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 | 53.951 | 37.106 | 70.796 | 0.041 | 0.3188 | 0.2408 | 0.3188 |
62 | 49 | 49.5216 | 32.6749 | 66.3683 | 0.4758 | 0.8895 | 0.2255 | 0.162 |
63 | 58 | 63.6154 | 46.6742 | 80.5566 | 0.258 | 0.9546 | 0.742 | 0.742 |
64 | 47 | 49.1088 | 31.9708 | 66.2468 | 0.4047 | 0.1546 | 0.4594 | 0.1546 |
65 | 42 | 50.6898 | 33.5028 | 67.8767 | 0.1608 | 0.663 | 0.4859 | 0.2022 |
66 | 62 | 59.2682 | 42.0274 | 76.5091 | 0.3781 | 0.9752 | 0.762 | 0.5573 |
67 | 39 | 39.1764 | 21.9328 | 56.42 | 0.492 | 0.0047 | 0.5977 | 0.0162 |
68 | 40 | 28.7887 | 11.5465 | 46.0308 | 0.1013 | 0.1229 | 0.7799 | 4e-04 |
69 | 72 | 54.9258 | 37.6832 | 72.1685 | 0.0261 | 0.9551 | 0.4966 | 0.3634 |
70 | 70 | 62.637 | 45.3986 | 79.8753 | 0.2012 | 0.1435 | 0.2012 | 0.701 |
71 | 54 | 47.7815 | 30.545 | 65.0179 | 0.2397 | 0.0058 | 0.053 | 0.1226 |
72 | 65 | 55.311 | 38.0745 | 72.5474 | 0.1353 | 0.5593 | 0.3799 | 0.3799 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1593 | -0.2771 | 0 | 223.5313 | 0 | 0 |
62 | 0.1736 | -0.0105 | 0.1438 | 0.2721 | 111.9017 | 10.5784 |
63 | 0.1359 | -0.0883 | 0.1253 | 31.533 | 85.1121 | 9.2256 |
64 | 0.1781 | -0.0429 | 0.1047 | 4.4471 | 64.9459 | 8.0589 |
65 | 0.173 | -0.1714 | 0.1181 | 75.5121 | 67.0591 | 8.189 |
66 | 0.1484 | 0.0461 | 0.1061 | 7.4626 | 57.1264 | 7.5582 |
67 | 0.2246 | -0.0045 | 0.0916 | 0.0311 | 48.9699 | 6.9978 |
68 | 0.3056 | 0.3894 | 0.1288 | 125.6938 | 58.5604 | 7.6525 |
69 | 0.1602 | 0.3109 | 0.149 | 291.527 | 84.4456 | 9.1894 |
70 | 0.1404 | 0.1176 | 0.1459 | 54.214 | 81.4224 | 9.0234 |
71 | 0.184 | 0.1301 | 0.1444 | 38.6698 | 77.5358 | 8.8054 |
72 | 0.159 | 0.1752 | 0.147 | 93.8777 | 78.8976 | 8.8824 |