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[72]) |
60 | 12.738 | - | - | - | - | - | - | - |
61 | 31.566 | - | - | - | - | - | - | - |
62 | 30.111 | - | - | - | - | - | - | - |
63 | 30.019 | - | - | - | - | - | - | - |
64 | 31.934 | - | - | - | - | - | - | - |
65 | 25.826 | - | - | - | - | - | - | - |
66 | 26.835 | - | - | - | - | - | - | - |
67 | 20.205 | - | - | - | - | - | - | - |
68 | 17.789 | - | - | - | - | - | - | - |
69 | 20.52 | - | - | - | - | - | - | - |
70 | 22.518 | - | - | - | - | - | - | - |
71 | 15.572 | - | - | - | - | - | - | - |
72 | 11.509 | - | - | - | - | - | - | - |
73 | 25.447 | 30.0926 | 25.9965 | 34.1888 | 0.0131 | 1 | 0.2404 | 1 |
74 | 24.09 | 27.7424 | 23.6023 | 31.8826 | 0.0419 | 0.8614 | 0.1311 | 1 |
75 | 27.786 | 31.3642 | 27.0632 | 35.6651 | 0.0515 | 0.9995 | 0.7301 | 1 |
76 | 26.195 | 28.0546 | 23.7369 | 32.3722 | 0.1993 | 0.5485 | 0.0391 | 1 |
77 | 20.516 | 24.3841 | 20.0452 | 28.7229 | 0.0403 | 0.2067 | 0.2574 | 1 |
78 | 22.759 | 25.4294 | 21.0853 | 29.7735 | 0.1141 | 0.9867 | 0.263 | 1 |
79 | 19.028 | 19.7318 | 15.3829 | 24.0806 | 0.3756 | 0.0862 | 0.4156 | 0.9999 |
80 | 16.971 | 18.2069 | 13.8559 | 22.5579 | 0.2889 | 0.3557 | 0.5747 | 0.9987 |
81 | 20.036 | 20.2193 | 15.8655 | 24.573 | 0.4671 | 0.9282 | 0.4462 | 1 |
82 | 22.485 | 23.2207 | 18.865 | 27.5764 | 0.3703 | 0.9241 | 0.6241 | 1 |
83 | 18.73 | 18.3688 | 14.0077 | 22.7299 | 0.4355 | 0.0322 | 0.8956 | 0.999 |
84 | 14.538 | 12.5327 | 8.1687 | 16.8967 | 0.1839 | 0.0027 | 0.6772 | 0.6772 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0694 | -0.1544 | 0 | 21.5817 | 0 | 0 |
74 | 0.0761 | -0.1317 | 0.143 | 13.3403 | 17.461 | 4.1786 |
75 | 0.07 | -0.1141 | 0.1334 | 12.8032 | 15.9084 | 3.9885 |
76 | 0.0785 | -0.0663 | 0.1166 | 3.4579 | 12.7958 | 3.5771 |
77 | 0.0908 | -0.1586 | 0.125 | 14.9619 | 13.229 | 3.6372 |
78 | 0.0872 | -0.105 | 0.1217 | 7.1311 | 12.2127 | 3.4947 |
79 | 0.1124 | -0.0357 | 0.1094 | 0.4953 | 10.5388 | 3.2463 |
80 | 0.1219 | -0.0679 | 0.1042 | 1.5274 | 9.4123 | 3.068 |
81 | 0.1099 | -0.0091 | 0.0936 | 0.0336 | 8.3703 | 2.8931 |
82 | 0.0957 | -0.0317 | 0.0874 | 0.5413 | 7.5874 | 2.7545 |
83 | 0.1211 | 0.0197 | 0.0813 | 0.1305 | 6.9095 | 2.6286 |
84 | 0.1777 | 0.16 | 0.0878 | 4.0211 | 6.6688 | 2.5824 |