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 | 502 | - | - | - | - | - | - | - |
37 | 516 | - | - | - | - | - | - | - |
38 | 528 | - | - | - | - | - | - | - |
39 | 533 | - | - | - | - | - | - | - |
40 | 536 | - | - | - | - | - | - | - |
41 | 537 | - | - | - | - | - | - | - |
42 | 524 | - | - | - | - | - | - | - |
43 | 536 | - | - | - | - | - | - | - |
44 | 587 | - | - | - | - | - | - | - |
45 | 597 | - | - | - | - | - | - | - |
46 | 581 | - | - | - | - | - | - | - |
47 | 564 | - | - | - | - | - | - | - |
48 | 558 | - | - | - | - | - | - | - |
49 | 575 | 571.1217 | 554.6222 | 587.6212 | 0.3225 | 0.9405 | 1 | 0.9405 |
50 | 580 | 581.0686 | 557.4949 | 604.6423 | 0.4646 | 0.6931 | 1 | 0.9724 |
51 | 575 | 585.1995 | 554.5373 | 615.8617 | 0.2572 | 0.6302 | 0.9996 | 0.959 |
52 | 563 | 587.5392 | 547.7671 | 627.3113 | 0.1133 | 0.7317 | 0.9945 | 0.9273 |
53 | 552 | 587.682 | 540.1509 | 635.2131 | 0.0706 | 0.8456 | 0.9817 | 0.8895 |
54 | 537 | 574.2584 | 519.1228 | 629.3939 | 0.0927 | 0.7856 | 0.963 | 0.7184 |
55 | 545 | 585.8816 | 523.0921 | 648.6711 | 0.101 | 0.9365 | 0.9403 | 0.8079 |
56 | 601 | 636.5115 | 566.6435 | 706.3796 | 0.1596 | 0.9949 | 0.9176 | 0.9862 |
57 | 604 | 646.2968 | 569.5907 | 723.0029 | 0.1399 | 0.8765 | 0.8961 | 0.988 |
58 | 586 | 630.1023 | 546.7972 | 713.4074 | 0.1497 | 0.7304 | 0.876 | 0.9551 |
59 | 564 | 612.9365 | 523.3752 | 702.4979 | 0.1421 | 0.7222 | 0.8579 | 0.8854 |
60 | 549 | 606.8276 | 511.2482 | 702.4069 | 0.1178 | 0.8101 | 0.8417 | 0.8417 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0147 | 0.0068 | 0 | 15.0416 | 0 | 0 |
50 | 0.0207 | -0.0018 | 0.0043 | 1.1419 | 8.0918 | 2.8446 |
51 | 0.0267 | -0.0174 | 0.0087 | 104.0291 | 40.0709 | 6.3302 |
52 | 0.0345 | -0.0418 | 0.017 | 602.1711 | 180.5959 | 13.4386 |
53 | 0.0413 | -0.0607 | 0.0257 | 1273.2068 | 399.1181 | 19.9779 |
54 | 0.049 | -0.0649 | 0.0322 | 1388.1861 | 563.9628 | 23.7479 |
55 | 0.0547 | -0.0698 | 0.0376 | 1671.3077 | 722.1549 | 26.8729 |
56 | 0.056 | -0.0558 | 0.0399 | 1261.068 | 789.519 | 28.0984 |
57 | 0.0606 | -0.0654 | 0.0427 | 1789.0191 | 900.5746 | 30.0096 |
58 | 0.0675 | -0.07 | 0.0454 | 1945.0145 | 1005.0186 | 31.702 |
59 | 0.0746 | -0.0798 | 0.0486 | 2394.7841 | 1131.3609 | 33.6357 |
60 | 0.0804 | -0.0953 | 0.0525 | 3344.0264 | 1315.7497 | 36.2733 |