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 | 542 | - | - | - | - | - | - | - |
37 | 527 | - | - | - | - | - | - | - |
38 | 510 | - | - | - | - | - | - | - |
39 | 514 | - | - | - | - | - | - | - |
40 | 517 | - | - | - | - | - | - | - |
41 | 508 | - | - | - | - | - | - | - |
42 | 493 | - | - | - | - | - | - | - |
43 | 490 | - | - | - | - | - | - | - |
44 | 469 | - | - | - | - | - | - | - |
45 | 478 | - | - | - | - | - | - | - |
46 | 528 | - | - | - | - | - | - | - |
47 | 534 | - | - | - | - | - | - | - |
48 | 518 | - | - | - | - | - | - | - |
49 | 506 | 500.3794 | 484.3941 | 516.3646 | 0.2454 | 0.0154 | 5e-04 | 0.0154 |
50 | 502 | 483.2454 | 461.8594 | 504.6314 | 0.0428 | 0.0185 | 0.0071 | 7e-04 |
51 | 516 | 488.8042 | 462.2555 | 515.353 | 0.0223 | 0.165 | 0.0314 | 0.0156 |
52 | 528 | 490.9603 | 458.0571 | 523.8634 | 0.0137 | 0.0679 | 0.0604 | 0.0536 |
53 | 533 | 482.1498 | 444.3023 | 519.9974 | 0.0042 | 0.0088 | 0.0903 | 0.0317 |
54 | 536 | 467.4509 | 424.8862 | 510.0157 | 8e-04 | 0.0013 | 0.1197 | 0.01 |
55 | 537 | 464.2208 | 417.0796 | 511.362 | 0.0012 | 0.0014 | 0.1419 | 0.0127 |
56 | 524 | 443.3191 | 392.0897 | 494.5485 | 0.001 | 2e-04 | 0.1629 | 0.0021 |
57 | 536 | 452.3648 | 397.2465 | 507.4832 | 0.0015 | 0.0054 | 0.181 | 0.0098 |
58 | 587 | 502.31 | 443.5078 | 561.1122 | 0.0024 | 0.1307 | 0.1959 | 0.3005 |
59 | 597 | 508.3446 | 446.0911 | 570.5981 | 0.0026 | 0.0066 | 0.2096 | 0.3806 |
60 | 581 | 492.3477 | 426.7967 | 557.8987 | 0.004 | 9e-04 | 0.2215 | 0.2215 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0163 | 0.0112 | 0 | 31.5914 | 0 | 0 |
50 | 0.0226 | 0.0388 | 0.025 | 351.7347 | 191.6631 | 13.8442 |
51 | 0.0277 | 0.0556 | 0.0352 | 739.6091 | 374.3117 | 19.3471 |
52 | 0.0342 | 0.0754 | 0.0453 | 1371.9431 | 623.7196 | 24.9744 |
53 | 0.04 | 0.1055 | 0.0573 | 2585.7403 | 1016.1237 | 31.8767 |
54 | 0.0465 | 0.1466 | 0.0722 | 4698.9737 | 1629.932 | 40.3724 |
55 | 0.0518 | 0.1568 | 0.0843 | 5296.8128 | 2153.7722 | 46.4088 |
56 | 0.059 | 0.182 | 0.0965 | 6509.4082 | 2698.2267 | 51.9445 |
57 | 0.0622 | 0.1849 | 0.1063 | 6994.842 | 3175.6284 | 56.3527 |
58 | 0.0597 | 0.1686 | 0.1125 | 7172.3984 | 3575.3054 | 59.7939 |
59 | 0.0625 | 0.1744 | 0.1182 | 7859.7764 | 3964.8027 | 62.9667 |
60 | 0.0679 | 0.1801 | 0.1233 | 7859.2263 | 4289.338 | 65.493 |