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 | 53.0525 | 35.8256 | 70.2794 | 0.0549 | 0.2867 | 0.2146 | 0.2867 |
62 | 49 | 52.4009 | 35.1717 | 69.63 | 0.3494 | 0.9363 | 0.3411 | 0.2621 |
63 | 58 | 65.7997 | 48.5705 | 83.0288 | 0.1875 | 0.972 | 0.8125 | 0.8125 |
64 | 47 | 50.8 | 33.5708 | 68.0291 | 0.3328 | 0.2064 | 0.5363 | 0.2064 |
65 | 42 | 51.1997 | 33.9706 | 68.4289 | 0.1476 | 0.6836 | 0.5091 | 0.2196 |
66 | 62 | 59.1999 | 41.9707 | 76.429 | 0.375 | 0.9748 | 0.7597 | 0.5543 |
67 | 39 | 38.7997 | 21.5705 | 56.0288 | 0.4909 | 0.0042 | 0.5811 | 0.0145 |
68 | 40 | 28.3998 | 11.1706 | 45.6289 | 0.0935 | 0.1139 | 0.7667 | 4e-04 |
69 | 72 | 54.7998 | 37.5706 | 72.0289 | 0.0252 | 0.9539 | 0.4909 | 0.3579 |
70 | 70 | 62.6001 | 45.371 | 79.8293 | 0.1999 | 0.1425 | 0.1999 | 0.6996 |
71 | 54 | 48.3999 | 31.1708 | 65.6291 | 0.262 | 0.007 | 0.0609 | 0.1374 |
72 | 65 | 55.377 | 38.1479 | 72.6061 | 0.1368 | 0.5622 | 0.3827 | 0.3827 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1657 | -0.2649 | 0 | 197.4728 | 0 | 0 |
62 | 0.1678 | -0.0649 | 0.1649 | 11.566 | 104.5194 | 10.2235 |
63 | 0.1336 | -0.1185 | 0.1494 | 60.8347 | 89.9578 | 9.4846 |
64 | 0.173 | -0.0748 | 0.1308 | 14.4397 | 71.0783 | 8.4308 |
65 | 0.1717 | -0.1797 | 0.1406 | 84.6352 | 73.7897 | 8.5901 |
66 | 0.1485 | 0.0473 | 0.125 | 7.8406 | 62.7982 | 7.9245 |
67 | 0.2266 | 0.0052 | 0.1079 | 0.0401 | 53.8327 | 7.3371 |
68 | 0.3095 | 0.4085 | 0.1455 | 134.5651 | 63.9243 | 7.9953 |
69 | 0.1604 | 0.3139 | 0.1642 | 295.8471 | 89.6935 | 9.4707 |
70 | 0.1404 | 0.1182 | 0.1596 | 54.7583 | 86.2 | 9.2844 |
71 | 0.1816 | 0.1157 | 0.1556 | 31.3607 | 81.2146 | 9.0119 |
72 | 0.1587 | 0.1738 | 0.1571 | 92.6015 | 82.1635 | 9.0644 |