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[50]) |
38 | 336 | - | - | - | - | - | - | - |
39 | 327 | - | - | - | - | - | - | - |
40 | 302 | - | - | - | - | - | - | - |
41 | 299 | - | - | - | - | - | - | - |
42 | 311 | - | - | - | - | - | - | - |
43 | 315 | - | - | - | - | - | - | - |
44 | 264 | - | - | - | - | - | - | - |
45 | 278 | - | - | - | - | - | - | - |
46 | 278 | - | - | - | - | - | - | - |
47 | 287 | - | - | - | - | - | - | - |
48 | 279 | - | - | - | - | - | - | - |
49 | 324 | - | - | - | - | - | - | - |
50 | 354 | - | - | - | - | - | - | - |
51 | 354 | 354.2913 | 336.8896 | 371.693 | 0.4869 | 0.5131 | 0.9989 | 0.5131 |
52 | 360 | 330.1696 | 306.2331 | 354.1062 | 0.0073 | 0.0255 | 0.9895 | 0.0255 |
53 | 363 | 334.3692 | 302.2431 | 366.4954 | 0.0403 | 0.0589 | 0.9845 | 0.1155 |
54 | 385 | 352.8957 | 312.6889 | 393.1024 | 0.0588 | 0.3112 | 0.9794 | 0.4785 |
55 | 412 | 364.0445 | 315.3484 | 412.7407 | 0.0268 | 0.1995 | 0.9758 | 0.657 |
56 | 370 | 320.6516 | 263.2538 | 378.0494 | 0.046 | 9e-04 | 0.9735 | 0.1274 |
57 | 389 | 337.2751 | 270.9521 | 403.5981 | 0.0632 | 0.1667 | 0.9601 | 0.3106 |
58 | 395 | 343.2842 | 267.8608 | 418.7075 | 0.0895 | 0.1174 | 0.9551 | 0.3903 |
59 | 417 | 356.9858 | 272.3252 | 441.6464 | 0.0824 | 0.1894 | 0.9474 | 0.5276 |
60 | 404 | 341.5205 | 247.4941 | 435.5468 | 0.0964 | 0.0578 | 0.9038 | 0.3974 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
51 | 0.0251 | -8e-04 | 0 | 0.0849 | 0 | 0 |
52 | 0.037 | 0.0903 | 0.0456 | 889.8499 | 444.9674 | 21.0943 |
53 | 0.049 | 0.0856 | 0.0589 | 819.7217 | 569.8855 | 23.8723 |
54 | 0.0581 | 0.091 | 0.0669 | 1030.6885 | 685.0863 | 26.1742 |
55 | 0.0682 | 0.1317 | 0.0799 | 2299.7256 | 1008.0141 | 31.7492 |
56 | 0.0913 | 0.1539 | 0.0922 | 2435.2611 | 1245.8886 | 35.2971 |
57 | 0.1003 | 0.1534 | 0.101 | 2675.4624 | 1450.1134 | 38.0804 |
58 | 0.1121 | 0.1507 | 0.1072 | 2674.5256 | 1603.165 | 40.0395 |
59 | 0.121 | 0.1681 | 0.1139 | 3601.7005 | 1825.2245 | 42.7226 |
60 | 0.1405 | 0.1829 | 0.1208 | 3903.6903 | 2033.0711 | 45.0896 |