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[56]) |
44 | 140 | - | - | - | - | - | - | - |
45 | 143 | - | - | - | - | - | - | - |
46 | 151 | - | - | - | - | - | - | - |
47 | 177 | - | - | - | - | - | - | - |
48 | 184 | - | - | - | - | - | - | - |
49 | 151 | - | - | - | - | - | - | - |
50 | 134 | - | - | - | - | - | - | - |
51 | 164 | - | - | - | - | - | - | - |
52 | 126 | - | - | - | - | - | - | - |
53 | 131 | - | - | - | - | - | - | - |
54 | 125 | - | - | - | - | - | - | - |
55 | 127 | - | - | - | - | - | - | - |
56 | 143 | - | - | - | - | - | - | - |
57 | 143 | 143 | 121.2989 | 164.7011 | 0.5 | 0.5 | 0.5 | 0.5 |
58 | 160 | 151 | 129.2989 | 172.7011 | 0.2081 | 0.765 | 0.5 | 0.765 |
59 | 190 | 177 | 155.2989 | 198.7011 | 0.1202 | 0.9377 | 0.5 | 0.9989 |
60 | 182 | 184 | 162.2989 | 205.7011 | 0.4283 | 0.2939 | 0.5 | 0.9999 |
61 | 138 | 151 | 129.2989 | 172.7011 | 0.1202 | 0.0026 | 0.5 | 0.765 |
62 | 136 | 134 | 112.2989 | 155.7011 | 0.4283 | 0.3589 | 0.5 | 0.2081 |
63 | 152 | 164 | 142.2989 | 185.7011 | 0.1392 | 0.9943 | 0.5 | 0.9711 |
64 | 127 | 126 | 104.2989 | 147.7011 | 0.464 | 0.0094 | 0.5 | 0.0623 |
65 | 151 | 131 | 109.2989 | 152.7011 | 0.0354 | 0.6411 | 0.5 | 0.1392 |
66 | 130 | 125 | 103.2989 | 146.7011 | 0.3258 | 0.0094 | 0.5 | 0.052 |
67 | 119 | 127 | 105.2989 | 148.7011 | 0.235 | 0.3932 | 0.5 | 0.0742 |
68 | 153 | 143 | 121.2989 | 164.7011 | 0.1832 | 0.9849 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
57 | 0.0774 | 0 | 0 | 0 | 0 | 0 |
58 | 0.0733 | 0.0596 | 0.0298 | 81 | 40.5 | 6.364 |
59 | 0.0626 | 0.0734 | 0.0443 | 169 | 83.3333 | 9.1287 |
60 | 0.0602 | -0.0109 | 0.036 | 4 | 63.5 | 7.9687 |
61 | 0.0733 | -0.0861 | 0.046 | 169 | 84.6 | 9.1978 |
62 | 0.0826 | 0.0149 | 0.0408 | 4 | 71.1667 | 8.436 |
63 | 0.0675 | -0.0732 | 0.0454 | 144 | 81.5714 | 9.0317 |
64 | 0.0879 | 0.0079 | 0.0408 | 1 | 71.5 | 8.4558 |
65 | 0.0845 | 0.1527 | 0.0532 | 400 | 108 | 10.3923 |
66 | 0.0886 | 0.04 | 0.0519 | 25 | 99.7 | 9.985 |
67 | 0.0872 | -0.063 | 0.0529 | 64 | 96.4545 | 9.8211 |
68 | 0.0774 | 0.0699 | 0.0543 | 100 | 96.75 | 9.8362 |