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 | 557 | - | - | - | - | - | - | - |
37 | 566 | - | - | - | - | - | - | - |
38 | 588 | - | - | - | - | - | - | - |
39 | 620 | - | - | - | - | - | - | - |
40 | 626 | - | - | - | - | - | - | - |
41 | 620 | - | - | - | - | - | - | - |
42 | 573 | - | - | - | - | - | - | - |
43 | 573 | - | - | - | - | - | - | - |
44 | 574 | - | - | - | - | - | - | - |
45 | 580 | - | - | - | - | - | - | - |
46 | 590 | - | - | - | - | - | - | - |
47 | 593 | - | - | - | - | - | - | - |
48 | 597 | - | - | - | - | - | - | - |
49 | 595 | 602.2766 | 585.7771 | 618.7761 | 0.1937 | 0.7346 | 1 | 0.7346 |
50 | 612 | 622.4804 | 598.9061 | 646.0547 | 0.1918 | 0.9888 | 0.9979 | 0.9829 |
51 | 628 | 656.5398 | 625.8764 | 687.2031 | 0.0341 | 0.9978 | 0.9902 | 0.9999 |
52 | 629 | 661.0152 | 621.2417 | 700.7888 | 0.0573 | 0.9481 | 0.9578 | 0.9992 |
53 | 621 | 654.7182 | 607.1851 | 702.2513 | 0.0822 | 0.8555 | 0.9239 | 0.9913 |
54 | 569 | 608.1569 | 553.0188 | 663.2951 | 0.082 | 0.324 | 0.8943 | 0.6542 |
55 | 567 | 607.5979 | 544.8054 | 670.3904 | 0.1025 | 0.8859 | 0.8599 | 0.6296 |
56 | 573 | 608.5589 | 538.6873 | 678.4305 | 0.1593 | 0.8781 | 0.8338 | 0.6271 |
57 | 584 | 614.6136 | 537.9035 | 691.3238 | 0.217 | 0.8562 | 0.8118 | 0.6737 |
58 | 589 | 624.4181 | 541.1085 | 707.7278 | 0.2023 | 0.8292 | 0.791 | 0.7406 |
59 | 591 | 627.41 | 537.8437 | 716.9764 | 0.2128 | 0.7997 | 0.7743 | 0.7471 |
60 | 595 | 631.3957 | 535.8109 | 726.9806 | 0.2277 | 0.7963 | 0.7597 | 0.7597 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.014 | -0.0121 | 0 | 52.9494 | 0 | 0 |
50 | 0.0193 | -0.0168 | 0.0145 | 109.8383 | 81.3938 | 9.0219 |
51 | 0.0238 | -0.0435 | 0.0241 | 814.5195 | 325.7691 | 18.0491 |
52 | 0.0307 | -0.0484 | 0.0302 | 1024.9758 | 500.5708 | 22.3734 |
53 | 0.037 | -0.0515 | 0.0345 | 1136.9185 | 627.8403 | 25.0567 |
54 | 0.0463 | -0.0644 | 0.0395 | 1533.2665 | 778.7447 | 27.906 |
55 | 0.0527 | -0.0668 | 0.0434 | 1648.1866 | 902.9507 | 30.0491 |
56 | 0.0586 | -0.0584 | 0.0452 | 1264.4354 | 948.1363 | 30.7918 |
57 | 0.0637 | -0.0498 | 0.0458 | 937.1936 | 946.9204 | 30.7721 |
58 | 0.0681 | -0.0567 | 0.0468 | 1254.444 | 977.6728 | 31.2678 |
59 | 0.0728 | -0.058 | 0.0479 | 1325.691 | 1009.3108 | 31.7697 |
60 | 0.0772 | -0.0576 | 0.0487 | 1324.6494 | 1035.589 | 32.1806 |