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[49]) |
37 | 561 | - | - | - | - | - | - | - |
38 | 549 | - | - | - | - | - | - | - |
39 | 532 | - | - | - | - | - | - | - |
40 | 526 | - | - | - | - | - | - | - |
41 | 511 | - | - | - | - | - | - | - |
42 | 499 | - | - | - | - | - | - | - |
43 | 555 | - | - | - | - | - | - | - |
44 | 565 | - | - | - | - | - | - | - |
45 | 542 | - | - | - | - | - | - | - |
46 | 527 | - | - | - | - | - | - | - |
47 | 510 | - | - | - | - | - | - | - |
48 | 514 | - | - | - | - | - | - | - |
49 | 517 | - | - | - | - | - | - | - |
50 | 508 | 509.3232 | 494.5188 | 524.1276 | 0.4305 | 0.1547 | 0 | 0.1547 |
51 | 493 | 495.2118 | 474.7601 | 515.6634 | 0.4161 | 0.1102 | 2e-04 | 0.0184 |
52 | 490 | 490.0743 | 463.703 | 516.4455 | 0.4978 | 0.4139 | 0.0038 | 0.0227 |
53 | 469 | 474.9787 | 442.0559 | 507.9015 | 0.3609 | 0.1856 | 0.016 | 0.0062 |
54 | 478 | 462.4242 | 423.075 | 501.7734 | 0.2189 | 0.3716 | 0.0342 | 0.0033 |
55 | 528 | 517.9929 | 472.7716 | 563.2141 | 0.3322 | 0.9585 | 0.0544 | 0.5172 |
56 | 534 | 527.7342 | 477.3538 | 578.1147 | 0.4037 | 0.4959 | 0.0736 | 0.6619 |
57 | 518 | 504.6811 | 449.7485 | 559.6137 | 0.3173 | 0.1478 | 0.0915 | 0.3301 |
58 | 506 | 489.7091 | 430.6884 | 548.7299 | 0.2943 | 0.1737 | 0.1078 | 0.1824 |
59 | 502 | 472.7713 | 409.9839 | 535.5587 | 0.1808 | 0.1498 | 0.1226 | 0.0837 |
60 | 516 | 476.8129 | 410.4893 | 543.1364 | 0.1234 | 0.2283 | 0.1359 | 0.1175 |
61 | 528 | 479.8351 | 410.1482 | 549.5221 | 0.0878 | 0.1545 | 0.1479 | 0.1479 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0148 | -0.0026 | 0 | 1.7509 | 0 | 0 |
51 | 0.0211 | -0.0045 | 0.0035 | 4.8919 | 3.3214 | 1.8225 |
52 | 0.0275 | -2e-04 | 0.0024 | 0.0055 | 2.2161 | 1.4887 |
53 | 0.0354 | -0.0126 | 0.005 | 35.7446 | 10.5982 | 3.2555 |
54 | 0.0434 | 0.0337 | 0.0107 | 242.6048 | 56.9995 | 7.5498 |
55 | 0.0445 | 0.0193 | 0.0121 | 100.1428 | 64.1901 | 8.0119 |
56 | 0.0487 | 0.0119 | 0.0121 | 39.2598 | 60.6286 | 7.7864 |
57 | 0.0555 | 0.0264 | 0.0139 | 177.3927 | 75.2241 | 8.6732 |
58 | 0.0615 | 0.0333 | 0.016 | 265.3924 | 96.3539 | 9.816 |
59 | 0.0678 | 0.0618 | 0.0206 | 854.316 | 172.1501 | 13.1206 |
60 | 0.071 | 0.0822 | 0.0262 | 1535.6319 | 296.103 | 17.2076 |
61 | 0.0741 | 0.1004 | 0.0324 | 2319.8531 | 464.7489 | 21.558 |