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[48]) |
36 | 40 | - | - | - | - | - | - | - |
37 | 63 | - | - | - | - | - | - | - |
38 | 45 | - | - | - | - | - | - | - |
39 | 59 | - | - | - | - | - | - | - |
40 | 55 | - | - | - | - | - | - | - |
41 | 40 | - | - | - | - | - | - | - |
42 | 64 | - | - | - | - | - | - | - |
43 | 27 | - | - | - | - | - | - | - |
44 | 28 | - | - | - | - | - | - | - |
45 | 45 | - | - | - | - | - | - | - |
46 | 57 | - | - | - | - | - | - | - |
47 | 45 | - | - | - | - | - | - | - |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | 47.9992 | 30.6342 | 65.3643 | 0.0878 | 0.0089 | 0.0452 | 0.0089 |
50 | 56 | 54.9584 | 37.5052 | 72.4116 | 0.4534 | 0.2856 | 0.8683 | 0.0574 |
51 | 58 | 68.1548 | 50.492 | 85.8176 | 0.1299 | 0.9113 | 0.8452 | 0.4626 |
52 | 50 | 50.2012 | 32.4607 | 67.9418 | 0.4911 | 0.1944 | 0.298 | 0.0189 |
53 | 51 | 52.7406 | 34.997 | 70.4842 | 0.4238 | 0.619 | 0.9203 | 0.0362 |
54 | 53 | 60.1697 | 42.4176 | 77.9218 | 0.2143 | 0.8443 | 0.3362 | 0.1648 |
55 | 37 | 41.5708 | 23.8183 | 59.3234 | 0.3069 | 0.1035 | 0.9462 | 0.0012 |
56 | 22 | 30.6531 | 12.9006 | 48.4056 | 0.1697 | 0.2417 | 0.6152 | 0 |
57 | 55 | 56.4795 | 38.727 | 74.232 | 0.4351 | 0.9999 | 0.8975 | 0.0834 |
58 | 70 | 61.2704 | 43.5214 | 79.0193 | 0.1675 | 0.7557 | 0.6814 | 0.1967 |
59 | 62 | 44.4344 | 26.6948 | 62.174 | 0.0261 | 0.0024 | 0.4751 | 0.0033 |
60 | 58 | 52.2401 | 34.5044 | 69.9758 | 0.2622 | 0.1404 | 0.032 | 0.032 |
61 | 39 | 51.1531 | 33.783 | 68.5232 | 0.0851 | 0.2199 | 0.1591 | 0.022 |
62 | 49 | 51.4042 | 34.0339 | 68.7746 | 0.3931 | 0.9192 | 0.302 | 0.0235 |
63 | 58 | 67.918 | 50.547 | 85.2889 | 0.1316 | 0.9836 | 0.8684 | 0.4514 |
64 | 47 | 50.6413 | 33.2701 | 68.0125 | 0.3406 | 0.2032 | 0.5288 | 0.0192 |
65 | 42 | 51.1908 | 33.8196 | 68.562 | 0.1499 | 0.6818 | 0.5086 | 0.0222 |
66 | 62 | 60.7018 | 43.3306 | 78.073 | 0.4418 | 0.9826 | 0.8076 | 0.1746 |
67 | 39 | 39.3961 | 22.0249 | 56.7673 | 0.4822 | 0.0054 | 0.6066 | 4e-04 |
68 | 40 | 30.2026 | 12.8316 | 47.5735 | 0.1345 | 0.1604 | 0.8227 | 0 |
69 | 72 | 54.7419 | 37.3711 | 72.1127 | 0.0258 | 0.9519 | 0.4884 | 0.0538 |
70 | 70 | 60.6333 | 43.265 | 78.0016 | 0.1452 | 0.0998 | 0.1452 | 0.1725 |
71 | 54 | 44.4764 | 27.1149 | 61.8379 | 0.1412 | 0.002 | 0.0239 | 0.0028 |
72 | 65 | 54.668 | 37.3093 | 72.0267 | 0.1217 | 0.5301 | 0.3534 | 0.0528 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1846 | 0.25 | 0 | 144.0187 | 0 | 0 |
50 | 0.162 | 0.019 | 0.1345 | 1.0849 | 72.5518 | 8.5177 |
51 | 0.1322 | -0.149 | 0.1393 | 103.1198 | 82.7411 | 9.0962 |
52 | 0.1803 | -0.004 | 0.1055 | 0.0405 | 62.066 | 7.8782 |
53 | 0.1716 | -0.033 | 0.091 | 3.0297 | 50.2587 | 7.0893 |
54 | 0.1505 | -0.1192 | 0.0957 | 51.4041 | 50.4496 | 7.1028 |
55 | 0.2179 | -0.11 | 0.0977 | 20.8927 | 46.2272 | 6.7991 |
56 | 0.2955 | -0.2823 | 0.1208 | 74.8761 | 49.8083 | 7.0575 |
57 | 0.1604 | -0.0262 | 0.1103 | 2.189 | 44.5173 | 6.6721 |
58 | 0.1478 | 0.1425 | 0.1135 | 76.2068 | 47.6862 | 6.9055 |
59 | 0.2037 | 0.3953 | 0.1391 | 308.5515 | 71.4012 | 8.4499 |
60 | 0.1732 | 0.1103 | 0.1367 | 33.1764 | 68.2158 | 8.2593 |
61 | 0.1733 | -0.2376 | 0.1445 | 147.6983 | 74.3299 | 8.6215 |
62 | 0.1724 | -0.0468 | 0.1375 | 5.7804 | 69.4335 | 8.3327 |
63 | 0.1305 | -0.146 | 0.1381 | 98.3661 | 71.3623 | 8.4476 |
64 | 0.175 | -0.0719 | 0.1339 | 13.259 | 67.7309 | 8.2299 |
65 | 0.1731 | -0.1795 | 0.1366 | 84.4712 | 68.7156 | 8.2895 |
66 | 0.146 | 0.0214 | 0.1302 | 1.6852 | 64.9917 | 8.0617 |
67 | 0.225 | -0.0101 | 0.1239 | 0.1569 | 61.5793 | 7.8473 |
68 | 0.2934 | 0.3244 | 0.1339 | 95.99 | 63.2999 | 7.9561 |
69 | 0.1619 | 0.3153 | 0.1426 | 297.8414 | 74.4685 | 8.6295 |
70 | 0.1461 | 0.1545 | 0.1431 | 87.7355 | 75.0716 | 8.6644 |
71 | 0.1992 | 0.2141 | 0.1462 | 90.6994 | 75.751 | 8.7035 |
72 | 0.162 | 0.189 | 0.148 | 106.7504 | 77.0427 | 8.7774 |