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 | 629 | - | - | - | - | - | - | - |
49 | 685 | - | - | - | - | - | - | - |
50 | 617 | - | - | - | - | - | - | - |
51 | 715 | - | - | - | - | - | - | - |
52 | 715 | - | - | - | - | - | - | - |
53 | 629 | - | - | - | - | - | - | - |
54 | 916 | - | - | - | - | - | - | - |
55 | 531 | - | - | - | - | - | - | - |
56 | 357 | - | - | - | - | - | - | - |
57 | 917 | - | - | - | - | - | - | - |
58 | 828 | - | - | - | - | - | - | - |
59 | 708 | - | - | - | - | - | - | - |
60 | 858 | - | - | - | - | - | - | - |
61 | 775 | 792.8948 | 677.6873 | 908.1022 | 0.3804 | 0.134 | 0.9668 | 0.134 |
62 | 785 | 650.3051 | 528.0027 | 772.6075 | 0.0154 | 0.0228 | 0.7032 | 4e-04 |
63 | 1006 | 696.0727 | 573.7703 | 818.3751 | 0 | 0.0771 | 0.3808 | 0.0047 |
64 | 789 | 666.4148 | 544.1124 | 788.7172 | 0.0247 | 0 | 0.2181 | 0.0011 |
65 | 734 | 684.2163 | 561.9139 | 806.5187 | 0.2125 | 0.0466 | 0.8119 | 0.0027 |
66 | 906 | 870.8614 | 748.559 | 993.1638 | 0.2867 | 0.9859 | 0.2347 | 0.5816 |
67 | 532 | 493.7149 | 371.4125 | 616.0173 | 0.2698 | 0 | 0.2751 | 0 |
68 | 387 | 346.5261 | 224.2237 | 468.8285 | 0.2583 | 0.0015 | 0.4333 | 0 |
69 | 991 | 838.757 | 716.4546 | 961.0594 | 0.0073 | 1 | 0.1049 | 0.3789 |
70 | 841 | 756.9037 | 634.6013 | 879.2061 | 0.0889 | 1e-04 | 0.1273 | 0.0526 |
71 | 892 | 698.098 | 575.7956 | 820.4004 | 9e-04 | 0.011 | 0.437 | 0.0052 |
72 | 782 | 815.6064 | 693.304 | 937.9088 | 0.2951 | 0.1104 | 0.2484 | 0.2484 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0741 | -0.0226 | 0 | 320.2222 | 0 | 0 |
62 | 0.096 | 0.2071 | 0.1148 | 18142.7127 | 9231.4675 | 96.0805 |
63 | 0.0896 | 0.4453 | 0.225 | 96054.9412 | 38172.6254 | 195.3782 |
64 | 0.0936 | 0.1839 | 0.2147 | 15027.1235 | 32386.2499 | 179.9618 |
65 | 0.0912 | 0.0728 | 0.1863 | 2478.4166 | 26404.6832 | 162.4952 |
66 | 0.0717 | 0.0403 | 0.162 | 1234.7181 | 22209.6891 | 149.0292 |
67 | 0.1264 | 0.0775 | 0.1499 | 1465.7473 | 19246.2688 | 138.7309 |
68 | 0.1801 | 0.1168 | 0.1458 | 1638.1383 | 17045.2525 | 130.5575 |
69 | 0.0744 | 0.1815 | 0.1498 | 23177.9373 | 17726.6619 | 133.1415 |
70 | 0.0824 | 0.1111 | 0.1459 | 7072.1836 | 16661.2141 | 129.0783 |
71 | 0.0894 | 0.2778 | 0.1579 | 37597.9805 | 18564.5565 | 136.2518 |
72 | 0.0765 | -0.0412 | 0.1482 | 1129.3932 | 17111.6262 | 130.8114 |