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[47]) |
35 | 212 | - | - | - | - | - | - | - |
36 | 240 | - | - | - | - | - | - | - |
37 | 234 | - | - | - | - | - | - | - |
38 | 217 | - | - | - | - | - | - | - |
39 | 287 | - | - | - | - | - | - | - |
40 | 221 | - | - | - | - | - | - | - |
41 | 208 | - | - | - | - | - | - | - |
42 | 241 | - | - | - | - | - | - | - |
43 | 156 | - | - | - | - | - | - | - |
44 | 96 | - | - | - | - | - | - | - |
45 | 320 | - | - | - | - | - | - | - |
46 | 242 | - | - | - | - | - | - | - |
47 | 227 | - | - | - | - | - | - | - |
48 | 200 | 239.9577 | 178.4672 | 301.4483 | 0.1014 | 0.6602 | 0.4995 | 0.6602 |
49 | 215 | 232.3678 | 167.6591 | 297.0765 | 0.2994 | 0.8366 | 0.4803 | 0.5646 |
50 | 238 | 213.8844 | 148.7496 | 279.0193 | 0.234 | 0.4866 | 0.4627 | 0.3465 |
51 | 279 | 268.688 | 203.501 | 333.875 | 0.3783 | 0.8219 | 0.291 | 0.895 |
52 | 208 | 210.3 | 145.1066 | 275.4934 | 0.4724 | 0.0194 | 0.3738 | 0.3078 |
53 | 262 | 203.1355 | 137.9413 | 268.3296 | 0.0384 | 0.4419 | 0.4419 | 0.2365 |
54 | 259 | 238.8061 | 173.6118 | 304.0004 | 0.2719 | 0.2428 | 0.4737 | 0.6387 |
55 | 167 | 149.1563 | 83.962 | 214.3505 | 0.2958 | 5e-04 | 0.4185 | 0.0096 |
56 | 123 | 94.4816 | 29.2873 | 159.6758 | 0.1956 | 0.0146 | 0.4818 | 0 |
57 | 302 | 299.8479 | 234.6537 | 365.0421 | 0.4742 | 1 | 0.2723 | 0.9857 |
58 | 246 | 240.136 | 174.9424 | 305.3296 | 0.43 | 0.0314 | 0.4777 | 0.6536 |
59 | 235 | 219.062 | 153.8737 | 284.2503 | 0.3159 | 0.209 | 0.4057 | 0.4057 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
48 | 0.1307 | -0.1665 | 0 | 1596.619 | 0 | 0 |
49 | 0.1421 | -0.0747 | 0.1206 | 301.6408 | 949.1299 | 30.808 |
50 | 0.1554 | 0.1128 | 0.118 | 581.5603 | 826.6067 | 28.7508 |
51 | 0.1238 | 0.0384 | 0.0981 | 106.3371 | 646.5393 | 25.4271 |
52 | 0.1582 | -0.0109 | 0.0807 | 5.2899 | 518.2894 | 22.766 |
53 | 0.1637 | 0.2898 | 0.1155 | 3465.0333 | 1009.4134 | 31.7713 |
54 | 0.1393 | 0.0846 | 0.1111 | 407.7937 | 923.4678 | 30.3886 |
55 | 0.223 | 0.1196 | 0.1122 | 318.3994 | 847.8342 | 29.1176 |
56 | 0.3521 | 0.3018 | 0.1332 | 813.3017 | 843.9973 | 29.0516 |
57 | 0.1109 | 0.0072 | 0.1206 | 4.6314 | 760.0607 | 27.5692 |
58 | 0.1385 | 0.0244 | 0.1119 | 34.3866 | 694.0903 | 26.3456 |
59 | 0.1518 | 0.0728 | 0.1086 | 254.0195 | 657.4177 | 25.6402 |