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[58]) |
46 | 852 | - | - | - | - | - | - | - |
47 | 649 | - | - | - | - | - | - | - |
48 | 629 | - | - | - | - | - | - | - |
49 | 685 | - | - | - | - | - | - | - |
50 | 617 | - | - | - | - | - | - | - |
51 | 715 | - | - | - | - | - | - | - |
52 | 715 | - | - | - | - | - | - | - |
53 | 629 | - | - | - | - | - | - | - |
54 | 916 | - | - | - | - | - | - | - |
55 | 531 | - | - | - | - | - | - | - |
56 | 357 | - | - | - | - | - | - | - |
57 | 917 | - | - | - | - | - | - | - |
58 | 828 | - | - | - | - | - | - | - |
59 | 708 | 713.8976 | 597.0477 | 868.7351 | 0.4702 | 0.0743 | 0.7943 | 0.0743 |
60 | 858 | 710.4361 | 592.029 | 868.2727 | 0.0334 | 0.5121 | 0.8441 | 0.0722 |
61 | 775 | 747.3977 | 617.7864 | 922.5263 | 0.3787 | 0.1079 | 0.7575 | 0.1835 |
62 | 785 | 707.9774 | 585.8363 | 872.7144 | 0.1797 | 0.2126 | 0.8605 | 0.0766 |
63 | 1006 | 801.5328 | 653.0875 | 1007.0026 | 0.0256 | 0.5627 | 0.7954 | 0.4003 |
64 | 789 | 733.9227 | 600.8368 | 916.6707 | 0.2774 | 0.0018 | 0.5804 | 0.1565 |
65 | 734 | 722.7877 | 590.4656 | 905.1368 | 0.452 | 0.2383 | 0.8433 | 0.1291 |
66 | 906 | 908.3614 | 722.2794 | 1176.8403 | 0.4931 | 0.8985 | 0.4778 | 0.7213 |
67 | 532 | 479.7532 | 403.9403 | 579.0989 | 0.1513 | 0 | 0.156 | 0 |
68 | 387 | 375.358 | 321.3396 | 444.2371 | 0.3702 | 0 | 0.6993 | 0 |
69 | 991 | 925.1193 | 725.8973 | 1219.2051 | 0.3303 | 0.9998 | 0.5216 | 0.7413 |
70 | 841 | 875.1282 | 688.545 | 1149.2634 | 0.4036 | 0.2037 | 0.6319 | 0.6319 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
59 | 0.1107 | -0.0083 | 0 | 34.7814 | 0 | 0 |
60 | 0.1134 | 0.2077 | 0.108 | 21775.1019 | 10904.9416 | 104.4267 |
61 | 0.1195 | 0.0369 | 0.0843 | 761.8873 | 7523.9235 | 86.7406 |
62 | 0.1187 | 0.1088 | 0.0904 | 5932.4779 | 7126.0621 | 84.416 |
63 | 0.1308 | 0.2551 | 0.1234 | 41806.8403 | 14062.2177 | 118.5842 |
64 | 0.127 | 0.075 | 0.1153 | 3033.504 | 12224.0988 | 110.5626 |
65 | 0.1287 | 0.0155 | 0.101 | 125.7164 | 10495.7585 | 102.4488 |
66 | 0.1508 | -0.0026 | 0.0887 | 5.576 | 9184.4856 | 95.8357 |
67 | 0.1057 | 0.1089 | 0.091 | 2729.7248 | 8467.29 | 92.0179 |
68 | 0.0936 | 0.031 | 0.085 | 135.5354 | 7634.1145 | 87.3734 |
69 | 0.1622 | 0.0712 | 0.0837 | 4340.2648 | 7334.6737 | 85.6427 |
70 | 0.1598 | -0.039 | 0.08 | 1164.7311 | 6820.5118 | 82.5864 |