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 | 55.5259 | 37.8147 | 73.2371 | 0.0337 | 0.3921 | 0.3103 | 0.3921 |
62 | 49 | 49.0445 | 31.2913 | 66.7977 | 0.498 | 0.8663 | 0.2213 | 0.1614 |
63 | 58 | 62.8298 | 44.7513 | 80.9082 | 0.3003 | 0.9331 | 0.6997 | 0.6997 |
64 | 47 | 50.068 | 31.9531 | 68.183 | 0.37 | 0.1954 | 0.5029 | 0.1954 |
65 | 42 | 50.8235 | 32.7091 | 68.9378 | 0.1699 | 0.6605 | 0.4924 | 0.2187 |
66 | 62 | 61.0339 | 42.9202 | 79.1476 | 0.4584 | 0.9803 | 0.8077 | 0.6287 |
67 | 39 | 40.1676 | 21.9798 | 58.3553 | 0.4499 | 0.0093 | 0.6336 | 0.0273 |
68 | 40 | 30.6512 | 12.3306 | 48.9718 | 0.1586 | 0.1859 | 0.8227 | 0.0017 |
69 | 72 | 56.1596 | 37.6366 | 74.6827 | 0.0469 | 0.9564 | 0.5488 | 0.4228 |
70 | 70 | 64.3021 | 45.5877 | 83.0164 | 0.2753 | 0.2101 | 0.2753 | 0.7454 |
71 | 54 | 49.748 | 30.8439 | 68.652 | 0.3297 | 0.0179 | 0.102 | 0.1961 |
72 | 65 | 58.2811 | 39.2259 | 77.3363 | 0.2448 | 0.6702 | 0.5115 | 0.5115 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.1627 | -0.2976 | 0 | 273.1052 | 0 | 0 |
62 | 0.1847 | -9e-04 | 0.1493 | 0.002 | 136.5536 | 11.6856 |
63 | 0.1468 | -0.0769 | 0.1251 | 23.3266 | 98.8113 | 9.9404 |
64 | 0.1846 | -0.0613 | 0.1092 | 9.4127 | 76.4616 | 8.7442 |
65 | 0.1818 | -0.1736 | 0.1221 | 77.8533 | 76.74 | 8.7601 |
66 | 0.1514 | 0.0158 | 0.1044 | 0.9334 | 64.1055 | 8.0066 |
67 | 0.231 | -0.0291 | 0.0936 | 1.3632 | 55.1423 | 7.4258 |
68 | 0.305 | 0.305 | 0.12 | 87.4007 | 59.1746 | 7.6925 |
69 | 0.1683 | 0.2821 | 0.138 | 250.9168 | 80.4793 | 8.971 |
70 | 0.1485 | 0.0886 | 0.1331 | 32.4665 | 75.678 | 8.6993 |
71 | 0.1939 | 0.0855 | 0.1288 | 18.0796 | 70.4418 | 8.393 |
72 | 0.1668 | 0.1153 | 0.1276 | 45.1434 | 68.3336 | 8.2664 |