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 | 852 | - | - | - | - | - | - | - |
37 | 649 | - | - | - | - | - | - | - |
38 | 629 | - | - | - | - | - | - | - |
39 | 685 | - | - | - | - | - | - | - |
40 | 617 | - | - | - | - | - | - | - |
41 | 715 | - | - | - | - | - | - | - |
42 | 715 | - | - | - | - | - | - | - |
43 | 629 | - | - | - | - | - | - | - |
44 | 916 | - | - | - | - | - | - | - |
45 | 531 | - | - | - | - | - | - | - |
46 | 357 | - | - | - | - | - | - | - |
47 | 917 | - | - | - | - | - | - | - |
48 | 828 | - | - | - | - | - | - | - |
49 | 708 | 715.0637 | 588.0911 | 888.0788 | 0.4681 | 0.1004 | 0.7729 | 0.1004 |
50 | 858 | 707.0253 | 579.1905 | 882.3723 | 0.0457 | 0.4957 | 0.8084 | 0.0882 |
51 | 775 | 752.7526 | 609.8872 | 952.3948 | 0.4136 | 0.1507 | 0.747 | 0.23 |
52 | 785 | 697.7439 | 566.8776 | 879.7687 | 0.1737 | 0.2027 | 0.8077 | 0.0804 |
53 | 1006 | 792.8695 | 632.7816 | 1022.3873 | 0.0344 | 0.5268 | 0.747 | 0.3821 |
54 | 789 | 749.3934 | 598.8782 | 964.6979 | 0.3592 | 0.0097 | 0.6229 | 0.2371 |
55 | 734 | 713.2117 | 570.4116 | 917.2064 | 0.4208 | 0.2333 | 0.7908 | 0.135 |
56 | 906 | 935.4675 | 722.196 | 1259.3075 | 0.4292 | 0.8886 | 0.5469 | 0.7423 |
57 | 532 | 503.4428 | 413.5775 | 626.128 | 0.3241 | 0 | 0.3299 | 0 |
58 | 387 | 377.3305 | 316.938 | 456.785 | 0.4057 | 1e-04 | 0.692 | 0 |
59 | 991 | 950.4261 | 722.1123 | 1306.9877 | 0.4118 | 0.999 | 0.5729 | 0.7495 |
60 | 841 | 902.2038 | 686.9934 | 1236.989 | 0.3601 | 0.3016 | 0.668 | 0.668 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1234 | -0.0099 | 0 | 49.8964 | 0 | 0 |
50 | 0.1265 | 0.2135 | 0.1117 | 22793.3592 | 11421.6278 | 106.872 |
51 | 0.1353 | 0.0296 | 0.0843 | 494.949 | 7779.4015 | 88.2009 |
52 | 0.1331 | 0.1251 | 0.0945 | 7613.6341 | 7737.9597 | 87.9657 |
53 | 0.1477 | 0.2688 | 0.1294 | 45424.6204 | 15275.2918 | 123.5933 |
54 | 0.1466 | 0.0529 | 0.1166 | 1568.6851 | 12990.8574 | 113.9774 |
55 | 0.1459 | 0.0291 | 0.1041 | 432.1533 | 11196.7568 | 105.8147 |
56 | 0.1766 | -0.0315 | 0.095 | 868.3342 | 9905.704 | 99.5274 |
57 | 0.1243 | 0.0567 | 0.0908 | 815.5136 | 8895.6828 | 94.3169 |
58 | 0.1074 | 0.0256 | 0.0843 | 93.4992 | 8015.4644 | 89.5291 |
59 | 0.1914 | 0.0427 | 0.0805 | 1646.2424 | 7436.4443 | 86.2348 |
60 | 0.1893 | -0.0678 | 0.0794 | 3745.8999 | 7128.8989 | 84.4328 |