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]) |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 47.5864 | 24.7615 | 70.4113 | 0.2305 | 0.1856 | 0.1856 | 0.1856 |
62 | 49 | 46.2996 | 23.4125 | 69.1868 | 0.4086 | 0.7341 | 0.7341 | 0.1582 |
63 | 58 | 48.2707 | 24.7417 | 71.7997 | 0.2088 | 0.4758 | 0.4758 | 0.2088 |
64 | 47 | 49.8202 | 25.9964 | 73.6439 | 0.4083 | 0.2505 | 0.2505 | 0.2505 |
65 | 42 | 50.5112 | 26.6541 | 74.3683 | 0.2422 | 0.6135 | 0.6135 | 0.2692 |
66 | 62 | 50.7352 | 26.8781 | 74.5923 | 0.1774 | 0.7635 | 0.7635 | 0.2753 |
67 | 39 | 50.7891 | 26.9269 | 74.6512 | 0.1664 | 0.1786 | 0.1786 | 0.2768 |
68 | 40 | 50.797 | 26.927 | 74.6669 | 0.1877 | 0.8336 | 0.8336 | 0.2771 |
69 | 72 | 50.7964 | 26.9181 | 74.6747 | 0.0409 | 0.8122 | 0.8122 | 0.2772 |
70 | 70 | 50.7955 | 26.9088 | 74.6822 | 0.0575 | 0.0409 | 0.0409 | 0.2772 |
71 | 54 | 50.7951 | 26.9 | 74.6902 | 0.3963 | 0.0576 | 0.0576 | 0.2773 |
72 | 65 | 50.795 | 26.8916 | 74.6984 | 0.1221 | 0.3964 | 0.3964 | 0.2773 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2447 | -0.1804 | 0 | 73.7263 | 0 | 0 |
62 | 0.2522 | 0.0583 | 0.1194 | 7.292 | 40.5092 | 6.3647 |
63 | 0.2487 | 0.2016 | 0.1468 | 94.6602 | 58.5595 | 7.6524 |
64 | 0.244 | -0.0566 | 0.1242 | 7.9534 | 45.908 | 6.7755 |
65 | 0.241 | -0.1685 | 0.1331 | 72.44 | 51.2144 | 7.1564 |
66 | 0.2399 | 0.222 | 0.1479 | 126.8956 | 63.8279 | 7.9892 |
67 | 0.2397 | -0.2321 | 0.1599 | 138.9817 | 74.5642 | 8.6351 |
68 | 0.2397 | -0.2126 | 0.1665 | 116.5744 | 79.8155 | 8.9339 |
69 | 0.2398 | 0.4174 | 0.1944 | 449.5921 | 120.9017 | 10.9955 |
70 | 0.2399 | 0.3781 | 0.2128 | 368.8124 | 145.6928 | 12.0703 |
71 | 0.24 | 0.0631 | 0.1992 | 10.2713 | 133.3818 | 11.5491 |
72 | 0.2401 | 0.2797 | 0.2059 | 201.7819 | 139.0818 | 11.7933 |