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[55]) |
43 | 363 | - | - | - | - | - | - | - |
44 | 365 | - | - | - | - | - | - | - |
45 | 474 | - | - | - | - | - | - | - |
46 | 373 | - | - | - | - | - | - | - |
47 | 403 | - | - | - | - | - | - | - |
48 | 384 | - | - | - | - | - | - | - |
49 | 364 | - | - | - | - | - | - | - |
50 | 361 | - | - | - | - | - | - | - |
51 | 419 | - | - | - | - | - | - | - |
52 | 352 | - | - | - | - | - | - | - |
53 | 363 | - | - | - | - | - | - | - |
54 | 410 | - | - | - | - | - | - | - |
55 | 361 | - | - | - | - | - | - | - |
56 | 383 | 373.4301 | 300.3905 | 446.4696 | 0.3987 | 0.6306 | 0.5895 | 0.6306 |
57 | 342 | 397.5502 | 324.0174 | 471.0829 | 0.0693 | 0.6509 | 0.0208 | 0.835 |
58 | 369 | 391.889 | 318.3563 | 465.4217 | 0.2709 | 0.9082 | 0.6927 | 0.7948 |
59 | 361 | 365.081 | 291.5482 | 438.6137 | 0.4567 | 0.4584 | 0.1561 | 0.5433 |
60 | 317 | 368.7248 | 295.1938 | 442.2559 | 0.084 | 0.5816 | 0.3419 | 0.5816 |
61 | 386 | 362.4628 | 289.0584 | 435.8671 | 0.2648 | 0.8876 | 0.4836 | 0.5156 |
62 | 318 | 358.6774 | 285.2731 | 432.0817 | 0.1387 | 0.2328 | 0.4753 | 0.4753 |
63 | 407 | 388.9383 | 315.534 | 462.3426 | 0.3148 | 0.9709 | 0.2111 | 0.7722 |
64 | 393 | 373.9457 | 300.5413 | 447.35 | 0.3055 | 0.1887 | 0.7211 | 0.6352 |
65 | 404 | 378.827 | 305.4227 | 452.2313 | 0.2507 | 0.3526 | 0.6637 | 0.683 |
66 | 498 | 397.3078 | 323.9035 | 470.7122 | 0.0036 | 0.4291 | 0.3673 | 0.8338 |
67 | 438 | 371.4848 | 298.0805 | 444.8891 | 0.0379 | 4e-04 | 0.6102 | 0.6102 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
56 | 0.0998 | 0.0256 | 0.0021 | 91.5836 | 7.632 | 2.7626 |
57 | 0.0944 | -0.1397 | 0.0116 | 3085.8197 | 257.1516 | 16.0359 |
58 | 0.0957 | -0.0584 | 0.0049 | 523.9075 | 43.659 | 6.6075 |
59 | 0.1028 | -0.0112 | 9e-04 | 16.6542 | 1.3878 | 1.1781 |
60 | 0.1017 | -0.1403 | 0.0117 | 2675.4601 | 222.955 | 14.9317 |
61 | 0.1033 | 0.0649 | 0.0054 | 554.0014 | 46.1668 | 6.7946 |
62 | 0.1044 | -0.1134 | 0.0095 | 1654.6525 | 137.8877 | 11.7426 |
63 | 0.0963 | 0.0464 | 0.0039 | 326.2255 | 27.1855 | 5.214 |
64 | 0.1002 | 0.051 | 0.0042 | 363.0681 | 30.2557 | 5.5005 |
65 | 0.0989 | 0.0664 | 0.0055 | 633.6786 | 52.8066 | 7.2668 |
66 | 0.0943 | 0.2534 | 0.0211 | 10138.912 | 844.9093 | 29.0673 |
67 | 0.1008 | 0.1791 | 0.0149 | 4424.2738 | 368.6895 | 19.2013 |