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[35]) |
29 | 301 | - | - | - | - | - | - | - |
30 | 426 | - | - | - | - | - | - | - |
31 | 265 | - | - | - | - | - | - | - |
32 | 210 | - | - | - | - | - | - | - |
33 | 429 | - | - | - | - | - | - | - |
34 | 440 | - | - | - | - | - | - | - |
35 | 357 | - | - | - | - | - | - | - |
36 | 431 | 303.2283 | 250.3254 | 378.4141 | 4e-04 | 0.0805 | 7e-04 | 0.0805 |
37 | 442 | 353.3562 | 285.8912 | 453.1971 | 0.0409 | 0.0637 | 0.9586 | 0.4715 |
38 | 422 | 329.4179 | 269.0278 | 417.1165 | 0.0193 | 0.0059 | 0.9962 | 0.2688 |
39 | 544 | 328.4242 | 268.19 | 415.9135 | 0 | 0.018 | 0.0121 | 0.261 |
40 | 420 | 394.9325 | 314.2884 | 518.3849 | 0.3453 | 0.009 | 0.2371 | 0.7265 |
41 | 396 | 302.857 | 249.9109 | 378.1688 | 0.0077 | 0.0011 | 0.0794 | 0.0794 |
42 | 482 | 417.9367 | 329.7582 | 555.3406 | 0.1804 | 0.6228 | 0.4261 | 0.8076 |
43 | 261 | 268.5283 | 224.8318 | 328.9209 | 0.4035 | 0 | 0 | 0.002 |
44 | 211 | 214.101 | 183.7441 | 254.0932 | 0.4396 | 0.0108 | 0 | 0 |
45 | 448 | 422.7957 | 333.0009 | 563.236 | 0.3625 | 0.9984 | 0.0454 | 0.8208 |
46 | 468 | 437.5451 | 342.7854 | 587.4122 | 0.3452 | 0.4456 | 0.5907 | 0.8539 |
47 | 464 | 353.9269 | 286.0911 | 454.5031 | 0.016 | 0.0131 | 0.2061 | 0.4761 |
48 | 425 | 307.6544 | 236.9137 | 423.6834 | 0.0237 | 0.0041 | 0.0016 | 0.2023 |
49 | 415 | 348.0577 | 262.3568 | 495.2738 | 0.1864 | 0.1528 | 0.8768 | 0.4526 |
50 | 433 | 321.2832 | 245.5825 | 447.4364 | 0.0413 | 0.0727 | 0.9567 | 0.2895 |
51 | 531 | 332.2762 | 252.4314 | 467.1118 | 0.0019 | 0.0716 | 0.0463 | 0.3597 |
52 | 457 | 396.8997 | 291.8139 | 587.6724 | 0.2685 | 0.0841 | 0.2325 | 0.6591 |
53 | 380 | 305.1137 | 235.1958 | 419.5453 | 0.0998 | 0.0046 | 0.0033 | 0.1871 |
54 | 481 | 410.8751 | 299.9448 | 615.5276 | 0.2509 | 0.6163 | 0.4462 | 0.6971 |
55 | 302 | 271.757 | 213.3657 | 363.686 | 0.2595 | 0 | 0.0011 | 0.0346 |
56 | 216 | 217.9542 | 176.7239 | 278.703 | 0.4749 | 0.0033 | 0 | 0 |
57 | 509 | 417.2906 | 303.6917 | 628.3397 | 0.1972 | 0.9692 | 0.1455 | 0.7122 |
58 | 417 | 435.3396 | 314.1313 | 664.9784 | 0.4378 | 0.2648 | 0.4267 | 0.7481 |
59 | 370 | 351.1683 | 264.0871 | 501.5188 | 0.403 | 0.1954 | 0.3535 | 0.4697 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
36 | 0.1265 | 0.4214 | 0 | 16325.6153 | 0 | 0 |
37 | 0.1442 | 0.2509 | 0.3361 | 7857.7265 | 12091.6709 | 109.9621 |
38 | 0.1358 | 0.281 | 0.3178 | 8571.4419 | 10918.2612 | 104.4905 |
39 | 0.1359 | 0.6564 | 0.4024 | 46472.9185 | 19806.9255 | 140.7371 |
40 | 0.1595 | 0.0635 | 0.3346 | 628.3774 | 15971.2159 | 126.3773 |
41 | 0.1269 | 0.3075 | 0.3301 | 8675.6268 | 14755.2844 | 121.4713 |
42 | 0.1677 | 0.1533 | 0.3049 | 4104.1117 | 13233.6883 | 115.0378 |
43 | 0.1147 | -0.028 | 0.2703 | 56.6755 | 11586.5617 | 107.6409 |
44 | 0.0953 | -0.0145 | 0.2418 | 9.6161 | 10300.2344 | 101.4901 |
45 | 0.1695 | 0.0596 | 0.2236 | 635.2583 | 9333.7368 | 96.6113 |
46 | 0.1748 | 0.0696 | 0.2096 | 927.5028 | 8569.5337 | 92.5718 |
47 | 0.145 | 0.311 | 0.2181 | 12116.0965 | 8865.0806 | 94.1546 |
48 | 0.1924 | 0.3814 | 0.2306 | 13770.0007 | 9242.3822 | 96.1373 |
49 | 0.2158 | 0.1923 | 0.2279 | 4481.2771 | 8902.3032 | 94.352 |
50 | 0.2003 | 0.3477 | 0.2359 | 12480.6537 | 9140.8599 | 95.6078 |
51 | 0.207 | 0.5981 | 0.2585 | 39491.1661 | 11037.7541 | 105.0607 |
52 | 0.2452 | 0.1514 | 0.2522 | 3612.0438 | 10600.9476 | 102.9609 |
53 | 0.1913 | 0.2454 | 0.2518 | 5607.9524 | 10323.559 | 101.6049 |
54 | 0.2541 | 0.1707 | 0.2476 | 4917.5027 | 10039.0297 | 100.195 |
55 | 0.1726 | 0.1113 | 0.2408 | 914.6418 | 9582.8103 | 97.8918 |
56 | 0.1422 | -0.009 | 0.2297 | 3.8187 | 9126.6678 | 95.5336 |
57 | 0.258 | 0.2198 | 0.2293 | 8410.6116 | 9094.1198 | 95.3631 |
58 | 0.2691 | -0.0421 | 0.2211 | 336.3403 | 8713.3468 | 93.3453 |
59 | 0.2184 | 0.0536 | 0.2141 | 354.6331 | 8365.0671 | 91.4607 |