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 | 197 | - | - | - | - | - | - | - |
49 | 211 | - | - | - | - | - | - | - |
50 | 156 | - | - | - | - | - | - | - |
51 | 209 | - | - | - | - | - | - | - |
52 | 180 | - | - | - | - | - | - | - |
53 | 185 | - | - | - | - | - | - | - |
54 | 303 | - | - | - | - | - | - | - |
55 | 129 | - | - | - | - | - | - | - |
56 | 85 | - | - | - | - | - | - | - |
57 | 249 | - | - | - | - | - | - | - |
58 | 231 | - | - | - | - | - | - | - |
59 | 212 | - | - | - | - | - | - | - |
60 | 240 | - | - | - | - | - | - | - |
61 | 234 | 210.3266 | 162.4972 | 258.1559 | 0.166 | 0.112 | 0.489 | 0.112 |
62 | 217 | 174.7254 | 125.4128 | 224.038 | 0.0465 | 0.0092 | 0.7716 | 0.0047 |
63 | 287 | 203.9385 | 154.3422 | 253.5347 | 5e-04 | 0.3029 | 0.4207 | 0.0771 |
64 | 221 | 179.5846 | 129.9334 | 229.2359 | 0.051 | 0 | 0.4935 | 0.0085 |
65 | 208 | 188.7205 | 139.0585 | 238.3825 | 0.2234 | 0.1013 | 0.5584 | 0.0215 |
66 | 241 | 263.5809 | 213.9168 | 313.2449 | 0.1864 | 0.9859 | 0.0599 | 0.824 |
67 | 156 | 118.9979 | 69.3335 | 168.6624 | 0.0721 | 0 | 0.3465 | 0 |
68 | 96 | 86.238 | 36.5734 | 135.9025 | 0.35 | 0.003 | 0.5195 | 0 |
69 | 320 | 238.9826 | 189.3181 | 288.6472 | 7e-04 | 1 | 0.3463 | 0.484 |
70 | 242 | 234.7072 | 185.0427 | 284.3718 | 0.3867 | 4e-04 | 0.5582 | 0.4173 |
71 | 227 | 201.9175 | 152.2531 | 251.5818 | 0.1611 | 0.0568 | 0.3453 | 0.0664 |
72 | 200 | 215.8578 | 166.1943 | 265.5212 | 0.2657 | 0.3301 | 0.1703 | 0.1703 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.116 | 0.1126 | 0 | 560.4322 | 0 | 0 |
62 | 0.144 | 0.2419 | 0.1773 | 1787.142 | 1173.7871 | 34.2606 |
63 | 0.1241 | 0.4073 | 0.2539 | 6899.2162 | 3082.2635 | 55.5181 |
64 | 0.1411 | 0.2306 | 0.2481 | 1715.2321 | 2740.5056 | 52.3498 |
65 | 0.1343 | 0.1022 | 0.2189 | 371.6982 | 2266.7441 | 47.6103 |
66 | 0.0961 | -0.0857 | 0.1967 | 509.895 | 1973.9359 | 44.429 |
67 | 0.2129 | 0.3109 | 0.213 | 1369.1537 | 1887.5385 | 43.4458 |
68 | 0.2938 | 0.1132 | 0.2005 | 95.297 | 1663.5083 | 40.7861 |
69 | 0.106 | 0.339 | 0.2159 | 6563.8179 | 2207.9871 | 46.9892 |
70 | 0.108 | 0.0311 | 0.1974 | 53.1844 | 1992.5069 | 44.6375 |
71 | 0.1255 | 0.1242 | 0.1908 | 629.1342 | 1868.5639 | 43.2269 |
72 | 0.1174 | -0.0735 | 0.181 | 251.4684 | 1733.8059 | 41.639 |