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[58]) |
46 | 852 | - | - | - | - | - | - | - |
47 | 649 | - | - | - | - | - | - | - |
48 | 629 | - | - | - | - | - | - | - |
49 | 685 | - | - | - | - | - | - | - |
50 | 617 | - | - | - | - | - | - | - |
51 | 715 | - | - | - | - | - | - | - |
52 | 715 | - | - | - | - | - | - | - |
53 | 629 | - | - | - | - | - | - | - |
54 | 916 | - | - | - | - | - | - | - |
55 | 531 | - | - | - | - | - | - | - |
56 | 357 | - | - | - | - | - | - | - |
57 | 917 | - | - | - | - | - | - | - |
58 | 828 | - | - | - | - | - | - | - |
59 | 708 | 608.584 | 529.3519 | 707.0335 | 0.0239 | 0 | 0.2105 | 0 |
60 | 858 | 662.6741 | 571.1772 | 778.0556 | 5e-04 | 0.2207 | 0.7163 | 0.0025 |
61 | 775 | 733.526 | 627.5153 | 868.8583 | 0.274 | 0.0357 | 0.7589 | 0.0856 |
62 | 785 | 651.7116 | 561.2061 | 766.016 | 0.0111 | 0.0173 | 0.7241 | 0.0013 |
63 | 1006 | 697.3644 | 597.5494 | 824.4497 | 0 | 0.0883 | 0.3928 | 0.022 |
64 | 789 | 650.4904 | 560.2276 | 764.4638 | 0.0086 | 0 | 0.1336 | 0.0011 |
65 | 734 | 685.4477 | 588.0503 | 809.2096 | 0.221 | 0.0505 | 0.8143 | 0.012 |
66 | 906 | 837.7238 | 707.6299 | 1007.2915 | 0.215 | 0.8847 | 0.1828 | 0.5447 |
67 | 532 | 464.906 | 409.4343 | 532.4648 | 0.0258 | 0 | 0.0276 | 0 |
68 | 387 | 343.6607 | 307.9487 | 385.9653 | 0.0223 | 0 | 0.2683 | 0 |
69 | 991 | 805.1568 | 682.2849 | 964.4756 | 0.0111 | 1 | 0.0844 | 0.3893 |
70 | 841 | 752.3982 | 640.9669 | 895.6303 | 0.1127 | 5e-04 | 0.1504 | 0.1504 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
59 | 0.0825 | 0.1634 | 0 | 9883.5461 | 0 | 0 |
60 | 0.0888 | 0.2948 | 0.2291 | 38152.1969 | 24017.8715 | 154.977 |
61 | 0.0941 | 0.0565 | 0.1716 | 1720.0946 | 16585.2792 | 128.7838 |
62 | 0.0895 | 0.2045 | 0.1798 | 17765.7952 | 16880.4082 | 129.9246 |
63 | 0.093 | 0.4426 | 0.2323 | 95255.918 | 32555.5101 | 180.4315 |
64 | 0.0894 | 0.2129 | 0.2291 | 19184.9231 | 30327.079 | 174.1467 |
65 | 0.0921 | 0.0708 | 0.2065 | 2357.33 | 26331.4005 | 162.2695 |
66 | 0.1033 | 0.0815 | 0.1909 | 4661.6425 | 23622.6808 | 153.6967 |
67 | 0.0741 | 0.1443 | 0.1857 | 4501.609 | 21498.1173 | 146.6224 |
68 | 0.0628 | 0.1261 | 0.1797 | 1878.2924 | 19536.1348 | 139.7717 |
69 | 0.101 | 0.2308 | 0.1844 | 34537.6786 | 20899.9115 | 144.568 |
70 | 0.0971 | 0.1178 | 0.1788 | 7850.2751 | 19812.4418 | 140.7567 |