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 | 54.4392 | 37.3577 | 74.7272 | 0.0679 | 0.3654 | 0.2956 | 0.3654 |
62 | 49 | 51.2274 | 34.6739 | 71.0012 | 0.4126 | 0.8872 | 0.3181 | 0.251 |
63 | 58 | 64.2618 | 45.2514 | 86.5974 | 0.2913 | 0.9098 | 0.7087 | 0.7087 |
64 | 47 | 49.4157 | 32.9419 | 69.2182 | 0.4055 | 0.1978 | 0.4769 | 0.1978 |
65 | 42 | 49.5061 | 32.9973 | 69.3521 | 0.2293 | 0.5977 | 0.4414 | 0.2008 |
66 | 62 | 57.5992 | 39.659 | 78.8774 | 0.3426 | 0.9246 | 0.6641 | 0.4853 |
67 | 39 | 36.926 | 22.8921 | 54.2991 | 0.4075 | 0.0023 | 0.4967 | 0.0087 |
68 | 40 | 27.0666 | 15.2912 | 42.1813 | 0.0468 | 0.0609 | 0.7444 | 0 |
69 | 72 | 53.0873 | 35.9246 | 73.5906 | 0.0353 | 0.8945 | 0.4275 | 0.3193 |
70 | 70 | 61.0536 | 42.5259 | 82.9225 | 0.2113 | 0.1633 | 0.2113 | 0.6078 |
71 | 54 | 46.9065 | 30.8592 | 66.3012 | 0.2367 | 0.0098 | 0.0636 | 0.1311 |
72 | 65 | 53.9523 | 36.6165 | 74.6372 | 0.1476 | 0.4982 | 0.3507 | 0.3507 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1901 | -0.2836 | 0 | 238.3687 | 0 | 0 |
62 | 0.1969 | -0.0435 | 0.1635 | 4.9615 | 121.6651 | 11.0302 |
63 | 0.1773 | -0.0974 | 0.1415 | 39.2101 | 94.1801 | 9.7046 |
64 | 0.2045 | -0.0489 | 0.1184 | 5.8355 | 72.0939 | 8.4908 |
65 | 0.2045 | -0.1516 | 0.125 | 56.3413 | 68.9434 | 8.3032 |
66 | 0.1885 | 0.0764 | 0.1169 | 19.3669 | 60.6807 | 7.7898 |
67 | 0.24 | 0.0562 | 0.1082 | 4.3013 | 52.6265 | 7.2544 |
68 | 0.2849 | 0.4778 | 0.1544 | 167.2741 | 66.9574 | 8.1828 |
69 | 0.1971 | 0.3563 | 0.1769 | 357.6893 | 99.261 | 9.963 |
70 | 0.1828 | 0.1465 | 0.1738 | 80.0377 | 97.3386 | 9.866 |
71 | 0.211 | 0.1512 | 0.1718 | 50.318 | 93.064 | 9.647 |
72 | 0.1956 | 0.2048 | 0.1745 | 122.0524 | 95.4797 | 9.7714 |