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 | 52.043 | 22.5113 | 81.5747 | 0.1933 | 0.3463 | 0.2987 | 0.3463 |
62 | 49 | 53.6695 | 11.9057 | 95.4334 | 0.4133 | 0.7544 | 0.4565 | 0.4195 |
63 | 58 | 52.5105 | 1.3605 | 103.6604 | 0.4167 | 0.5535 | 0.4167 | 0.4167 |
64 | 47 | 49.2033 | -9.8595 | 108.266 | 0.4709 | 0.3852 | 0.4895 | 0.3852 |
65 | 42 | 51.6037 | -14.4305 | 117.6378 | 0.3878 | 0.5543 | 0.5071 | 0.4247 |
66 | 62 | 49.8645 | -22.4723 | 122.2012 | 0.3711 | 0.5844 | 0.4661 | 0.4128 |
67 | 39 | 47.5057 | -30.6269 | 125.6383 | 0.4155 | 0.3581 | 0.6039 | 0.3962 |
68 | 40 | 41.9147 | -41.6126 | 125.4419 | 0.4821 | 0.5273 | 0.6799 | 0.3529 |
69 | 72 | 52.4998 | -36.0942 | 141.0938 | 0.3331 | 0.6089 | 0.4779 | 0.4516 |
70 | 70 | 56.9803 | -36.4059 | 150.3666 | 0.3923 | 0.3763 | 0.3923 | 0.4915 |
71 | 54 | 54.4597 | -43.4846 | 152.4041 | 0.4963 | 0.3779 | 0.44 | 0.4718 |
72 | 65 | 49.9355 | -52.364 | 152.235 | 0.3864 | 0.469 | 0.4386 | 0.4386 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2895 | -0.2506 | 0 | 170.1189 | 0 | 0 |
62 | 0.397 | -0.087 | 0.1688 | 21.8044 | 95.9617 | 9.796 |
63 | 0.497 | 0.1045 | 0.1474 | 30.135 | 74.0195 | 8.6035 |
64 | 0.6124 | -0.0448 | 0.1217 | 4.8544 | 56.7282 | 7.5318 |
65 | 0.6529 | -0.1861 | 0.1346 | 92.2304 | 63.8286 | 7.9893 |
66 | 0.7401 | 0.2434 | 0.1527 | 147.2706 | 77.7356 | 8.8168 |
67 | 0.8391 | -0.179 | 0.1565 | 72.3476 | 76.9659 | 8.773 |
68 | 1.0167 | -0.0457 | 0.1426 | 3.6659 | 67.8034 | 8.2343 |
69 | 0.861 | 0.3714 | 0.1681 | 380.2562 | 102.5204 | 10.1252 |
70 | 0.8362 | 0.2285 | 0.1741 | 169.5123 | 109.2196 | 10.4508 |
71 | 0.9176 | -0.0084 | 0.159 | 0.2114 | 99.3097 | 9.9654 |
72 | 1.0452 | 0.3017 | 0.1709 | 226.9392 | 109.9455 | 10.4855 |