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]) |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 63.1561 | 42.7189 | 83.5934 | 0.0103 | 0.6895 | 0.835 | 0.6895 |
62 | 49 | 40.818 | 20.3138 | 61.3223 | 0.2171 | 0.569 | 0.6424 | 0.0503 |
63 | 58 | 44.8925 | 23.6438 | 66.1413 | 0.1133 | 0.3524 | 0.9826 | 0.1133 |
64 | 47 | 44.5278 | 23.4765 | 65.579 | 0.409 | 0.1049 | 0.1648 | 0.1049 |
65 | 42 | 45.9754 | 24.5747 | 67.376 | 0.3579 | 0.4626 | 0.0139 | 0.1354 |
66 | 62 | 53.0729 | 31.2752 | 74.8706 | 0.2111 | 0.8403 | 0.2111 | 0.3289 |
67 | 39 | 48.075 | 26.2758 | 69.8743 | 0.2073 | 0.1053 | 0.1861 | 0.1861 |
68 | 40 | 55.6155 | 33.5224 | 77.7086 | 0.083 | 0.9298 | 0.9298 | 0.4162 |
69 | 72 | 64.8733 | 42.7651 | 86.9816 | 0.2638 | 0.9863 | 0.9203 | 0.7289 |
70 | 70 | 52.465 | 30.3516 | 74.5784 | 0.0601 | 0.0417 | 0.3119 | 0.3119 |
71 | 54 | 53.2957 | 31.3869 | 75.2046 | 0.4749 | 0.0675 | 0.7134 | 0.3369 |
72 | 65 | 57.6277 | 35.7186 | 79.5368 | 0.2548 | 0.6272 | 0.919 | 0.4867 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1651 | -0.3825 | 0 | 583.5193 | 0 | 0 |
62 | 0.2563 | 0.2004 | 0.2915 | 66.9445 | 325.2319 | 18.0342 |
63 | 0.2415 | 0.292 | 0.2916 | 171.8062 | 274.09 | 16.5557 |
64 | 0.2412 | 0.0555 | 0.2326 | 6.1118 | 207.0955 | 14.3908 |
65 | 0.2375 | -0.0865 | 0.2034 | 15.8034 | 168.8371 | 12.9937 |
66 | 0.2095 | 0.1682 | 0.1975 | 79.6937 | 153.9798 | 12.4089 |
67 | 0.2313 | -0.1888 | 0.1963 | 82.3561 | 143.7479 | 11.9895 |
68 | 0.2027 | -0.2808 | 0.2068 | 243.8444 | 156.2599 | 12.5004 |
69 | 0.1739 | 0.1099 | 0.1961 | 50.7894 | 144.541 | 12.0225 |
70 | 0.215 | 0.3342 | 0.2099 | 307.477 | 160.8346 | 12.6821 |
71 | 0.2097 | 0.0132 | 0.192 | 0.496 | 146.2584 | 12.0937 |
72 | 0.194 | 0.1279 | 0.1867 | 54.3512 | 138.5994 | 11.7728 |