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[49]) |
37 | 27 | - | - | - | - | - | - | - |
38 | 27 | - | - | - | - | - | - | - |
39 | 26 | - | - | - | - | - | - | - |
40 | 24 | - | - | - | - | - | - | - |
41 | 23 | - | - | - | - | - | - | - |
42 | 23 | - | - | - | - | - | - | - |
43 | 24 | - | - | - | - | - | - | - |
44 | 17 | - | - | - | - | - | - | - |
45 | 21 | - | - | - | - | - | - | - |
46 | 19 | - | - | - | - | - | - | - |
47 | 22 | - | - | - | - | - | - | - |
48 | 22 | - | - | - | - | - | - | - |
49 | 18 | - | - | - | - | - | - | - |
50 | 16 | 19.6301 | 12.3474 | 24.8641 | 0.087 | 0.7292 | 0.0029 | 0.7292 |
51 | 14 | 20.24 | 12.0523 | 25.9626 | 0.0163 | 0.9268 | 0.0243 | 0.7785 |
52 | 12 | 20.2011 | 11.4417 | 26.1774 | 0.0036 | 0.979 | 0.1064 | 0.7648 |
53 | 14 | 20.4536 | 11.2067 | 26.6666 | 0.0209 | 0.9962 | 0.2109 | 0.7805 |
54 | 16 | 20.6057 | 11.0159 | 26.9785 | 0.0783 | 0.9789 | 0.2307 | 0.7885 |
55 | 8 | 20.5136 | 10.5248 | 27.0341 | 1e-04 | 0.9126 | 0.1473 | 0.775 |
56 | 3 | 21.1757 | 11.5335 | 27.6369 | 0 | 1 | 0.8974 | 0.8323 |
57 | 0 | 20.9877 | 11.0015 | 27.5669 | 0 | 1 | 0.4985 | 0.8133 |
58 | 5 | 21.1389 | 11.1524 | 27.7368 | 0 | 1 | 0.7374 | 0.8244 |
59 | 1 | 20.9034 | 10.5896 | 27.6001 | 0 | 1 | 0.3741 | 0.8023 |
60 | 1 | 20.9533 | 10.6024 | 27.6708 | 0 | 1 | 0.38 | 0.8056 |
61 | 3 | 21.2776 | 11.1662 | 27.9426 | 0 | 1 | 0.8324 | 0.8324 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.136 | -0.1849 | 0 | 13.1773 | 0 | 0 |
51 | 0.1443 | -0.3083 | 0.2466 | 38.9372 | 26.0573 | 5.1046 |
52 | 0.1509 | -0.406 | 0.2997 | 67.2584 | 39.791 | 6.308 |
53 | 0.155 | -0.3155 | 0.3037 | 41.6486 | 40.2554 | 6.3447 |
54 | 0.1578 | -0.2235 | 0.2876 | 21.2123 | 36.4468 | 6.0371 |
55 | 0.1622 | -0.61 | 0.3414 | 156.5894 | 56.4705 | 7.5147 |
56 | 0.1557 | -0.8583 | 0.4152 | 330.3562 | 95.5971 | 9.7774 |
57 | 0.1599 | -1 | 0.4883 | 440.4832 | 138.7078 | 11.7774 |
58 | 0.1592 | -0.7635 | 0.5189 | 260.4636 | 152.2363 | 12.3384 |
59 | 0.1635 | -0.9522 | 0.5622 | 396.1454 | 176.6272 | 13.2901 |
60 | 0.1636 | -0.9523 | 0.5977 | 398.1357 | 196.7643 | 14.0273 |
61 | 0.1598 | -0.859 | 0.6195 | 334.0703 | 208.2065 | 14.4294 |