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[65]) |
53 | 919.32 | - | - | - | - | - | - | - |
54 | 987.48 | - | - | - | - | - | - | - |
55 | 1020.62 | - | - | - | - | - | - | - |
56 | 1057.08 | - | - | - | - | - | - | - |
57 | 1036.19 | - | - | - | - | - | - | - |
58 | 1095.63 | - | - | - | - | - | - | - |
59 | 1115.1 | - | - | - | - | - | - | - |
60 | 1073.87 | - | - | - | - | - | - | - |
61 | 1104.49 | - | - | - | - | - | - | - |
62 | 1169.43 | - | - | - | - | - | - | - |
63 | 1186.69 | - | - | - | - | - | - | - |
64 | 1089.41 | - | - | - | - | - | - | - |
65 | 1030.71 | - | - | - | - | - | - | - |
66 | 1101.6 | 1011.0416 | 890.6421 | 1118.5557 | 0.0494 | 0.36 | 0.6662 | 0.36 |
67 | 1049.33 | 1004.6128 | 793.4685 | 1178.5166 | 0.3071 | 0.1372 | 0.4284 | 0.3843 |
68 | 1141.2 | 1002.5295 | 710.0749 | 1227.1612 | 0.1131 | 0.3415 | 0.317 | 0.4029 |
69 | 1183.26 | 1001.8564 | 633.6383 | 1267.2549 | 0.0902 | 0.1517 | 0.3999 | 0.4156 |
70 | 1180.55 | 1001.6391 | 559.6883 | 1301.2727 | 0.1209 | 0.1174 | 0.2693 | 0.4246 |
71 | 1258.51 | 1001.5689 | 484.6903 | 1330.923 | 0.0631 | 0.1434 | 0.2496 | 0.4312 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
66 | 0.0543 | 0.0896 | 0 | 8200.8261 | 0 | 0 |
67 | 0.0883 | 0.0445 | 0.067 | 1999.629 | 5100.2275 | 71.4159 |
68 | 0.1143 | 0.1383 | 0.0908 | 19229.4967 | 9809.9839 | 99.0454 |
69 | 0.1352 | 0.1811 | 0.1134 | 32907.2701 | 15584.3055 | 124.8371 |
70 | 0.1526 | 0.1786 | 0.1264 | 32009.1174 | 18869.2678 | 137.3655 |
71 | 0.1678 | 0.2565 | 0.1481 | 66018.7042 | 26727.5072 | 163.4855 |