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[60]) |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 58 | 25.7131 | 90.2869 | 0.1244 | 0.5 | 0.5 | 0.5 |
62 | 49 | 58 | 12.3395 | 103.6605 | 0.3496 | 0.7926 | 0.7926 | 0.5 |
63 | 58 | 58 | 2.0775 | 113.9225 | 0.5 | 0.6238 | 0.6238 | 0.5 |
64 | 47 | 58 | -6.5737 | 122.5737 | 0.3692 | 0.5 | 0.5 | 0.5 |
65 | 42 | 58 | -14.1956 | 130.1956 | 0.332 | 0.6174 | 0.6174 | 0.5 |
66 | 62 | 58 | -21.0863 | 137.0863 | 0.4605 | 0.6541 | 0.6541 | 0.5 |
67 | 39 | 58 | -27.423 | 143.423 | 0.3314 | 0.4634 | 0.4634 | 0.5 |
68 | 40 | 58 | -33.321 | 149.321 | 0.3496 | 0.6583 | 0.6583 | 0.5 |
69 | 72 | 58 | -38.8606 | 154.8606 | 0.3885 | 0.6422 | 0.6422 | 0.5 |
70 | 70 | 58 | -44.1 | 160.1 | 0.4089 | 0.3941 | 0.3941 | 0.5 |
71 | 54 | 58 | -49.0834 | 165.0834 | 0.4708 | 0.4131 | 0.4131 | 0.5 |
72 | 65 | 58 | -53.8449 | 169.8449 | 0.4512 | 0.5279 | 0.5279 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.284 | -0.3276 | 0 | 361 | 0 | 0 |
62 | 0.4017 | -0.1552 | 0.2414 | 81 | 221 | 14.8661 |
63 | 0.4919 | 0 | 0.1609 | 0 | 147.3333 | 12.1381 |
64 | 0.568 | -0.1897 | 0.1681 | 121 | 140.75 | 11.8638 |
65 | 0.6351 | -0.2759 | 0.1897 | 256 | 163.8 | 12.7984 |
66 | 0.6957 | 0.069 | 0.1695 | 16 | 139.1667 | 11.7969 |
67 | 0.7514 | -0.3276 | 0.1921 | 361 | 170.8571 | 13.0712 |
68 | 0.8033 | -0.3103 | 0.2069 | 324 | 190 | 13.784 |
69 | 0.852 | 0.2414 | 0.2107 | 196 | 190.6667 | 13.8082 |
70 | 0.8981 | 0.2069 | 0.2103 | 144 | 186 | 13.6382 |
71 | 0.942 | -0.069 | 0.1975 | 16 | 170.5455 | 13.0593 |
72 | 0.9839 | 0.1207 | 0.1911 | 49 | 160.4167 | 12.6656 |