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[47]) |
35 | 357 | - | - | - | - | - | - | - |
36 | 431 | - | - | - | - | - | - | - |
37 | 442 | - | - | - | - | - | - | - |
38 | 422 | - | - | - | - | - | - | - |
39 | 544 | - | - | - | - | - | - | - |
40 | 420 | - | - | - | - | - | - | - |
41 | 396 | - | - | - | - | - | - | - |
42 | 482 | - | - | - | - | - | - | - |
43 | 261 | - | - | - | - | - | - | - |
44 | 211 | - | - | - | - | - | - | - |
45 | 448 | - | - | - | - | - | - | - |
46 | 468 | - | - | - | - | - | - | - |
47 | 464 | - | - | - | - | - | - | - |
48 | 425 | 383.762 | 346.4419 | 428.4722 | 0.0353 | 2e-04 | 0.0192 | 2e-04 |
49 | 415 | 460.5037 | 408.8064 | 524.3902 | 0.0814 | 0.862 | 0.7149 | 0.4573 |
50 | 433 | 423.0767 | 375.9716 | 481.1756 | 0.3689 | 0.6074 | 0.5145 | 0.0837 |
51 | 531 | 479.8052 | 414.2953 | 565.1057 | 0.1197 | 0.8589 | 0.0701 | 0.6418 |
52 | 457 | 424.1216 | 368.5288 | 495.6462 | 0.1838 | 0.0017 | 0.545 | 0.1372 |
53 | 380 | 422.1157 | 364.5332 | 497.074 | 0.1354 | 0.1808 | 0.7527 | 0.1367 |
54 | 481 | 467.5444 | 395.955 | 564.3076 | 0.3926 | 0.9619 | 0.3848 | 0.5286 |
55 | 302 | 269.0392 | 238.8215 | 306.3858 | 0.0418 | 0 | 0.6635 | 0 |
56 | 216 | 258.8637 | 229.4804 | 295.2702 | 0.0105 | 0.0101 | 0.995 | 0 |
57 | 509 | 517.7254 | 424.7625 | 651.4867 | 0.4491 | 1 | 0.8465 | 0.7844 |
58 | 417 | 566.9728 | 456.7225 | 731.5877 | 0.0371 | 0.755 | 0.8807 | 0.8899 |
59 | 370 | 414.9517 | 346.087 | 510.8559 | 0.1791 | 0.4833 | 0.1581 | 0.1581 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.0594 | 0.1075 | 0 | 1700.5758 | 0 | 0 |
49 | 0.0708 | -0.0988 | 0.1031 | 2070.5853 | 1885.5806 | 43.4233 |
50 | 0.0701 | 0.0235 | 0.0766 | 98.4726 | 1289.8779 | 35.9149 |
51 | 0.0907 | 0.1067 | 0.0841 | 2620.9084 | 1622.6355 | 40.282 |
52 | 0.086 | 0.0775 | 0.0828 | 1080.9898 | 1514.3064 | 38.9141 |
53 | 0.0906 | -0.0998 | 0.0856 | 1773.7321 | 1557.544 | 39.4657 |
54 | 0.1056 | 0.0288 | 0.0775 | 181.0524 | 1360.9023 | 36.8904 |
55 | 0.0708 | 0.1225 | 0.0831 | 1086.4159 | 1326.5915 | 36.4224 |
56 | 0.0718 | -0.1656 | 0.0923 | 1837.2928 | 1383.3361 | 37.1932 |
57 | 0.1318 | -0.0169 | 0.0847 | 76.1319 | 1252.6157 | 35.3923 |
58 | 0.1481 | -0.2645 | 0.1011 | 22491.8271 | 3183.4531 | 56.4221 |
59 | 0.1179 | -0.1083 | 0.1017 | 2020.6541 | 3086.5532 | 55.5568 |