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 | 69 | - | - | - | - | - | - | - |
49 | 60 | - | - | - | - | - | - | - |
50 | 56 | - | - | - | - | - | - | - |
51 | 58 | - | - | - | - | - | - | - |
52 | 50 | - | - | - | - | - | - | - |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 53.4771 | 36.0627 | 70.8914 | 0.0516 | 0.3054 | 0.2314 | 0.3054 |
62 | 49 | 52.0315 | 34.5918 | 69.4712 | 0.3667 | 0.9285 | 0.3278 | 0.2512 |
63 | 58 | 63.1392 | 45.6781 | 80.6002 | 0.282 | 0.9438 | 0.718 | 0.718 |
64 | 47 | 50.4844 | 33.0185 | 67.9503 | 0.3479 | 0.1995 | 0.5217 | 0.1995 |
65 | 42 | 50.5599 | 33.0896 | 68.0302 | 0.1684 | 0.6552 | 0.4803 | 0.2019 |
66 | 62 | 57.6934 | 40.2189 | 75.1678 | 0.3145 | 0.9608 | 0.7007 | 0.4863 |
67 | 39 | 39.7422 | 22.2637 | 57.2207 | 0.4668 | 0.0063 | 0.6208 | 0.0203 |
68 | 40 | 30.8729 | 13.3904 | 48.3554 | 0.1531 | 0.1811 | 0.8401 | 0.0012 |
69 | 72 | 53.7499 | 36.2634 | 71.2364 | 0.0204 | 0.9384 | 0.4443 | 0.3169 |
70 | 70 | 60.8748 | 43.3842 | 78.3653 | 0.1533 | 0.1063 | 0.1533 | 0.6263 |
71 | 54 | 48.779 | 31.2838 | 66.2741 | 0.2793 | 0.0087 | 0.0693 | 0.1508 |
72 | 65 | 54.7565 | 37.2566 | 72.2563 | 0.1256 | 0.5338 | 0.3582 | 0.3582 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1661 | -0.2707 | 0 | 209.5852 | 0 | 0 |
62 | 0.171 | -0.0583 | 0.1645 | 9.1899 | 109.3875 | 10.4588 |
63 | 0.1411 | -0.0814 | 0.1368 | 26.4111 | 81.7287 | 9.0404 |
64 | 0.1765 | -0.069 | 0.1198 | 12.1412 | 64.3318 | 8.0207 |
65 | 0.1763 | -0.1693 | 0.1297 | 73.2721 | 66.1199 | 8.1314 |
66 | 0.1545 | 0.0746 | 0.1206 | 18.5472 | 58.1911 | 7.6283 |
67 | 0.2244 | -0.0187 | 0.106 | 0.5508 | 49.9568 | 7.068 |
68 | 0.2889 | 0.2956 | 0.1297 | 83.304 | 54.1252 | 7.357 |
69 | 0.166 | 0.3395 | 0.153 | 333.0666 | 85.1187 | 9.226 |
70 | 0.1466 | 0.1499 | 0.1527 | 83.2698 | 84.9338 | 9.216 |
71 | 0.183 | 0.107 | 0.1486 | 27.259 | 79.6906 | 8.927 |
72 | 0.1631 | 0.1871 | 0.1518 | 104.9301 | 81.7939 | 9.044 |