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 | 54.3068 | 36.4107 | 72.2029 | 0.0468 | 0.3429 | 0.2665 | 0.3429 |
62 | 49 | 51.7278 | 33.807 | 69.6486 | 0.3827 | 0.918 | 0.3202 | 0.2464 |
63 | 58 | 64.6592 | 46.5118 | 82.8065 | 0.236 | 0.9546 | 0.764 | 0.764 |
64 | 47 | 49.654 | 31.5011 | 67.807 | 0.3872 | 0.1838 | 0.4851 | 0.1838 |
65 | 42 | 49.8745 | 31.7059 | 68.0431 | 0.1978 | 0.6218 | 0.4517 | 0.1904 |
66 | 62 | 57.949 | 39.7794 | 76.1186 | 0.3311 | 0.9573 | 0.7033 | 0.4978 |
67 | 39 | 37.3966 | 19.225 | 55.5682 | 0.4313 | 0.004 | 0.5171 | 0.0131 |
68 | 40 | 27.0655 | 8.8936 | 45.2374 | 0.0815 | 0.099 | 0.7076 | 4e-04 |
69 | 72 | 53.4566 | 35.2824 | 71.6308 | 0.0228 | 0.9266 | 0.4339 | 0.3121 |
70 | 70 | 61.5021 | 43.3271 | 79.6772 | 0.1797 | 0.1288 | 0.1797 | 0.6472 |
71 | 54 | 47.2414 | 29.0512 | 65.4316 | 0.2332 | 0.0071 | 0.0559 | 0.1232 |
72 | 65 | 54.506 | 36.3124 | 72.6995 | 0.1291 | 0.5217 | 0.3533 | 0.3533 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1681 | -0.2819 | 0 | 234.2983 | 0 | 0 |
62 | 0.1768 | -0.0527 | 0.1673 | 7.4411 | 120.8697 | 10.9941 |
63 | 0.1432 | -0.103 | 0.1459 | 44.3446 | 95.3613 | 9.7653 |
64 | 0.1865 | -0.0535 | 0.1228 | 7.0439 | 73.282 | 8.5605 |
65 | 0.1859 | -0.1579 | 0.1298 | 62.0077 | 71.0271 | 8.4278 |
66 | 0.16 | 0.0699 | 0.1198 | 16.4108 | 61.9244 | 7.8692 |
67 | 0.2479 | 0.0429 | 0.1088 | 2.5709 | 53.4453 | 7.3106 |
68 | 0.3426 | 0.4779 | 0.1549 | 167.3018 | 67.6774 | 8.2266 |
69 | 0.1735 | 0.3469 | 0.1763 | 343.8587 | 98.3642 | 9.9179 |
70 | 0.1508 | 0.1382 | 0.1725 | 72.2135 | 95.7491 | 9.7851 |
71 | 0.1965 | 0.1431 | 0.1698 | 45.6792 | 91.1973 | 9.5497 |
72 | 0.1703 | 0.1925 | 0.1717 | 110.1247 | 92.7746 | 9.632 |