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[68]) |
56 | 23 | - | - | - | - | - | - | - |
57 | 40 | - | - | - | - | - | - | - |
58 | 29 | - | - | - | - | - | - | - |
59 | 37 | - | - | - | - | - | - | - |
60 | 51 | - | - | - | - | - | - | - |
61 | 20 | - | - | - | - | - | - | - |
62 | 28 | - | - | - | - | - | - | - |
63 | 13 | - | - | - | - | - | - | - |
64 | 22 | - | - | - | - | - | - | - |
65 | 25 | - | - | - | - | - | - | - |
66 | 13 | - | - | - | - | - | - | - |
67 | 16 | - | - | - | - | - | - | - |
68 | 13 | - | - | - | - | - | - | - |
69 | 16 | 16.6228 | -36.7476 | 69.9931 | 0.4909 | 0.5529 | 0.1953 | 0.5529 |
70 | 17 | 14.2786 | -61.1985 | 89.7557 | 0.4718 | 0.4822 | 0.3511 | 0.5132 |
71 | 9 | 15.9835 | -76.4567 | 108.4236 | 0.4411 | 0.4914 | 0.3279 | 0.5252 |
72 | 17 | 18.9669 | -87.7738 | 125.7076 | 0.4856 | 0.5726 | 0.2782 | 0.5436 |
73 | 25 | 12.3607 | -106.9791 | 131.7004 | 0.4178 | 0.4696 | 0.4501 | 0.4958 |
74 | 14 | 14.0655 | -116.6646 | 144.7957 | 0.4996 | 0.4349 | 0.4173 | 0.5064 |
75 | 8 | 10.869 | -130.3357 | 152.0736 | 0.4841 | 0.4827 | 0.4882 | 0.4882 |
76 | 7 | 12.7869 | -138.1673 | 163.7411 | 0.4701 | 0.5248 | 0.4524 | 0.4989 |
77 | 10 | 13.4262 | -146.6849 | 173.5373 | 0.4833 | 0.5314 | 0.4437 | 0.5021 |
78 | 7 | 10.869 | -157.9029 | 179.6408 | 0.4821 | 0.504 | 0.4901 | 0.4901 |
79 | 10 | 11.5083 | -165.5012 | 188.5177 | 0.4933 | 0.5199 | 0.4802 | 0.4934 |
80 | 3 | 10.869 | -174.0114 | 195.7493 | 0.4668 | 0.5037 | 0.491 | 0.491 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 1.6381 | -0.0375 | 0 | 0.3879 | 0 | 0 |
70 | 2.6969 | 0.1906 | 0.114 | 7.4059 | 3.8969 | 1.974 |
71 | 2.9508 | -0.4369 | 0.2217 | 48.7688 | 18.8542 | 4.3421 |
72 | 2.8713 | -0.1037 | 0.1922 | 3.8688 | 15.1078 | 3.8869 |
73 | 4.9259 | 1.0225 | 0.3582 | 159.7522 | 44.0367 | 6.636 |
74 | 4.742 | -0.0047 | 0.2993 | 0.0043 | 36.698 | 6.0579 |
75 | 6.6283 | -0.264 | 0.2943 | 8.2309 | 32.6312 | 5.7124 |
76 | 6.0232 | -0.4526 | 0.314 | 33.4882 | 32.7384 | 5.7217 |
77 | 6.0843 | -0.2552 | 0.3075 | 11.7389 | 30.4051 | 5.5141 |
78 | 7.9224 | -0.356 | 0.3124 | 14.9688 | 28.8615 | 5.3723 |
79 | 7.8475 | -0.1311 | 0.2959 | 2.2749 | 26.4445 | 5.1424 |
80 | 8.6785 | -0.724 | 0.3315 | 61.9205 | 29.4008 | 5.4223 |