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 | 57 | - | - | - | - | - | - | - |
37 | 65 | - | - | - | - | - | - | - |
38 | 68 | - | - | - | - | - | - | - |
39 | 73 | - | - | - | - | - | - | - |
40 | 71 | - | - | - | - | - | - | - |
41 | 71 | - | - | - | - | - | - | - |
42 | 70 | - | - | - | - | - | - | - |
43 | 69 | - | - | - | - | - | - | - |
44 | 65 | - | - | - | - | - | - | - |
45 | 57 | - | - | - | - | - | - | - |
46 | 57 | - | - | - | - | - | - | - |
47 | 57 | - | - | - | - | - | - | - |
48 | 55 | - | - | - | - | - | - | - |
49 | 65 | 57.0804 | 43.5029 | 70.6579 | 0.1265 | 0.618 | 0.1265 | 0.618 |
50 | 65 | 55.9411 | 35.6863 | 76.1958 | 0.1903 | 0.1903 | 0.1216 | 0.5363 |
51 | 64 | 56.1303 | 31.1953 | 81.0654 | 0.2681 | 0.2428 | 0.0924 | 0.5354 |
52 | 60 | 55.9894 | 25.2191 | 86.7597 | 0.3992 | 0.3049 | 0.1695 | 0.5251 |
53 | 43 | 55.1055 | 20.7477 | 89.4633 | 0.2449 | 0.39 | 0.1823 | 0.5024 |
54 | 47 | 55.0911 | 16.4087 | 93.7734 | 0.3409 | 0.7299 | 0.225 | 0.5018 |
55 | 40 | 55.1576 | 13.2157 | 97.0996 | 0.2394 | 0.6485 | 0.2589 | 0.5029 |
56 | 31 | 54.5941 | 9.295 | 99.8932 | 0.1537 | 0.7361 | 0.3263 | 0.493 |
57 | 27 | 53.9732 | 5.6649 | 102.2815 | 0.1369 | 0.8244 | 0.4511 | 0.4834 |
58 | 24 | 53.8336 | 2.6937 | 104.9735 | 0.1264 | 0.8481 | 0.4517 | 0.4822 |
59 | 23 | 52.8333 | -1.0465 | 106.713 | 0.1389 | 0.8529 | 0.4398 | 0.4686 |
60 | 17 | 51.6786 | -4.7409 | 108.098 | 0.1142 | 0.8404 | 0.4541 | 0.4541 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1214 | 0.1387 | 0 | 62.7202 | 0 | 0 |
50 | 0.1847 | 0.1619 | 0.1503 | 82.0643 | 72.3922 | 8.5084 |
51 | 0.2267 | 0.1402 | 0.147 | 61.9314 | 68.9053 | 8.3009 |
52 | 0.2804 | 0.0716 | 0.1281 | 16.0851 | 55.7002 | 7.4633 |
53 | 0.3181 | -0.2197 | 0.1464 | 146.5423 | 73.8686 | 8.5947 |
54 | 0.3582 | -0.1469 | 0.1465 | 65.4654 | 72.4681 | 8.5128 |
55 | 0.388 | -0.2748 | 0.1648 | 229.7537 | 94.9375 | 9.7436 |
56 | 0.4233 | -0.4322 | 0.1983 | 556.6804 | 152.6553 | 12.3554 |
57 | 0.4567 | -0.4998 | 0.2318 | 727.5558 | 216.5332 | 14.7151 |
58 | 0.4847 | -0.5542 | 0.264 | 890.046 | 283.8845 | 16.8489 |
59 | 0.5203 | -0.5647 | 0.2913 | 890.0242 | 338.9881 | 18.4116 |
60 | 0.557 | -0.671 | 0.323 | 1202.6025 | 410.9559 | 20.272 |