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[48]) |
36 | 619 | - | - | - | - | - | - | - |
37 | 627 | - | - | - | - | - | - | - |
38 | 593 | - | - | - | - | - | - | - |
39 | 535 | - | - | - | - | - | - | - |
40 | 536 | - | - | - | - | - | - | - |
41 | 504 | - | - | - | - | - | - | - |
42 | 487 | - | - | - | - | - | - | - |
43 | 477 | - | - | - | - | - | - | - |
44 | 435 | - | - | - | - | - | - | - |
45 | 433 | - | - | - | - | - | - | - |
46 | 393 | - | - | - | - | - | - | - |
47 | 389 | - | - | - | - | - | - | - |
48 | 377 | - | - | - | - | - | - | - |
49 | 339 | 346.3723 | 248.8552 | 443.8894 | 0.4411 | 0.2691 | 0 | 0.2691 |
50 | 370 | 330.3863 | 218.8178 | 441.9548 | 0.2432 | 0.4399 | 0 | 0.2064 |
51 | 350 | 315.8218 | 196.8245 | 434.8191 | 0.2867 | 0.1861 | 2e-04 | 0.1568 |
52 | 341 | 293.9354 | 150.8564 | 437.0144 | 0.2596 | 0.2212 | 5e-04 | 0.1276 |
53 | 367 | 275.9038 | 114.5226 | 437.2851 | 0.1343 | 0.2146 | 0.0028 | 0.1098 |
54 | 396 | 259.7723 | 84.325 | 435.2195 | 0.064 | 0.1155 | 0.0056 | 0.0952 |
55 | 408 | 241.2292 | 46.6751 | 435.7832 | 0.0465 | 0.0595 | 0.0088 | 0.0857 |
56 | 405 | 223.5848 | 10.0198 | 437.1498 | 0.048 | 0.0453 | 0.0262 | 0.0796 |
57 | 391 | 207.0849 | -23.904 | 438.0739 | 0.0593 | 0.0465 | 0.0276 | 0.0747 |
58 | 396 | 189.9937 | -59.9476 | 439.935 | 0.0531 | 0.0575 | 0.0557 | 0.0713 |
59 | 368 | 173.1429 | -96.2912 | 442.5769 | 0.0782 | 0.0525 | 0.0582 | 0.069 |
60 | 356 | 156.9038 | -131.6499 | 445.4574 | 0.0881 | 0.0758 | 0.0675 | 0.0675 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1436 | -0.0213 | 0 | 54.3508 | 0 | 0 |
50 | 0.1723 | 0.1199 | 0.0706 | 1569.2425 | 811.7966 | 28.492 |
51 | 0.1922 | 0.1082 | 0.0831 | 1168.1517 | 930.5817 | 30.5054 |
52 | 0.2484 | 0.1601 | 0.1024 | 2215.0734 | 1251.7046 | 35.3794 |
53 | 0.2984 | 0.3302 | 0.1479 | 8298.5113 | 2661.0659 | 51.5855 |
54 | 0.3446 | 0.5244 | 0.2107 | 18557.9961 | 5310.5543 | 72.8736 |
55 | 0.4115 | 0.6913 | 0.2793 | 27812.5081 | 8525.1191 | 92.3316 |
56 | 0.4873 | 0.8114 | 0.3459 | 32911.4709 | 11573.4131 | 107.5798 |
57 | 0.5691 | 0.8881 | 0.4061 | 33824.753 | 14045.7842 | 118.5149 |
58 | 0.6712 | 1.0843 | 0.4739 | 42438.5938 | 16885.0652 | 129.9425 |
59 | 0.7939 | 1.1254 | 0.5331 | 37969.3027 | 18801.814 | 137.1197 |
60 | 0.9383 | 1.2689 | 0.5945 | 39639.3161 | 20538.2725 | 143.3118 |