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[60]) |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | - | - | - | - | - | - | - |
50 | 56 | - | - | - | - | - | - | - |
51 | 58 | - | - | - | - | - | - | - |
52 | 50 | - | - | - | - | - | - | - |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 60 | 37.3856 | 82.6144 | 0.0344 | 0.5688 | 0.5 | 0.5688 |
62 | 49 | 56 | 33.3856 | 78.6144 | 0.272 | 0.9297 | 0.5 | 0.4312 |
63 | 58 | 58 | 35.3856 | 80.6144 | 0.5 | 0.7823 | 0.5 | 0.5 |
64 | 47 | 50 | 27.3856 | 72.6144 | 0.3974 | 0.244 | 0.5 | 0.244 |
65 | 42 | 51 | 28.3856 | 73.6144 | 0.2177 | 0.6356 | 0.5 | 0.272 |
66 | 62 | 53 | 30.3856 | 75.6144 | 0.2177 | 0.8298 | 0.5 | 0.3324 |
67 | 39 | 37 | 14.3856 | 59.6144 | 0.4312 | 0.0151 | 0.5 | 0.0344 |
68 | 40 | 22 | -0.6144 | 44.6144 | 0.0594 | 0.0703 | 0.5 | 9e-04 |
69 | 72 | 55 | 32.3856 | 77.6144 | 0.0703 | 0.9032 | 0.5 | 0.3974 |
70 | 70 | 70 | 47.3856 | 92.6144 | 0.5 | 0.4312 | 0.5 | 0.8508 |
71 | 54 | 62 | 39.3856 | 84.6144 | 0.244 | 0.244 | 0.5 | 0.6356 |
72 | 65 | 58 | 35.3856 | 80.6144 | 0.272 | 0.6356 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1923 | -0.35 | 0 | 441 | 0 | 0 |
62 | 0.206 | -0.125 | 0.2375 | 49 | 245 | 15.6525 |
63 | 0.1989 | 0 | 0.1583 | 0 | 163.3333 | 12.7802 |
64 | 0.2308 | -0.06 | 0.1337 | 9 | 124.75 | 11.1692 |
65 | 0.2262 | -0.1765 | 0.1423 | 81 | 116 | 10.7703 |
66 | 0.2177 | 0.1698 | 0.1469 | 81 | 110.1667 | 10.496 |
67 | 0.3118 | 0.0541 | 0.1336 | 4 | 95 | 9.7468 |
68 | 0.5245 | 0.8182 | 0.2192 | 324 | 123.625 | 11.1187 |
69 | 0.2098 | 0.3091 | 0.2292 | 289 | 142 | 11.9164 |
70 | 0.1648 | 0 | 0.2063 | 0 | 127.8 | 11.3049 |
71 | 0.1861 | -0.129 | 0.1992 | 64 | 122 | 11.0454 |
72 | 0.1989 | 0.1207 | 0.1927 | 49 | 115.9167 | 10.7665 |