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 | 145 | - | - | - | - | - | - | - |
37 | 98 | - | - | - | - | - | - | - |
38 | 118 | - | - | - | - | - | - | - |
39 | 139 | - | - | - | - | - | - | - |
40 | 140 | - | - | - | - | - | - | - |
41 | 113 | - | - | - | - | - | - | - |
42 | 149 | - | - | - | - | - | - | - |
43 | 79 | - | - | - | - | - | - | - |
44 | 47 | - | - | - | - | - | - | - |
45 | 166 | - | - | - | - | - | - | - |
46 | 180 | - | - | - | - | - | - | - |
47 | 122 | - | - | - | - | - | - | - |
48 | 134 | - | - | - | - | - | - | - |
49 | 114 | 93.982 | 33.7847 | 154.1793 | 0.2573 | 0.0963 | 0.448 | 0.0963 |
50 | 125 | 123.7793 | 63.2137 | 184.3449 | 0.4842 | 0.6242 | 0.5742 | 0.3704 |
51 | 181 | 140.5798 | 75.7845 | 205.3751 | 0.1107 | 0.6813 | 0.5191 | 0.5789 |
52 | 142 | 137.6187 | 72.8083 | 202.4292 | 0.4473 | 0.0948 | 0.4713 | 0.5436 |
53 | 143 | 111.9645 | 45.7094 | 178.2196 | 0.1793 | 0.1871 | 0.4878 | 0.2572 |
54 | 187 | 150.2702 | 84.0069 | 216.5335 | 0.1386 | 0.5851 | 0.515 | 0.6848 |
55 | 137 | 79.4049 | 12.944 | 145.8658 | 0.0447 | 8e-04 | 0.5048 | 0.0537 |
56 | 62 | 46.4884 | -19.9756 | 112.9523 | 0.3237 | 0.0038 | 0.494 | 0.0049 |
57 | 239 | 165.7379 | 99.2 | 232.2758 | 0.0155 | 0.9989 | 0.4969 | 0.8251 |
58 | 157 | 180.278 | 113.74 | 246.8161 | 0.2465 | 0.0418 | 0.5033 | 0.9136 |
59 | 139 | 122.1016 | 55.554 | 188.6493 | 0.3093 | 0.152 | 0.5012 | 0.363 |
60 | 187 | 133.891 | 67.343 | 200.439 | 0.0589 | 0.4402 | 0.4987 | 0.4987 |
61 | 99 | 93.9166 | 3.7019 | 184.1314 | 0.456 | 0.0216 | 0.3313 | 0.1919 |
62 | 146 | 123.8399 | 33.3784 | 214.3015 | 0.3156 | 0.7048 | 0.49 | 0.4129 |
63 | 175 | 140.6049 | 47.1971 | 234.0126 | 0.2352 | 0.4549 | 0.1983 | 0.5551 |
64 | 148 | 137.5957 | 44.1765 | 231.015 | 0.4136 | 0.2163 | 0.4632 | 0.5301 |
65 | 130 | 111.9484 | 17.4974 | 206.3993 | 0.354 | 0.2272 | 0.2597 | 0.3236 |
66 | 183 | 150.2834 | 55.8267 | 244.7401 | 0.2486 | 0.6631 | 0.2231 | 0.6323 |
67 | 115 | 79.411 | -15.1873 | 174.0093 | 0.2304 | 0.0159 | 0.1164 | 0.129 |
68 | 80 | 46.4836 | -48.117 | 141.0842 | 0.2437 | 0.0779 | 0.3739 | 0.0349 |
69 | 223 | 165.734 | 71.0802 | 260.3878 | 0.1178 | 0.9621 | 0.0646 | 0.7444 |
70 | 131 | 180.2809 | 85.627 | 274.9348 | 0.1538 | 0.1882 | 0.6851 | 0.8311 |
71 | 201 | 122.1031 | 27.4423 | 216.7639 | 0.0512 | 0.4269 | 0.3632 | 0.4027 |
72 | 157 | 133.89 | 39.229 | 228.5511 | 0.3161 | 0.0823 | 0.1357 | 0.4991 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.3268 | 0.213 | 0 | 400.7199 | 0 | 0 |
50 | 0.2496 | 0.0099 | 0.1114 | 1.49 | 201.105 | 14.1811 |
51 | 0.2352 | 0.2875 | 0.1701 | 1633.7924 | 678.6674 | 26.0512 |
52 | 0.2403 | 0.0318 | 0.1356 | 19.1955 | 513.7995 | 22.6671 |
53 | 0.3019 | 0.2772 | 0.1639 | 963.203 | 603.6802 | 24.5699 |
54 | 0.225 | 0.2444 | 0.1773 | 1349.0773 | 727.913 | 26.9799 |
55 | 0.427 | 0.7253 | 0.2556 | 3317.1995 | 1097.8111 | 33.1332 |
56 | 0.7294 | 0.3337 | 0.2654 | 240.6106 | 990.661 | 31.4748 |
57 | 0.2048 | 0.442 | 0.285 | 5367.3302 | 1476.9576 | 38.4312 |
58 | 0.1883 | -0.1291 | 0.2694 | 541.8669 | 1383.4485 | 37.1947 |
59 | 0.2781 | 0.1384 | 0.2575 | 285.5552 | 1283.6401 | 35.8279 |
60 | 0.2536 | 0.3967 | 0.2691 | 2820.5655 | 1411.7172 | 37.5728 |
61 | 0.4901 | 0.0541 | 0.2526 | 25.8406 | 1305.1113 | 36.1263 |
62 | 0.3727 | 0.1789 | 0.2473 | 491.068 | 1246.9653 | 35.3124 |
63 | 0.3389 | 0.2446 | 0.2471 | 1183.0239 | 1242.7026 | 35.252 |
64 | 0.3464 | 0.0756 | 0.2364 | 108.2488 | 1171.7992 | 34.2316 |
65 | 0.4305 | 0.1612 | 0.232 | 325.8613 | 1122.0382 | 33.4968 |
66 | 0.3207 | 0.2177 | 0.2312 | 1070.3781 | 1119.1681 | 33.454 |
67 | 0.6078 | 0.4482 | 0.2426 | 1266.5789 | 1126.9266 | 33.5697 |
68 | 1.0383 | 0.721 | 0.2665 | 1123.3507 | 1126.7478 | 33.5671 |
69 | 0.2914 | 0.3455 | 0.2703 | 3279.3949 | 1229.2548 | 35.0607 |
70 | 0.2679 | -0.2734 | 0.2704 | 2428.605 | 1283.7707 | 35.8297 |
71 | 0.3955 | 0.6461 | 0.2868 | 6224.7224 | 1498.5947 | 38.7117 |
72 | 0.3607 | 0.1726 | 0.282 | 534.0713 | 1458.4062 | 38.1891 |