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 | 298 | - | - | - | - | - | - | - |
49 | 360 | - | - | - | - | - | - | - |
50 | 336 | - | - | - | - | - | - | - |
51 | 325 | - | - | - | - | - | - | - |
52 | 393 | - | - | - | - | - | - | - |
53 | 301 | - | - | - | - | - | - | - |
54 | 426 | - | - | - | - | - | - | - |
55 | 265 | - | - | - | - | - | - | - |
56 | 210 | - | - | - | - | - | - | - |
57 | 429 | - | - | - | - | - | - | - |
58 | 440 | - | - | - | - | - | - | - |
59 | 357 | - | - | - | - | - | - | - |
60 | 431 | - | - | - | - | - | - | - |
61 | 442 | 395.8273 | 326.3797 | 494.761 | 0.1802 | 0.243 | 0.7611 | 0.243 |
62 | 442 | 360.2029 | 300.198 | 443.8927 | 0.0277 | 0.0277 | 0.7146 | 0.0487 |
63 | 544 | 437.3856 | 355.1457 | 558.2131 | 0.0419 | 0.4702 | 0.9659 | 0.5413 |
64 | 420 | 359.9133 | 295.3404 | 452.7916 | 0.1024 | 1e-04 | 0.2425 | 0.0668 |
65 | 396 | 336.6842 | 278.6252 | 418.7978 | 0.0784 | 0.0234 | 0.8028 | 0.0122 |
66 | 482 | 435.0959 | 347.5044 | 568.1889 | 0.2449 | 0.7176 | 0.5533 | 0.524 |
67 | 261 | 230.6341 | 198.5645 | 272.6255 | 0.0782 | 0 | 0.0543 | 0 |
68 | 211 | 200.6556 | 175.0624 | 233.3312 | 0.2675 | 1e-04 | 0.2876 | 0 |
69 | 448 | 416.286 | 333.7031 | 540.8277 | 0.3089 | 0.9994 | 0.4207 | 0.4084 |
70 | 468 | 384.9676 | 312.0335 | 492.5055 | 0.0651 | 0.1253 | 0.1579 | 0.2007 |
71 | 464 | 347.8332 | 285.7623 | 436.904 | 0.0053 | 0.0041 | 0.4201 | 0.0336 |
72 | 425 | 355.6157 | 291.2909 | 448.4703 | 0.0715 | 0.0111 | 0.0558 | 0.0558 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1275 | 0.1166 | 0 | 2131.9199 | 0 | 0 |
62 | 0.1185 | 0.2271 | 0.1719 | 6690.7711 | 4411.3455 | 66.418 |
63 | 0.1409 | 0.2438 | 0.1958 | 11366.6315 | 6729.7742 | 82.0352 |
64 | 0.1317 | 0.1669 | 0.1886 | 3610.413 | 5949.9339 | 77.1358 |
65 | 0.1244 | 0.1762 | 0.1861 | 3518.3613 | 5463.6194 | 73.9163 |
66 | 0.1561 | 0.1078 | 0.1731 | 2199.9914 | 4919.6814 | 70.1404 |
67 | 0.0929 | 0.1317 | 0.1672 | 922.086 | 4348.5963 | 65.9439 |
68 | 0.0831 | 0.0516 | 0.1527 | 107.0073 | 3818.3977 | 61.7932 |
69 | 0.1526 | 0.0762 | 0.1442 | 1005.7763 | 3505.8842 | 59.2105 |
70 | 0.1425 | 0.2157 | 0.1514 | 6894.3815 | 3844.7339 | 62.0059 |
71 | 0.1306 | 0.334 | 0.168 | 13494.7163 | 4722.0051 | 68.7168 |
72 | 0.1332 | 0.1951 | 0.1702 | 4814.1771 | 4729.6861 | 68.7727 |