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 | 286 | - | - | - | - | - | - | - |
37 | 324 | - | - | - | - | - | - | - |
38 | 336 | - | - | - | - | - | - | - |
39 | 327 | - | - | - | - | - | - | - |
40 | 302 | - | - | - | - | - | - | - |
41 | 299 | - | - | - | - | - | - | - |
42 | 311 | - | - | - | - | - | - | - |
43 | 315 | - | - | - | - | - | - | - |
44 | 264 | - | - | - | - | - | - | - |
45 | 278 | - | - | - | - | - | - | - |
46 | 278 | - | - | - | - | - | - | - |
47 | 287 | - | - | - | - | - | - | - |
48 | 279 | - | - | - | - | - | - | - |
49 | 324 | 314.3127 | 295.2552 | 333.3701 | 0.1595 | 0.9999 | 0.1595 | 0.9999 |
50 | 354 | 329.1425 | 303.7163 | 354.5686 | 0.0277 | 0.6541 | 0.2985 | 0.9999 |
51 | 354 | 322.6069 | 291.8191 | 353.3946 | 0.0228 | 0.0228 | 0.3899 | 0.9972 |
52 | 360 | 292.5453 | 257.2712 | 327.8193 | 1e-04 | 3e-04 | 0.2997 | 0.7742 |
53 | 363 | 289.1004 | 249.832 | 328.3688 | 1e-04 | 2e-04 | 0.3106 | 0.6929 |
54 | 385 | 300.8416 | 257.9537 | 343.7296 | 1e-04 | 0.0023 | 0.3212 | 0.8409 |
55 | 412 | 304.2171 | 257.991 | 350.4432 | 0 | 3e-04 | 0.3238 | 0.8575 |
56 | 370 | 253.9859 | 204.6473 | 303.3245 | 0 | 0 | 0.3454 | 0.1602 |
57 | 389 | 264.7849 | 212.5187 | 317.0511 | 0 | 0 | 0.3101 | 0.297 |
58 | 395 | 263.7128 | 208.6748 | 318.7508 | 0 | 0 | 0.3054 | 0.2931 |
59 | 417 | 271.5315 | 213.8537 | 329.2094 | 0 | 0 | 0.2996 | 0.3998 |
60 | 404 | 253.7858 | 193.5877 | 313.9839 | 0 | 0 | 0.2058 | 0.2058 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0309 | 0.0308 | 0.0026 | 93.8444 | 7.8204 | 2.7965 |
50 | 0.0394 | 0.0755 | 0.0063 | 617.8958 | 51.4913 | 7.1757 |
51 | 0.0487 | 0.0973 | 0.0081 | 985.5297 | 82.1275 | 9.0624 |
52 | 0.0615 | 0.2306 | 0.0192 | 4550.143 | 379.1786 | 19.4725 |
53 | 0.0693 | 0.2556 | 0.0213 | 5461.1527 | 455.0961 | 21.333 |
54 | 0.0727 | 0.2797 | 0.0233 | 7082.6299 | 590.2192 | 24.2944 |
55 | 0.0775 | 0.3543 | 0.0295 | 11617.1587 | 968.0966 | 31.1143 |
56 | 0.0991 | 0.4568 | 0.0381 | 13459.2759 | 1121.6063 | 33.4904 |
57 | 0.1007 | 0.4691 | 0.0391 | 15429.3892 | 1285.7824 | 35.8578 |
58 | 0.1065 | 0.4978 | 0.0415 | 17236.3325 | 1436.361 | 37.8994 |
59 | 0.1084 | 0.5357 | 0.0446 | 21161.0803 | 1763.4234 | 41.9931 |
60 | 0.121 | 0.5919 | 0.0493 | 22564.2984 | 1880.3582 | 43.3631 |