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[48]) |
36 | 86.5 | - | - | - | - | - | - | - |
37 | 0.54 | - | - | - | - | - | - | - |
38 | 14 | - | - | - | - | - | - | - |
39 | 4.8 | - | - | - | - | - | - | - |
40 | 28 | - | - | - | - | - | - | - |
41 | 16 | - | - | - | - | - | - | - |
42 | 5.8 | - | - | - | - | - | - | - |
43 | 16 | - | - | - | - | - | - | - |
44 | 9.1 | - | - | - | - | - | - | - |
45 | 6 | - | - | - | - | - | - | - |
46 | 17 | - | - | - | - | - | - | - |
47 | 26 | - | - | - | - | - | - | - |
48 | 99.6 | - | - | - | - | - | - | - |
49 | 41 | 13.6968 | -10.9628 | 38.3564 | 0.015 | 0 | 0.8522 | 0 |
50 | 72 | 14 | -16.1963 | 44.1963 | 1e-04 | 0.0398 | 0.5 | 0 |
51 | 23 | 4.8 | -25.3963 | 34.9963 | 0.1187 | 0 | 0.5 | 0 |
52 | 42 | 28 | -2.1963 | 58.1963 | 0.1817 | 0.6272 | 0.5 | 0 |
53 | 40 | 16 | -14.1963 | 46.1963 | 0.0596 | 0.0457 | 0.5 | 0 |
54 | 18 | 5.8 | -24.3963 | 35.9963 | 0.2142 | 0.0132 | 0.5 | 0 |
55 | 45 | 16 | -14.1963 | 46.1963 | 0.0299 | 0.4484 | 0.5 | 0 |
56 | 18 | 9.1 | -21.0963 | 39.2963 | 0.2817 | 0.0099 | 0.5 | 0 |
57 | 2 | 6 | -24.1963 | 36.1963 | 0.3976 | 0.218 | 0.5 | 0 |
58 | 10 | 17 | -13.1963 | 47.1963 | 0.3248 | 0.8349 | 0.5 | 0 |
59 | 13.6 | 26 | -4.1963 | 56.1963 | 0.2104 | 0.8505 | 0.5 | 0 |
60 | 160 | 99.6 | 69.4037 | 129.7963 | 0 | 1 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.9186 | 1.9934 | 0 | 745.4657 | 0 | 0 |
50 | 1.1004 | 4.1429 | 3.0681 | 3364 | 2054.7328 | 45.3292 |
51 | 3.2096 | 3.7917 | 3.3093 | 331.24 | 1480.2352 | 38.4738 |
52 | 0.5502 | 0.5 | 2.607 | 196 | 1159.1764 | 34.0467 |
53 | 0.9629 | 1.5 | 2.3856 | 576 | 1042.5411 | 32.2884 |
54 | 2.6563 | 2.1034 | 2.3386 | 148.84 | 893.5909 | 29.893 |
55 | 0.9629 | 1.8125 | 2.2634 | 841 | 886.078 | 29.7671 |
56 | 1.693 | 0.978 | 2.1027 | 79.21 | 785.2195 | 28.0218 |
57 | 2.5677 | -0.6667 | 1.9432 | 16 | 699.7506 | 26.4528 |
58 | 0.9063 | -0.4118 | 1.79 | 49 | 634.6756 | 25.1928 |
59 | 0.5925 | -0.4769 | 1.6707 | 153.76 | 590.956 | 24.3096 |
60 | 0.1547 | 0.6064 | 1.582 | 3648.16 | 845.723 | 29.0813 |