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[42]) |
30 | 145 | - | - | - | - | - | - | - |
31 | 98 | - | - | - | - | - | - | - |
32 | 128 | - | - | - | - | - | - | - |
33 | 159 | - | - | - | - | - | - | - |
34 | 209 | - | - | - | - | - | - | - |
35 | 150 | - | - | - | - | - | - | - |
36 | 125 | - | - | - | - | - | - | - |
37 | 214 | - | - | - | - | - | - | - |
38 | 193 | - | - | - | - | - | - | - |
39 | 140 | - | - | - | - | - | - | - |
40 | 205 | - | - | - | - | - | - | - |
41 | 192 | - | - | - | - | - | - | - |
42 | 192 | - | - | - | - | - | - | - |
43 | 186 | 165.4407 | 106.3917 | 224.4898 | 0.2475 | 0.189 | 0.9874 | 0.189 |
44 | 150 | 180.6192 | 119.8901 | 241.3483 | 0.1615 | 0.4311 | 0.9553 | 0.3567 |
45 | 246 | 189.9438 | 128.3086 | 251.579 | 0.0373 | 0.898 | 0.8374 | 0.4739 |
46 | 282 | 201.4215 | 137.127 | 265.7159 | 0.007 | 0.0871 | 0.4086 | 0.613 |
47 | 264 | 185.3152 | 116.7701 | 253.8604 | 0.0122 | 0.0028 | 0.8437 | 0.4242 |
48 | 336 | 179.7216 | 108.4486 | 250.9947 | 0 | 0.0102 | 0.9338 | 0.3678 |
49 | 301 | 202.2796 | 128.7721 | 275.7871 | 0.0042 | 2e-04 | 0.3773 | 0.608 |
50 | 376 | 196.9036 | 120.9316 | 272.8756 | 0 | 0.0036 | 0.5401 | 0.5503 |
51 | 416 | 183.53 | 104.9824 | 262.0776 | 0 | 0 | 0.8613 | 0.4163 |
52 | 344 | 199.7595 | 118.8318 | 280.6873 | 2e-04 | 0 | 0.4495 | 0.5745 |
53 | 326 | 196.5933 | 113.4185 | 279.768 | 0.0011 | 3e-04 | 0.5431 | 0.5431 |
54 | 351 | 196.5767 | 111.18 | 281.9733 | 2e-04 | 0.0015 | 0.5418 | 0.5418 |
55 | 249 | 189.9424 | 97.9673 | 281.9174 | 0.1041 | 3e-04 | 0.5335 | 0.4825 |
56 | 258 | 193.7238 | 98.9298 | 288.5177 | 0.0919 | 0.1265 | 0.817 | 0.5142 |
57 | 311 | 196.0536 | 98.7422 | 293.365 | 0.0103 | 0.1061 | 0.1572 | 0.5325 |
58 | 343 | 198.9076 | 98.6943 | 299.1209 | 0.0024 | 0.0142 | 0.0521 | 0.5537 |
59 | 278 | 194.8968 | 91.5349 | 298.2588 | 0.0575 | 0.0025 | 0.095 | 0.5219 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
43 | 0.1821 | 0.1243 | 0 | 422.6829 | 0 | 0 |
44 | 0.1715 | -0.1695 | 0.1469 | 937.5363 | 680.1096 | 26.0789 |
45 | 0.1656 | 0.2951 | 0.1963 | 3142.2985 | 1500.8392 | 38.7407 |
46 | 0.1629 | 0.4 | 0.2472 | 6492.8976 | 2748.8538 | 52.4295 |
47 | 0.1887 | 0.4246 | 0.2827 | 6191.2933 | 3437.3417 | 58.6288 |
48 | 0.2023 | 0.8696 | 0.3805 | 24422.9257 | 6934.939 | 83.2763 |
49 | 0.1854 | 0.488 | 0.3959 | 9745.7175 | 7336.4788 | 85.6532 |
50 | 0.1969 | 0.9096 | 0.4601 | 32075.5076 | 10428.8574 | 102.1218 |
51 | 0.2184 | 1.2667 | 0.5497 | 54042.2969 | 15274.7951 | 123.5912 |
52 | 0.2067 | 0.7221 | 0.5669 | 20805.3138 | 15827.847 | 125.8088 |
53 | 0.2159 | 0.6582 | 0.5752 | 16746.0989 | 15911.3244 | 126.1401 |
54 | 0.2216 | 0.7856 | 0.5928 | 23846.5601 | 16572.5941 | 128.7346 |
55 | 0.2471 | 0.3109 | 0.5711 | 3487.8049 | 15566.0718 | 124.7641 |
56 | 0.2497 | 0.3318 | 0.554 | 4131.436 | 14749.3121 | 121.4467 |
57 | 0.2532 | 0.5863 | 0.5562 | 13212.6727 | 14646.8695 | 121.0243 |
58 | 0.2571 | 0.7244 | 0.5667 | 20762.616 | 15029.1037 | 122.5932 |
59 | 0.2706 | 0.4264 | 0.5584 | 6906.1341 | 14551.2819 | 120.6287 |