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 | 61.5167 | 42.1884 | 80.8449 | 0.0112 | 0.6393 | 0.5611 | 0.6393 |
62 | 49 | 50.4389 | 31.1107 | 69.7672 | 0.442 | 0.877 | 0.2864 | 0.2216 |
63 | 58 | 58.5056 | 39.1773 | 77.8338 | 0.4796 | 0.8325 | 0.5204 | 0.5204 |
64 | 47 | 52.5278 | 33.1995 | 71.856 | 0.2876 | 0.2895 | 0.6012 | 0.2895 |
65 | 42 | 45.4389 | 26.1107 | 64.7672 | 0.3636 | 0.4371 | 0.2864 | 0.1014 |
66 | 62 | 58.5611 | 39.2328 | 77.8893 | 0.3636 | 0.9535 | 0.7136 | 0.5227 |
67 | 39 | 31.9445 | 12.6162 | 51.2728 | 0.2372 | 0.0012 | 0.3041 | 0.0041 |
68 | 40 | 25.0333 | 5.705 | 44.3616 | 0.0645 | 0.0783 | 0.6208 | 4e-04 |
69 | 72 | 49.9445 | 30.6162 | 69.2728 | 0.0127 | 0.8434 | 0.3041 | 0.207 |
70 | 70 | 63.4278 | 44.0996 | 82.7561 | 0.2526 | 0.1924 | 0.2526 | 0.709 |
71 | 54 | 53.4056 | 34.0774 | 72.7339 | 0.476 | 0.0462 | 0.1917 | 0.3206 |
72 | 65 | 63.5611 | 44.2328 | 82.8893 | 0.442 | 0.8339 | 0.7136 | 0.7136 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1603 | -0.366 | 0 | 506.9996 | 0 | 0 |
62 | 0.1955 | -0.0285 | 0.1973 | 2.0706 | 254.5351 | 15.9542 |
63 | 0.1686 | -0.0086 | 0.1344 | 0.2556 | 169.7752 | 13.0298 |
64 | 0.1877 | -0.1052 | 0.1271 | 30.556 | 134.9704 | 11.6177 |
65 | 0.217 | -0.0757 | 0.1168 | 11.8264 | 110.3416 | 10.5044 |
66 | 0.1684 | 0.0587 | 0.1071 | 11.8264 | 93.9224 | 9.6914 |
67 | 0.3087 | 0.2209 | 0.1234 | 49.7801 | 87.6164 | 9.3604 |
68 | 0.3939 | 0.5979 | 0.1827 | 224.0021 | 104.6646 | 10.2306 |
69 | 0.1974 | 0.4416 | 0.2115 | 486.4452 | 147.0847 | 12.1278 |
70 | 0.1555 | 0.1036 | 0.2007 | 43.1932 | 136.6955 | 11.6917 |
71 | 0.1847 | 0.0111 | 0.1834 | 0.3533 | 124.3008 | 11.149 |
72 | 0.1551 | 0.0226 | 0.17 | 2.0706 | 114.1149 | 10.6825 |