | 340.2921 | 18.447 |
68 | 0.0565 | 0.0756 | 0.0614 | 568.9421 | 372.9564 | 19.3121 |
69 | 0.0644 | 0.0765 | 0.0633 | 539.2346 | 393.7412 | 19.8429 |
70 | 0.0707 | 0.0721 | 0.0643 | 466.0328 | 401.7736 | 20.0443 |
71 | 0.076 | 0.0667 | 0.0645 | 396.9689 | 401.2931 | 20.0323 |
72 | 0.0782 | 0.0724 | 0.0652 | 500.9624 | 410.354 | 20.2572 |
73 | 0.0807 | 0.0593 | 0.0647 | 352.8969 | 405.5659 | 20.1387 |