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[66]) |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | - | - | - | - | - | - | - |
62 | 49 | - | - | - | - | - | - | - |
63 | 58 | - | - | - | - | - | - | - |
64 | 47 | - | - | - | - | - | - | - |
65 | 42 | - | - | - | - | - | - | - |
66 | 62 | - | - | - | - | - | - | - |
67 | 39 | 38.7999 | 21.7541 | 55.8457 | 0.4908 | 0.0038 | 0.582 | 0.0038 |
68 | 40 | 28.4 | 11.3542 | 45.4457 | 0.0911 | 0.1115 | 0.7691 | 1e-04 |
69 | 72 | 54.8 | 37.7542 | 71.8457 | 0.024 | 0.9556 | 0.4908 | 0.2039 |
70 | 70 | 62.6 | 45.5542 | 79.6458 | 0.1974 | 0.1399 | 0.1974 | 0.5275 |
71 | 54 | 48.4001 | 31.3543 | 65.4459 | 0.2598 | 0.0065 | 0.0589 | 0.0589 |
72 | 65 | 55.4 | 38.3542 | 72.4458 | 0.1348 | 0.5639 | 0.3825 | 0.224 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
67 | 0.2241 | 0.0052 | 0 | 0.04 | 0 | 0 |
68 | 0.3062 | 0.4085 | 0.2068 | 134.5611 | 67.3006 | 8.2037 |
69 | 0.1587 | 0.3139 | 0.2425 | 295.8417 | 143.4809 | 11.9784 |
70 | 0.1389 | 0.1182 | 0.2114 | 54.7598 | 121.3007 | 11.0137 |
71 | 0.1797 | 0.1157 | 0.1923 | 31.3594 | 103.3124 | 10.1643 |
72 | 0.157 | 0.1733 | 0.1891 | 92.1594 | 101.4536 | 10.0724 |