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 | 29.468 | 25.6227 | 33.3133 | 0.0202 | 1 | 0.1425 | 1 |
74 | 24.09 | 27.3668 | 23.4931 | 31.2405 | 0.0487 | 0.8343 | 0.0825 | 1 |
75 | 27.786 | 31.1284 | 27.1764 | 35.0803 | 0.0487 | 0.9998 | 0.7089 | 1 |
76 | 26.195 | 27.8352 | 23.8832 | 31.7872 | 0.208 | 0.5097 | 0.021 | 1 |
77 | 20.516 | 23.8582 | 19.9054 | 27.811 | 0.0487 | 0.1233 | 0.1646 | 1 |
78 | 22.759 | 25.0021 | 21.0394 | 28.9647 | 0.1336 | 0.9868 | 0.1823 | 1 |
79 | 19.028 | 19.2158 | 15.2415 | 23.19 | 0.4631 | 0.0403 | 0.3128 | 0.9999 |
80 | 16.971 | 17.8873 | 13.8993 | 21.8752 | 0.3262 | 0.2875 | 0.5193 | 0.9991 |
81 | 20.036 | 19.8864 | 15.8862 | 23.8865 | 0.4708 | 0.9234 | 0.3781 | 1 |
82 | 22.485 | 22.6109 | 18.6003 | 26.6216 | 0.4755 | 0.8959 | 0.5181 | 1 |
83 | 18.73 | 18.0135 | 13.9964 | 22.0306 | 0.3633 | 0.0146 | 0.8832 | 0.9992 |
84 | 14.538 | 12.2206 | 8.1975 | 16.2436 | 0.1294 | 8e-04 | 0.6356 | 0.6356 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0666 | -0.1365 | 0 | 16.1684 | 0 | 0 |
74 | 0.0722 | -0.1197 | 0.1281 | 10.7376 | 13.453 | 3.6678 |
75 | 0.0648 | -0.1074 | 0.1212 | 11.1713 | 12.6924 | 3.5626 |
76 | 0.0724 | -0.0589 | 0.1056 | 2.6902 | 10.1919 | 3.1925 |
77 | 0.0845 | -0.1401 | 0.1125 | 11.1704 | 10.3876 | 3.223 |
78 | 0.0809 | -0.0897 | 0.1087 | 5.0313 | 9.4949 | 3.0814 |
79 | 0.1055 | -0.0098 | 0.0946 | 0.0353 | 8.1435 | 2.8537 |
80 | 0.1137 | -0.0512 | 0.0892 | 0.8396 | 7.2305 | 2.689 |
81 | 0.1026 | 0.0075 | 0.0801 | 0.0224 | 6.4296 | 2.5357 |
82 | 0.0905 | -0.0056 | 0.0726 | 0.0159 | 5.7882 | 2.4059 |
83 | 0.1138 | 0.0398 | 0.0697 | 0.5134 | 5.3087 | 2.3041 |
84 | 0.168 | 0.1896 | 0.0796 | 5.3705 | 5.3139 | 2.3052 |