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 | 788.4236 | 679.6316 | 897.2156 | 0.4045 | 0.105 | 0.9688 | 0.105 |
74 | 785 | 737.9916 | 627.7067 | 848.2764 | 0.2017 | 0.2554 | 0.9842 | 0.0165 |
75 | 1006 | 795.4814 | 682.8192 | 908.1437 | 1e-04 | 0.5723 | 0.9193 | 0.1384 |
76 | 789 | 703.8427 | 582.3703 | 825.315 | 0.0847 | 0 | 0.4286 | 0.0064 |
77 | 734 | 739.7628 | 616.9425 | 862.583 | 0.4634 | 0.216 | 0.9614 | 0.0296 |
78 | 906 | 864.0019 | 739.648 | 988.3558 | 0.254 | 0.9798 | 0.2062 | 0.5377 |
79 | 532 | 487.1548 | 360.773 | 613.5365 | 0.2434 | 0 | 0.2483 | 0 |
80 | 387 | 378.3821 | 251.2585 | 505.5056 | 0.4471 | 0.0089 | 0.6292 | 0 |
81 | 991 | 830.0506 | 702.2357 | 957.8655 | 0.0068 | 1 | 0.0912 | 0.3341 |
82 | 841 | 791.9632 | 663.5229 | 920.4036 | 0.2271 | 0.0012 | 0.2912 | 0.1568 |
83 | 892 | 701.4414 | 572.6597 | 830.2231 | 0.0019 | 0.0168 | 0.4602 | 0.0086 |
84 | 782 | 759.6901 | 630.6245 | 888.7557 | 0.3674 | 0.0223 | 0.0677 | 0.0677 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0704 | -0.017 | 0 | 180.1937 | 0 | 0 |
74 | 0.0762 | 0.0637 | 0.0404 | 2209.7923 | 1194.993 | 34.5687 |
75 | 0.0723 | 0.2646 | 0.1151 | 44318.0624 | 15569.3495 | 124.7772 |
76 | 0.0881 | 0.121 | 0.1166 | 7251.7705 | 13489.9547 | 116.1463 |
77 | 0.0847 | -0.0078 | 0.0948 | 33.2095 | 10798.6057 | 103.9163 |
78 | 0.0734 | 0.0486 | 0.0871 | 1763.8429 | 9292.8119 | 96.3992 |
79 | 0.1324 | 0.0921 | 0.0878 | 2011.0958 | 8252.5667 | 90.8436 |
80 | 0.1714 | 0.0228 | 0.0797 | 74.2687 | 7230.2795 | 85.0311 |
81 | 0.0786 | 0.1939 | 0.0924 | 25904.714 | 9305.2166 | 96.4636 |
82 | 0.0827 | 0.0619 | 0.0893 | 2404.6058 | 8615.1555 | 92.8179 |
83 | 0.0937 | 0.2717 | 0.1059 | 36312.577 | 11133.103 | 105.5135 |
84 | 0.0867 | 0.0294 | 0.0995 | 497.7306 | 10246.8219 | 101.2266 |