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[72]) |
60 | 629 | - | - | - | - | - | - | - |
61 | 685 | - | - | - | - | - | - | - |
62 | 617 | - | - | - | - | - | - | - |
63 | 715 | - | - | - | - | - | - | - |
64 | 715 | - | - | - | - | - | - | - |
65 | 629 | - | - | - | - | - | - | - |
66 | 916 | - | - | - | - | - | - | - |
67 | 531 | - | - | - | - | - | - | - |
68 | 357 | - | - | - | - | - | - | - |
69 | 917 | - | - | - | - | - | - | - |
70 | 828 | - | - | - | - | - | - | - |
71 | 708 | - | - | - | - | - | - | - |
72 | 858 | - | - | - | - | - | - | - |
73 | 775 | 777.2061 | 661.9781 | 892.4341 | 0.485 | 0.0847 | 0.9416 | 0.0847 |
74 | 785 | 700.8281 | 583.0221 | 818.6342 | 0.0807 | 0.1086 | 0.9184 | 0.0045 |
75 | 1006 | 717.1721 | 596.8552 | 837.489 | 0 | 0.1346 | 0.5141 | 0.0109 |
76 | 789 | 668.409 | 547.7338 | 789.0843 | 0.0251 | 0 | 0.2246 | 0.001 |
77 | 734 | 688.2212 | 567.3939 | 809.0485 | 0.2289 | 0.051 | 0.8316 | 0.0029 |
78 | 906 | 839.2661 | 718.4055 | 960.1268 | 0.1396 | 0.9561 | 0.1067 | 0.3806 |
79 | 532 | 469.3506 | 348.4791 | 590.2221 | 0.1548 | 0 | 0.1587 | 0 |
80 | 387 | 345.2949 | 224.4206 | 466.1691 | 0.2494 | 0.0012 | 0.4247 | 0 |
81 | 991 | 817.2479 | 696.3728 | 938.1229 | 0.0024 | 1 | 0.0529 | 0.2544 |
82 | 841 | 765.0576 | 644.1823 | 885.9329 | 0.1091 | 1e-04 | 0.1537 | 0.0659 |
83 | 892 | 686.9204 | 566.045 | 807.7957 | 4e-04 | 0.0062 | 0.3662 | 0.0028 |
84 | 782 | 771.9565 | 651.0811 | 892.8318 | 0.4353 | 0.0258 | 0.0815 | 0.0815 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0756 | -0.0028 | 0 | 4.867 | 0 | 0 |
74 | 0.0858 | 0.1201 | 0.0615 | 7084.9033 | 3544.8852 | 59.5389 |
75 | 0.0856 | 0.4027 | 0.1752 | 83421.5544 | 30170.4416 | 173.6964 |
76 | 0.0921 | 0.1804 | 0.1765 | 14542.1804 | 26263.3763 | 162.0598 |
77 | 0.0896 | 0.0665 | 0.1545 | 2095.6971 | 21429.8405 | 146.3893 |
78 | 0.0735 | 0.0795 | 0.142 | 4453.4081 | 18600.4351 | 136.3834 |
79 | 0.1314 | 0.1335 | 0.1408 | 3924.9489 | 16503.937 | 128.4676 |
80 | 0.1786 | 0.1208 | 0.1383 | 1739.3158 | 14658.3594 | 121.0717 |
81 | 0.0755 | 0.2126 | 0.1466 | 30189.8078 | 16384.0759 | 128.0003 |
82 | 0.0806 | 0.0993 | 0.1418 | 5767.2519 | 15322.3935 | 123.7837 |
83 | 0.0898 | 0.2985 | 0.1561 | 42057.6492 | 17752.8713 | 133.2399 |
84 | 0.0799 | 0.013 | 0.1442 | 100.8727 | 16281.8714 | 127.6004 |