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 | 52.8001 | 35.5298 | 70.0703 | 0.0587 | 0.2775 | 0.2069 | 0.2775 |
62 | 49 | 52.4 | 35.1297 | 69.6703 | 0.3498 | 0.9358 | 0.3414 | 0.2625 |
63 | 58 | 65.7999 | 48.5297 | 83.0702 | 0.188 | 0.9717 | 0.812 | 0.812 |
64 | 47 | 50.8 | 33.5297 | 68.0703 | 0.3331 | 0.2069 | 0.5362 | 0.2069 |
65 | 42 | 51.2 | 33.9297 | 68.4702 | 0.1482 | 0.6832 | 0.5091 | 0.2201 |
66 | 62 | 59.2 | 41.9297 | 76.4702 | 0.3753 | 0.9745 | 0.7592 | 0.5542 |
67 | 39 | 38.7999 | 21.5297 | 56.0702 | 0.4909 | 0.0042 | 0.5809 | 0.0147 |
68 | 40 | 28.4 | 11.1297 | 45.6702 | 0.094 | 0.1145 | 0.7662 | 4e-04 |
69 | 72 | 54.8 | 37.5297 | 72.0702 | 0.0255 | 0.9535 | 0.4909 | 0.3582 |
70 | 70 | 62.6 | 45.3297 | 79.8703 | 0.2005 | 0.143 | 0.2005 | 0.6992 |
71 | 54 | 48.4 | 31.1298 | 65.6703 | 0.2625 | 0.0071 | 0.0614 | 0.138 |
72 | 65 | 55.4 | 38.1298 | 72.6703 | 0.138 | 0.5631 | 0.384 | 0.384 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1669 | -0.2614 | 0 | 190.4417 | 0 | 0 |
62 | 0.1682 | -0.0649 | 0.1631 | 11.56 | 101.0008 | 10.0499 |
63 | 0.1339 | -0.1185 | 0.1483 | 60.839 | 87.6135 | 9.3602 |
64 | 0.1735 | -0.0748 | 0.1299 | 14.4399 | 69.3201 | 8.3259 |
65 | 0.1721 | -0.1797 | 0.1399 | 84.6391 | 72.3839 | 8.5079 |
66 | 0.1488 | 0.0473 | 0.1244 | 7.8401 | 61.6266 | 7.8503 |
67 | 0.2271 | 0.0052 | 0.1074 | 0.04 | 52.8285 | 7.2683 |
68 | 0.3103 | 0.4085 | 0.145 | 134.5609 | 63.0451 | 7.9401 |
69 | 0.1608 | 0.3139 | 0.1638 | 295.8414 | 88.9113 | 9.4293 |
70 | 0.1408 | 0.1182 | 0.1592 | 54.7599 | 85.4962 | 9.2464 |
71 | 0.1821 | 0.1157 | 0.1553 | 31.3595 | 80.5747 | 8.9763 |
72 | 0.159 | 0.1733 | 0.1568 | 92.1596 | 81.5401 | 9.03 |