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[35]) |
23 | 195 | - | - | - | - | - | - | - |
24 | 197 | - | - | - | - | - | - | - |
25 | 211 | - | - | - | - | - | - | - |
26 | 156 | - | - | - | - | - | - | - |
27 | 209 | - | - | - | - | - | - | - |
28 | 180 | - | - | - | - | - | - | - |
29 | 185 | - | - | - | - | - | - | - |
30 | 303 | - | - | - | - | - | - | - |
31 | 129 | - | - | - | - | - | - | - |
32 | 85 | - | - | - | - | - | - | - |
33 | 249 | - | - | - | - | - | - | - |
34 | 231 | - | - | - | - | - | - | - |
35 | 212 | - | - | - | - | - | - | - |
36 | 240 | 199.9633 | 148.2372 | 251.6894 | 0.0646 | 0.3242 | 0.5447 | 0.3242 |
37 | 234 | 212.4758 | 159.9433 | 265.0084 | 0.211 | 0.1522 | 0.522 | 0.5071 |
38 | 217 | 154.8105 | 102.2528 | 207.3682 | 0.0102 | 0.0016 | 0.4823 | 0.0165 |
39 | 287 | 209.7942 | 157.2357 | 262.3527 | 0.002 | 0.3941 | 0.5118 | 0.4672 |
40 | 221 | 179.6532 | 127.0947 | 232.2117 | 0.0615 | 0 | 0.4948 | 0.1139 |
41 | 208 | 185.3759 | 132.8174 | 237.9344 | 0.1994 | 0.092 | 0.5056 | 0.1604 |
42 | 241 | 306.1603 | 253.6018 | 358.7188 | 0.0076 | 0.9999 | 0.5469 | 0.9998 |
43 | 156 | 130.4966 | 77.9381 | 183.0551 | 0.1708 | 0 | 0.5223 | 0.0012 |
44 | 96 | 85.2558 | 32.6973 | 137.8143 | 0.3443 | 0.0042 | 0.5038 | 0 |
45 | 320 | 249.549 | 196.9905 | 302.1075 | 0.0043 | 1 | 0.5082 | 0.9193 |
46 | 242 | 230.3331 | 177.7746 | 282.8916 | 0.3318 | 4e-04 | 0.4901 | 0.7529 |
47 | 227 | 212.6761 | 160.1175 | 265.2346 | 0.2966 | 0.1371 | 0.5101 | 0.5101 |
48 | 200 | 200.0821 | 124.8479 | 275.3164 | 0.4991 | 0.2416 | 0.1492 | 0.3781 |
49 | 215 | 212.5162 | 136.6791 | 288.3532 | 0.4744 | 0.6268 | 0.2894 | 0.5053 |
50 | 238 | 154.7882 | 78.9323 | 230.6441 | 0.0158 | 0.0599 | 0.054 | 0.0697 |
51 | 279 | 209.8107 | 133.9542 | 285.6672 | 0.0369 | 0.2332 | 0.0231 | 0.4774 |
52 | 208 | 179.6462 | 103.7897 | 255.5028 | 0.2319 | 0.0051 | 0.1426 | 0.2016 |
53 | 262 | 185.3835 | 109.527 | 261.2401 | 0.0239 | 0.2795 | 0.2795 | 0.2458 |
54 | 259 | 306.2244 | 230.3679 | 382.081 | 0.1112 | 0.8734 | 0.954 | 0.9925 |
55 | 167 | 130.527 | 54.6705 | 206.3835 | 0.173 | 5e-04 | 0.2552 | 0.0176 |
56 | 123 | 85.261 | 9.4045 | 161.1175 | 0.1648 | 0.0173 | 0.3907 | 5e-04 |
57 | 302 | 249.5602 | 173.7036 | 325.4167 | 0.0877 | 0.9995 | 0.0344 | 0.8341 |
58 | 246 | 230.3196 | 154.463 | 306.1761 | 0.3427 | 0.032 | 0.3814 | 0.682 |
59 | 235 | 212.6898 | 136.8332 | 288.5463 | 0.2822 | 0.1947 | 0.3558 | 0.5071 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
36 | 0.132 | 0.2002 | 0 | 1602.9373 | 0 | 0 |
37 | 0.1261 | 0.1013 | 0.1508 | 463.2901 | 1033.1137 | 32.1421 |
38 | 0.1732 | 0.4017 | 0.2344 | 3867.5324 | 1977.92 | 44.4738 |
39 | 0.1278 | 0.368 | 0.2678 | 5960.7299 | 2973.6225 | 54.5309 |
40 | 0.1493 | 0.2301 | 0.2603 | 1709.5571 | 2720.8094 | 52.1614 |
41 | 0.1447 | 0.122 | 0.2372 | 511.85 | 2352.6495 | 48.5041 |
42 | 0.0876 | -0.2128 | 0.2338 | 4245.8662 | 2623.109 | 51.2163 |
43 | 0.2055 | 0.1954 | 0.229 | 650.4226 | 2376.5232 | 48.7496 |
44 | 0.3145 | 0.126 | 0.2175 | 115.4379 | 2125.2915 | 46.1009 |
45 | 0.1075 | 0.2823 | 0.224 | 4963.342 | 2409.0966 | 49.0825 |
46 | 0.1164 | 0.0507 | 0.2082 | 136.1168 | 2202.462 | 46.9304 |
47 | 0.1261 | 0.0674 | 0.1965 | 205.1753 | 2036.0215 | 45.1223 |
48 | 0.1918 | -4e-04 | 0.1814 | 0.0067 | 1879.405 | 43.3521 |
49 | 0.1821 | 0.0117 | 0.1693 | 6.1694 | 1745.6024 | 41.7804 |
50 | 0.25 | 0.5376 | 0.1938 | 6924.2008 | 2090.8423 | 45.7257 |
51 | 0.1845 | 0.3298 | 0.2023 | 4787.1618 | 2259.3623 | 47.5327 |
52 | 0.2154 | 0.1578 | 0.1997 | 803.9363 | 2173.749 | 46.6235 |
53 | 0.2088 | 0.4133 | 0.2116 | 5870.0825 | 2379.1008 | 48.776 |
54 | 0.1264 | -0.1542 | 0.2086 | 2230.1485 | 2371.2612 | 48.6956 |
55 | 0.2965 | 0.2794 | 0.2121 | 1330.2806 | 2319.2122 | 48.1582 |
56 | 0.4539 | 0.4426 | 0.2231 | 1424.2331 | 2276.5942 | 47.7137 |
57 | 0.1551 | 0.2101 | 0.2225 | 2749.9377 | 2298.1098 | 47.9386 |
58 | 0.168 | 0.0681 | 0.2158 | 245.8763 | 2208.8822 | 46.9987 |
59 | 0.182 | 0.1049 | 0.2112 | 497.746 | 2137.5849 | 46.234 |