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[72]) |
60 | 270.3 | - | - | - | - | - | - | - |
61 | 289.7 | - | - | - | - | - | - | - |
62 | 322.7 | - | - | - | - | - | - | - |
63 | 315 | - | - | - | - | - | - | - |
64 | 320.2 | - | - | - | - | - | - | - |
65 | 329.5 | - | - | - | - | - | - | - |
66 | 360.6 | - | - | - | - | - | - | - |
67 | 382.2 | - | - | - | - | - | - | - |
68 | 435.4 | - | - | - | - | - | - | - |
69 | 464 | - | - | - | - | - | - | - |
70 | 468.8 | - | - | - | - | - | - | - |
71 | 403 | - | - | - | - | - | - | - |
72 | 351.6 | - | - | - | - | - | - | - |
73 | 252 | 356.4111 | 297.9488 | 430.7067 | 0.0029 | 0.5505 | 0.9608 | 0.5505 |
74 | 188 | 364.2015 | 280.6697 | 483.1555 | 0.0018 | 0.9678 | 0.753 | 0.5822 |
75 | 146.5 | 372.3754 | 269.4816 | 532.7681 | 0.0029 | 0.9879 | 0.7584 | 0.6002 |
76 | 152.9 | 380.7983 | 261.1511 | 582.674 | 0.0135 | 0.9885 | 0.7218 | 0.6116 |
77 | 148.1 | 389.471 | 254.5164 | 634.3266 | 0.0267 | 0.9709 | 0.6844 | 0.6191 |
78 | 165.1 | 398.4023 | 249.0147 | 688.6384 | 0.0576 | 0.9545 | 0.6007 | 0.624 |
79 | 177 | 407.6016 | 244.3267 | 746.3233 | 0.091 | 0.9197 | 0.5584 | 0.6271 |
80 | 206.1 | 417.0791 | 240.2525 | 808.0251 | 0.1451 | 0.8856 | 0.4634 | 0.6286 |
81 | 244.9 | 426.845 | 236.6578 | 874.3788 | 0.2128 | 0.8332 | 0.4354 | 0.6291 |
82 | 228.6 | 436.9103 | 233.4481 | 946.0446 | 0.2113 | 0.7701 | 0.4511 | 0.6287 |
83 | 253.4 | 447.2864 | 230.5542 | 1023.7331 | 0.2549 | 0.7714 | 0.5598 | 0.6275 |
84 | 241.1 | 457.9851 | 227.9238 | 1108.2247 | 0.2566 | 0.7313 | 0.6258 | 0.6258 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
73 | 0.1064 | -0.293 | 0 | 10901.6717 | 0 | 0 |
74 | 0.1666 | -0.4838 | 0.3884 | 31046.9771 | 20974.3244 | 144.8252 |
75 | 0.2198 | -0.6066 | 0.4611 | 51019.7009 | 30989.4499 | 176.0382 |
76 | 0.2705 | -0.5985 | 0.4955 | 51937.6212 | 36226.4927 | 190.3326 |
77 | 0.3208 | -0.6197 | 0.5203 | 58259.9518 | 40633.1845 | 201.5767 |
78 | 0.3717 | -0.5856 | 0.5312 | 54429.9481 | 42932.6451 | 207.2019 |
79 | 0.424 | -0.5658 | 0.5361 | 53177.1204 | 44396.1416 | 210.7039 |
80 | 0.4782 | -0.5058 | 0.5323 | 44512.1805 | 44410.6465 | 210.7383 |
81 | 0.5349 | -0.4263 | 0.5206 | 33103.9968 | 43154.3521 | 207.7363 |
82 | 0.5945 | -0.4768 | 0.5162 | 43393.2007 | 43178.2369 | 207.7937 |
83 | 0.6575 | -0.4335 | 0.5087 | 37591.9372 | 42670.3915 | 206.5681 |
84 | 0.7244 | -0.4736 | 0.5057 | 47039.1455 | 43034.4543 | 207.4475 |