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[48]) |
36 | 510 | - | - | - | - | - | - | - |
37 | 514 | - | - | - | - | - | - | - |
38 | 517 | - | - | - | - | - | - | - |
39 | 508 | - | - | - | - | - | - | - |
40 | 493 | - | - | - | - | - | - | - |
41 | 490 | - | - | - | - | - | - | - |
42 | 469 | - | - | - | - | - | - | - |
43 | 478 | - | - | - | - | - | - | - |
44 | 528 | - | - | - | - | - | - | - |
45 | 534 | - | - | - | - | - | - | - |
46 | 518 | - | - | - | - | - | - | - |
47 | 506 | - | - | - | - | - | - | - |
48 | 502 | - | - | - | - | - | - | - |
49 | 516 | 505.1244 | 489.9758 | 520.273 | 0.0797 | 0.657 | 0.1254 | 0.657 |
50 | 528 | 515.1799 | 494.6957 | 535.6641 | 0.11 | 0.4687 | 0.4309 | 0.8964 |
51 | 533 | 510.8489 | 483.9679 | 537.7299 | 0.0531 | 0.1055 | 0.5823 | 0.7406 |
52 | 536 | 493.3898 | 458.8691 | 527.9105 | 0.0078 | 0.0123 | 0.5088 | 0.3125 |
53 | 537 | 490.7594 | 450.3806 | 531.1383 | 0.0124 | 0.014 | 0.5147 | 0.2927 |
54 | 524 | 475.0858 | 429.9336 | 520.238 | 0.0169 | 0.0036 | 0.6042 | 0.1213 |
55 | 536 | 485.4686 | 434.6471 | 536.2901 | 0.0257 | 0.0686 | 0.6133 | 0.2619 |
56 | 587 | 532.9848 | 476.2068 | 589.7628 | 0.0311 | 0.4586 | 0.5683 | 0.8576 |
57 | 597 | 540.3252 | 478.7113 | 601.9391 | 0.0357 | 0.0688 | 0.5797 | 0.8886 |
58 | 581 | 527.8962 | 461.793 | 593.9994 | 0.0577 | 0.0202 | 0.6154 | 0.7787 |
59 | 564 | 515.4666 | 444.3015 | 586.6316 | 0.0907 | 0.0355 | 0.6028 | 0.6446 |
60 | 564 | 509.7249 | 433.6494 | 585.8004 | 0.081 | 0.081 | 0.5789 | 0.5789 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0153 | 0.0215 | 0 | 118.2785 | 0 | 0 |
50 | 0.0203 | 0.0249 | 0.0232 | 164.3549 | 141.3167 | 11.8877 |
51 | 0.0268 | 0.0434 | 0.0299 | 490.6698 | 257.7678 | 16.0551 |
52 | 0.0357 | 0.0864 | 0.044 | 1815.6258 | 647.2323 | 25.4408 |
53 | 0.042 | 0.0942 | 0.0541 | 2138.189 | 945.4236 | 30.7477 |
54 | 0.0485 | 0.103 | 0.0622 | 2392.5989 | 1186.6195 | 34.4473 |
55 | 0.0534 | 0.1041 | 0.0682 | 2553.4242 | 1381.8773 | 37.1736 |
56 | 0.0544 | 0.1013 | 0.0723 | 2917.6409 | 1573.8478 | 39.6718 |
57 | 0.0582 | 0.1049 | 0.076 | 3212.0308 | 1755.8681 | 41.9031 |
58 | 0.0639 | 0.1006 | 0.0784 | 2820.0147 | 1862.2828 | 43.1542 |
59 | 0.0704 | 0.0942 | 0.0799 | 2355.4935 | 1907.1201 | 43.6706 |
60 | 0.0761 | 0.1065 | 0.0821 | 2945.7871 | 1993.6757 | 44.6506 |