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 | 53.0012 | 35.7718 | 70.2306 | 0.0556 | 0.2848 | 0.213 | 0.2848 |
62 | 49 | 52.4001 | 35.1706 | 69.6295 | 0.3495 | 0.9363 | 0.3411 | 0.262 |
63 | 58 | 65.7991 | 48.5697 | 83.0285 | 0.1875 | 0.972 | 0.8125 | 0.8125 |
64 | 47 | 50.7999 | 33.5705 | 68.0293 | 0.3328 | 0.2064 | 0.5363 | 0.2064 |
65 | 42 | 51.1993 | 33.9699 | 68.4287 | 0.1477 | 0.6836 | 0.509 | 0.2196 |
66 | 62 | 59.1997 | 41.9703 | 76.4292 | 0.375 | 0.9748 | 0.7597 | 0.5543 |
67 | 39 | 38.7991 | 21.5697 | 56.0286 | 0.4909 | 0.0042 | 0.5811 | 0.0145 |
68 | 40 | 28.3994 | 11.17 | 45.6289 | 0.0935 | 0.1139 | 0.7667 | 4e-04 |
69 | 72 | 54.7995 | 37.5701 | 72.0289 | 0.0252 | 0.9539 | 0.4909 | 0.3579 |
70 | 70 | 62.6003 | 45.3709 | 79.8298 | 0.2 | 0.1425 | 0.2 | 0.6996 |
71 | 54 | 48.4009 | 31.1714 | 65.6303 | 0.2621 | 0.007 | 0.0609 | 0.1374 |
72 | 65 | 55.4006 | 38.1712 | 72.63 | 0.1374 | 0.5633 | 0.3837 | 0.3837 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1659 | -0.2642 | 0 | 196.0334 | 0 | 0 |
62 | 0.1678 | -0.0649 | 0.1645 | 11.5604 | 103.7969 | 10.1881 |
63 | 0.1336 | -0.1185 | 0.1492 | 60.8258 | 89.4732 | 9.459 |
64 | 0.173 | -0.0748 | 0.1306 | 14.4395 | 70.7148 | 8.4092 |
65 | 0.1717 | -0.1797 | 0.1404 | 84.6276 | 73.4973 | 8.5731 |
66 | 0.1485 | 0.0473 | 0.1249 | 7.8414 | 62.5547 | 7.9092 |
67 | 0.2266 | 0.0052 | 0.1078 | 0.0403 | 53.6241 | 7.3228 |
68 | 0.3095 | 0.4085 | 0.1454 | 134.5731 | 63.7427 | 7.9839 |
69 | 0.1604 | 0.3139 | 0.1641 | 295.8579 | 89.5333 | 9.4622 |
70 | 0.1404 | 0.1182 | 0.1595 | 54.7551 | 86.0555 | 9.2766 |
71 | 0.1816 | 0.1157 | 0.1555 | 31.3503 | 81.0823 | 9.0046 |
72 | 0.1587 | 0.1733 | 0.157 | 92.1491 | 82.0045 | 9.0556 |