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[73]) |
61 | 501.866 | - | - | - | - | - | - | - |
62 | 516.141 | - | - | - | - | - | - | - |
63 | 528.222 | - | - | - | - | - | - | - |
64 | 532.638 | - | - | - | - | - | - | - |
65 | 536.322 | - | - | - | - | - | - | - |
66 | 536.535 | - | - | - | - | - | - | - |
67 | 523.597 | - | - | - | - | - | - | - |
68 | 536.214 | - | - | - | - | - | - | - |
69 | 586.57 | - | - | - | - | - | - | - |
70 | 596.594 | - | - | - | - | - | - | - |
71 | 580.523 | - | - | - | - | - | - | - |
72 | 564.478 | - | - | - | - | - | - | - |
73 | 557.56 | - | - | - | - | - | - | - |
74 | 575.093 | 568.9892 | 554.3157 | 583.6627 | 0.2074 | 0.9366 | 1 | 0.9366 |
75 | 580.112 | 579.1268 | 556.4849 | 601.7686 | 0.466 | 0.6365 | 1 | 0.969 |
76 | 574.761 | 580.2489 | 550.3116 | 610.1862 | 0.3597 | 0.5036 | 0.9991 | 0.9313 |
77 | 563.25 | 578.9056 | 541.9195 | 615.8916 | 0.2034 | 0.5869 | 0.988 | 0.871 |
78 | 551.531 | 578.8406 | 534.9325 | 622.7488 | 0.1114 | 0.7568 | 0.9705 | 0.8289 |
79 | 537.034 | 565.3046 | 514.5614 | 616.0477 | 0.1374 | 0.7026 | 0.9464 | 0.6176 |
80 | 544.686 | 575.5068 | 518.0044 | 633.0092 | 0.1467 | 0.9051 | 0.9098 | 0.7296 |
81 | 600.991 | 627.1382 | 562.9517 | 691.3247 | 0.2123 | 0.9941 | 0.8923 | 0.9832 |
82 | 604.378 | 636.6617 | 565.8695 | 707.4539 | 0.1857 | 0.8383 | 0.8664 | 0.9857 |
83 | 586.111 | 621.2811 | 543.9663 | 698.5959 | 0.1863 | 0.6659 | 0.8493 | 0.9469 |
84 | 563.668 | 606.5387 | 522.7889 | 690.2884 | 0.1579 | 0.6837 | 0.8375 | 0.8742 |
85 | 548.604 | 599.478 | 509.3849 | 689.5711 | 0.1342 | 0.782 | 0.8191 | 0.8191 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
74 | 0.0132 | 0.0107 | 0 | 37.2563 | 0 | 0 |
75 | 0.0199 | 0.0017 | 0.0062 | 0.9707 | 19.1135 | 4.3719 |
76 | 0.0263 | -0.0095 | 0.0073 | 30.117 | 22.7813 | 4.773 |
77 | 0.0326 | -0.027 | 0.0122 | 245.097 | 78.3602 | 8.8521 |
78 | 0.0387 | -0.0472 | 0.0192 | 745.8169 | 211.8515 | 14.5551 |
79 | 0.0458 | -0.05 | 0.0244 | 799.2247 | 309.7471 | 17.5996 |
80 | 0.051 | -0.0536 | 0.0285 | 949.9203 | 401.2004 | 20.03 |
81 | 0.0522 | -0.0417 | 0.0302 | 683.6762 | 436.5099 | 20.8928 |
82 | 0.0567 | -0.0507 | 0.0325 | 1042.2375 | 503.8129 | 22.4458 |
83 | 0.0635 | -0.0566 | 0.0349 | 1236.936 | 577.1252 | 24.0234 |
84 | 0.0704 | -0.0707 | 0.0381 | 1837.8963 | 691.7408 | 26.301 |
85 | 0.0767 | -0.0849 | 0.042 | 2588.1605 | 849.7758 | 29.1509 |