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 | 125 | - | - | - | - | - | - | - |
37 | 214 | - | - | - | - | - | - | - |
38 | 193 | - | - | - | - | - | - | - |
39 | 140 | - | - | - | - | - | - | - |
40 | 205 | - | - | - | - | - | - | - |
41 | 192 | - | - | - | - | - | - | - |
42 | 192 | - | - | - | - | - | - | - |
43 | 186 | - | - | - | - | - | - | - |
44 | 150 | - | - | - | - | - | - | - |
45 | 246 | - | - | - | - | - | - | - |
46 | 282 | - | - | - | - | - | - | - |
47 | 264 | - | - | - | - | - | - | - |
48 | 336 | - | - | - | - | - | - | - |
49 | 301 | 317.5519 | 248.1374 | 386.9664 | 0.3201 | 0.3012 | 0.9983 | 0.3012 |
50 | 376 | 309.8602 | 233.5849 | 386.1354 | 0.0446 | 0.5901 | 0.9987 | 0.2509 |
51 | 416 | 307.7077 | 225.7404 | 389.6751 | 0.0048 | 0.0512 | 1 | 0.2494 |
52 | 344 | 320.2211 | 228.4566 | 411.9856 | 0.3058 | 0.0204 | 0.9931 | 0.3681 |
53 | 326 | 315.8303 | 217.2163 | 414.4444 | 0.4199 | 0.2878 | 0.9931 | 0.3443 |
54 | 351 | 317.8438 | 213.0395 | 422.6481 | 0.2676 | 0.4394 | 0.9907 | 0.3671 |
55 | 249 | 315.3409 | 204.1174 | 426.5644 | 0.1212 | 0.2649 | 0.9887 | 0.3579 |
56 | 258 | 304.9478 | 187.8735 | 422.0221 | 0.2159 | 0.8255 | 0.9953 | 0.3016 |
57 | 311 | 332.5158 | 209.9145 | 455.1171 | 0.3654 | 0.8832 | 0.9167 | 0.4778 |
58 | 343 | 342.6332 | 214.6666 | 470.5997 | 0.4978 | 0.686 | 0.8235 | 0.5405 |
59 | 278 | 337.487 | 204.3962 | 470.5778 | 0.1905 | 0.4676 | 0.8604 | 0.5087 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.1115 | -0.0521 | 0 | 273.9644 | 0 | 0 |
50 | 0.1256 | 0.2135 | 0.1328 | 4374.477 | 2324.2207 | 48.2102 |
51 | 0.1359 | 0.3519 | 0.2058 | 11727.2187 | 5458.5534 | 73.882 |
52 | 0.1462 | 0.0743 | 0.1729 | 565.4349 | 4235.2738 | 65.079 |
53 | 0.1593 | 0.0322 | 0.1448 | 103.4225 | 3408.9035 | 58.3858 |
54 | 0.1682 | 0.1043 | 0.138 | 1099.3358 | 3023.9756 | 54.9907 |
55 | 0.18 | -0.2104 | 0.1484 | 4401.1168 | 3220.71 | 56.7513 |
56 | 0.1959 | -0.154 | 0.1491 | 2204.0945 | 3093.6331 | 55.6204 |
57 | 0.1881 | -0.0647 | 0.1397 | 462.93 | 2801.3327 | 52.9276 |
58 | 0.1906 | 0.0011 | 0.1258 | 0.1346 | 2521.2129 | 50.2117 |
59 | 0.2012 | -0.1763 | 0.1304 | 3538.7029 | 2613.712 | 51.1245 |