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 | 551.45 | - | - | - | - | - | - | - |
61 | 604.41 | - | - | - | - | - | - | - |
62 | 625.29 | - | - | - | - | - | - | - |
63 | 623.56 | - | - | - | - | - | - | - |
64 | 577.42 | - | - | - | - | - | - | - |
65 | 572.28 | - | - | - | - | - | - | - |
66 | 571.69 | - | - | - | - | - | - | - |
67 | 596.28 | - | - | - | - | - | - | - |
68 | 560 | - | - | - | - | - | - | - |
69 | 577.93 | - | - | - | - | - | - | - |
70 | 606.51 | - | - | - | - | - | - | - |
71 | 597.31 | - | - | - | - | - | - | - |
72 | 607.58 | - | - | - | - | - | - | - |
73 | 648.14 | 607.58 | 568.8022 | 647.6364 | 0.0236 | 0.5 | 0.5616 | 0.5 |
74 | 737.48 | 607.58 | 553.1144 | 664.6028 | 0 | 0.0816 | 0.2714 | 0.5 |
75 | 708.73 | 607.58 | 541.2255 | 677.7703 | 0.0024 | 1e-04 | 0.3277 | 0.5 |
76 | 674.01 | 607.58 | 531.303 | 688.9714 | 0.0548 | 0.0074 | 0.7662 | 0.5 |
77 | 679.9 | 607.58 | 522.6372 | 698.9159 | 0.0603 | 0.077 | 0.7756 | 0.5 |
78 | 674.93 | 607.58 | 514.864 | 707.9676 | 0.0943 | 0.079 | 0.7583 | 0.5 |
79 | 663.38 | 607.58 | 507.7672 | 716.343 | 0.1573 | 0.1124 | 0.5807 | 0.5 |
80 | 665.69 | 607.58 | 501.206 | 724.1828 | 0.1643 | 0.1741 | 0.7881 | 0.5 |
81 | 684.21 | 607.58 | 495.0824 | 731.5851 | 0.1129 | 0.1792 | 0.6803 | 0.5 |
82 | 703.71 | 607.58 | 489.3252 | 738.6209 | 0.0752 | 0.1259 | 0.5064 | 0.5 |
83 | 755.42 | 607.58 | 483.8806 | 745.3441 | 0.0177 | 0.0857 | 0.5581 | 0.5 |
84 | 772.43 | 607.58 | 478.7067 | 751.7965 | 0.0125 | 0.0223 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.0336 | 0.0668 | 0 | 1645.1136 | 0 | 0 |
74 | 0.0479 | 0.2138 | 0.1403 | 16874.01 | 9259.5618 | 96.2266 |
75 | 0.0589 | 0.1665 | 0.149 | 10231.3225 | 9583.482 | 97.8953 |
76 | 0.0683 | 0.1093 | 0.1391 | 4412.9449 | 8290.8477 | 91.0541 |
77 | 0.0767 | 0.119 | 0.1351 | 5230.1824 | 7678.7147 | 87.6283 |
78 | 0.0843 | 0.1108 | 0.131 | 4536.0225 | 7154.9326 | 84.5868 |
79 | 0.0913 | 0.0918 | 0.1254 | 3113.64 | 6577.6051 | 81.1024 |
80 | 0.0979 | 0.0956 | 0.1217 | 3376.7721 | 6177.501 | 78.5971 |
81 | 0.1041 | 0.1261 | 0.1222 | 5872.1569 | 6143.5739 | 78.381 |
82 | 0.11 | 0.1582 | 0.1258 | 9240.9769 | 6453.3142 | 80.3325 |
83 | 0.1157 | 0.2433 | 0.1365 | 21856.6656 | 7853.6189 | 88.6206 |
84 | 0.1211 | 0.2713 | 0.1477 | 27175.5225 | 9463.7775 | 97.2819 |