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[24]) |
12 | 65 | - | - | - | - | - | - | - |
13 | 68 | - | - | - | - | - | - | - |
14 | 73 | - | - | - | - | - | - | - |
15 | 71 | - | - | - | - | - | - | - |
16 | 71 | - | - | - | - | - | - | - |
17 | 70 | - | - | - | - | - | - | - |
18 | 69 | - | - | - | - | - | - | - |
19 | 65 | - | - | - | - | - | - | - |
20 | 57 | - | - | - | - | - | - | - |
21 | 57 | - | - | - | - | - | - | - |
22 | 57 | - | - | - | - | - | - | - |
23 | 55 | - | - | - | - | - | - | - |
24 | 65 | - | - | - | - | - | - | - |
25 | 65 | 69.9852 | 57.9492 | 82.0212 | 0.2085 | 0.7915 | 0.6268 | 0.7915 |
26 | 64 | 72.4703 | 50.787 | 94.1537 | 0.2219 | 0.7502 | 0.4809 | 0.7502 |
27 | 60 | 73.7092 | 43.5047 | 103.9138 | 0.1868 | 0.7357 | 0.5698 | 0.714 |
28 | 43 | 74.3269 | 36.652 | 112.0017 | 0.0516 | 0.772 | 0.5687 | 0.6862 |
29 | 47 | 74.6347 | 30.3571 | 118.9124 | 0.1106 | 0.9193 | 0.5813 | 0.6651 |
30 | 40 | 74.7882 | 24.5986 | 124.9778 | 0.0871 | 0.8611 | 0.5894 | 0.6489 |
31 | 31 | 74.8647 | 19.3107 | 130.4188 | 0.0609 | 0.8907 | 0.6361 | 0.6361 |
32 | 27 | 74.9029 | 14.4223 | 135.3835 | 0.0603 | 0.9226 | 0.7191 | 0.6259 |
33 | 24 | 74.9219 | 9.87 | 139.9738 | 0.0625 | 0.9256 | 0.7054 | 0.6175 |
34 | 23 | 74.9314 | 5.601 | 144.2617 | 0.071 | 0.925 | 0.6939 | 0.6106 |
35 | 17 | 74.9361 | 1.5727 | 148.2995 | 0.0608 | 0.9174 | 0.7029 | 0.6047 |
36 | 16 | 74.9385 | -2.2493 | 152.1263 | 0.0672 | 0.9294 | 0.5996 | 0.5996 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
25 | 0.0877 | -0.0712 | 0 | 24.8518 | 0 | 0 |
26 | 0.1527 | -0.1169 | 0.0941 | 71.7466 | 48.2992 | 6.9498 |
27 | 0.2091 | -0.186 | 0.1247 | 187.9433 | 94.8472 | 9.739 |
28 | 0.2586 | -0.4215 | 0.1989 | 981.3718 | 316.4784 | 17.7898 |
29 | 0.3027 | -0.3703 | 0.2332 | 763.679 | 405.9185 | 20.1474 |
30 | 0.3424 | -0.4652 | 0.2718 | 1210.221 | 539.9689 | 23.2372 |
31 | 0.3786 | -0.5859 | 0.3167 | 1924.116 | 737.7042 | 27.1607 |
32 | 0.412 | -0.6395 | 0.3571 | 2294.687 | 932.3271 | 30.534 |
33 | 0.443 | -0.6797 | 0.3929 | 2593.0406 | 1116.8508 | 33.4193 |
34 | 0.4721 | -0.6931 | 0.4229 | 2696.8689 | 1274.8526 | 35.7051 |
35 | 0.4995 | -0.7731 | 0.4548 | 3356.5931 | 1464.1017 | 38.2636 |
36 | 0.5255 | -0.7865 | 0.4824 | 3473.743 | 1631.5719 | 40.3927 |