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[56]) |
44 | 105 | - | - | - | - | - | - | - |
45 | 82 | - | - | - | - | - | - | - |
46 | 81 | - | - | - | - | - | - | - |
47 | 75 | - | - | - | - | - | - | - |
48 | 102 | - | - | - | - | - | - | - |
49 | 121 | - | - | - | - | - | - | - |
50 | 98 | - | - | - | - | - | - | - |
51 | 76 | - | - | - | - | - | - | - |
52 | 77 | - | - | - | - | - | - | - |
53 | 63 | - | - | - | - | - | - | - |
54 | 37 | - | - | - | - | - | - | - |
55 | 35 | - | - | - | - | - | - | - |
56 | 23 | - | - | - | - | - | - | - |
57 | 40 | 41.7442 | -10.3469 | 93.8353 | 0.4738 | 0.7597 | 0.0649 | 0.7597 |
58 | 29 | 41.7442 | -13.717 | 97.2053 | 0.3262 | 0.5246 | 0.0827 | 0.7461 |
59 | 37 | 41.7442 | -16.8937 | 100.3821 | 0.437 | 0.6649 | 0.1332 | 0.7345 |
60 | 51 | 41.7442 | -19.907 | 103.3953 | 0.3843 | 0.5599 | 0.0277 | 0.7244 |
61 | 20 | 41.7442 | -22.7796 | 106.268 | 0.2545 | 0.3893 | 0.008 | 0.7155 |
62 | 28 | 41.7442 | -25.5298 | 109.0181 | 0.3444 | 0.7368 | 0.0506 | 0.7075 |
63 | 13 | 41.7442 | -28.1718 | 111.6601 | 0.2102 | 0.65 | 0.1684 | 0.7004 |
64 | 22 | 41.7442 | -30.7176 | 114.2059 | 0.2967 | 0.7816 | 0.1701 | 0.6939 |
65 | 25 | 41.7442 | -33.1769 | 116.6652 | 0.3307 | 0.6973 | 0.2891 | 0.6881 |
66 | 13 | 41.7442 | -35.558 | 119.0463 | 0.2331 | 0.6644 | 0.5479 | 0.6827 |
67 | 16 | 41.7442 | -37.8679 | 121.3562 | 0.2631 | 0.7604 | 0.5659 | 0.6778 |
68 | 13 | 41.7442 | -40.1127 | 123.601 | 0.2456 | 0.7312 | 0.6732 | 0.6732 |
69 | 16 | 41.7442 | -42.2975 | 125.7858 | 0.2741 | 0.7487 | 0.5162 | 0.669 |
70 | 17 | 41.7442 | -44.427 | 127.9153 | 0.2868 | 0.7209 | 0.614 | 0.6651 |
71 | 9 | 41.7442 | -46.505 | 129.9934 | 0.2335 | 0.7087 | 0.542 | 0.6614 |
72 | 17 | 41.7442 | -48.5353 | 132.0236 | 0.2956 | 0.7614 | 0.4204 | 0.658 |
73 | 25 | 41.7442 | -50.5209 | 134.0092 | 0.361 | 0.7004 | 0.6779 | 0.6548 |
74 | 14 | 41.7442 | -52.4647 | 135.953 | 0.2819 | 0.6362 | 0.6125 | 0.6517 |
75 | 8 | 41.7442 | -54.3691 | 137.8575 | 0.2457 | 0.7142 | 0.7211 | 0.6489 |
76 | 7 | 41.7442 | -56.2366 | 139.7249 | 0.2435 | 0.7502 | 0.6536 | 0.6462 |
77 | 10 | 41.7442 | -58.0691 | 141.5574 | 0.2665 | 0.7525 | 0.6288 | 0.6436 |
78 | 7 | 41.7442 | -59.8685 | 143.3569 | 0.2514 | 0.7298 | 0.7104 | 0.6412 |
79 | 10 | 41.7442 | -61.6367 | 145.125 | 0.2736 | 0.745 | 0.6873 | 0.6388 |
80 | 3 | 41.7442 | -63.3751 | 146.8635 | 0.235 | 0.723 | 0.704 | 0.6366 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
57 | 0.6367 | -0.0418 | 0 | 3.0421 | 0 | 0 |
58 | 0.6779 | -0.3053 | 0.1735 | 162.4138 | 82.728 | 9.0955 |
59 | 0.7167 | -0.1136 | 0.1536 | 22.5071 | 62.6544 | 7.9155 |
60 | 0.7535 | 0.2217 | 0.1706 | 85.6704 | 68.4084 | 8.2709 |
61 | 0.7886 | -0.5209 | 0.2407 | 472.8089 | 149.2885 | 12.2184 |
62 | 0.8222 | -0.3292 | 0.2554 | 188.9022 | 155.8908 | 12.4856 |
63 | 0.8545 | -0.6886 | 0.3173 | 826.2272 | 251.6531 | 15.8636 |
64 | 0.8856 | -0.473 | 0.3368 | 389.8322 | 268.9255 | 16.3989 |
65 | 0.9157 | -0.4011 | 0.3439 | 280.3672 | 270.1968 | 16.4377 |
66 | 0.9448 | -0.6886 | 0.3784 | 826.2272 | 325.7998 | 18.0499 |
67 | 0.973 | -0.6167 | 0.4001 | 662.7622 | 356.4328 | 18.8794 |
68 | 1.0005 | -0.6886 | 0.4241 | 826.2272 | 395.5823 | 19.8893 |
69 | 1.0272 | -0.6167 | 0.4389 | 662.7622 | 416.1346 | 20.3994 |
70 | 1.0532 | -0.5928 | 0.4499 | 612.2739 | 430.1446 | 20.7399 |
71 | 1.0786 | -0.7844 | 0.4722 | 1072.1806 | 472.947 | 21.7473 |
72 | 1.1034 | -0.5928 | 0.4797 | 612.2739 | 481.6549 | 21.9466 |
73 | 1.1277 | -0.4011 | 0.4751 | 280.3672 | 469.8145 | 21.6752 |
74 | 1.1514 | -0.6646 | 0.4856 | 769.7389 | 486.4769 | 22.0562 |
75 | 1.1747 | -0.8084 | 0.5026 | 1138.6689 | 520.8028 | 22.8211 |
76 | 1.1975 | -0.8323 | 0.5191 | 1207.1573 | 555.1205 | 23.561 |
77 | 1.2199 | -0.7604 | 0.5306 | 1007.6923 | 576.6716 | 24.014 |
78 | 1.2419 | -0.8323 | 0.5443 | 1207.1573 | 605.33 | 24.6035 |
79 | 1.2635 | -0.7604 | 0.5537 | 1007.6923 | 622.824 | 24.9564 |
80 | 1.2848 | -0.9281 | 0.5693 | 1501.1106 | 659.4193 | 25.6792 |