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[49]) |
37 | 506 | - | - | - | - | - | - | - |
38 | 502 | - | - | - | - | - | - | - |
39 | 516 | - | - | - | - | - | - | - |
40 | 528 | - | - | - | - | - | - | - |
41 | 533 | - | - | - | - | - | - | - |
42 | 536 | - | - | - | - | - | - | - |
43 | 537 | - | - | - | - | - | - | - |
44 | 524 | - | - | - | - | - | - | - |
45 | 536 | - | - | - | - | - | - | - |
46 | 587 | - | - | - | - | - | - | - |
47 | 597 | - | - | - | - | - | - | - |
48 | 581 | - | - | - | - | - | - | - |
49 | 564 | - | - | - | - | - | - | - |
50 | 558 | 561.502 | 545.0985 | 577.9054 | 0.3378 | 0.3827 | 1 | 0.3827 |
51 | 575 | 574.6054 | 551.4323 | 597.7785 | 0.4867 | 0.9199 | 1 | 0.8151 |
52 | 580 | 585.0116 | 554.8546 | 615.1687 | 0.3723 | 0.7424 | 0.9999 | 0.914 |
53 | 575 | 590.4148 | 550.985 | 629.8446 | 0.2218 | 0.6977 | 0.9978 | 0.9054 |
54 | 563 | 592.7949 | 545.6199 | 639.97 | 0.1079 | 0.7701 | 0.9909 | 0.8842 |
55 | 552 | 593.2741 | 538.3738 | 648.1744 | 0.0703 | 0.8601 | 0.9777 | 0.852 |
56 | 537 | 580.3148 | 517.5399 | 643.0897 | 0.0881 | 0.8117 | 0.9607 | 0.6948 |
57 | 545 | 591.9906 | 521.9737 | 662.0075 | 0.0942 | 0.9381 | 0.9415 | 0.7833 |
58 | 601 | 642.8044 | 565.7194 | 719.8893 | 0.1439 | 0.9936 | 0.922 | 0.9774 |
59 | 604 | 652.762 | 568.8221 | 736.7019 | 0.1274 | 0.8866 | 0.9035 | 0.9809 |
60 | 586 | 636.6079 | 546.1727 | 727.0432 | 0.1364 | 0.7601 | 0.8859 | 0.9422 |
61 | 564 | 619.5313 | 522.814 | 716.2486 | 0.1302 | 0.7516 | 0.8698 | 0.8698 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0149 | -0.0062 | 0 | 12.2637 | 0 | 0 |
51 | 0.0206 | 7e-04 | 0.0035 | 0.1557 | 6.2097 | 2.4919 |
52 | 0.0263 | -0.0086 | 0.0052 | 25.1164 | 12.5119 | 3.5372 |
53 | 0.0341 | -0.0261 | 0.0104 | 237.6163 | 68.788 | 8.2939 |
54 | 0.0406 | -0.0503 | 0.0184 | 887.7389 | 232.5782 | 15.2505 |
55 | 0.0472 | -0.0696 | 0.0269 | 1703.5531 | 477.7407 | 21.8573 |
56 | 0.0552 | -0.0746 | 0.0337 | 1876.1721 | 677.5166 | 26.0291 |
57 | 0.0603 | -0.0794 | 0.0394 | 2208.1137 | 868.8412 | 29.4761 |
58 | 0.0612 | -0.065 | 0.0423 | 1747.6047 | 966.4816 | 31.0883 |
59 | 0.0656 | -0.0747 | 0.0455 | 2377.7325 | 1107.6067 | 33.2807 |
60 | 0.0725 | -0.0795 | 0.0486 | 2561.1638 | 1239.7483 | 35.2101 |
61 | 0.0796 | -0.0896 | 0.052 | 3083.7234 | 1393.4129 | 37.3284 |