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[60]) |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 55.4443 | 32.8778 | 78.0109 | 0.0766 | 0.4122 | 0.5841 | 0.4122 |
62 | 49 | 43.7367 | 20.9672 | 66.5061 | 0.3252 | 0.6583 | 0.719 | 0.1098 |
63 | 58 | 44.1228 | 20.8689 | 67.3767 | 0.1211 | 0.3405 | 0.9689 | 0.1211 |
64 | 47 | 37.9901 | 14.6791 | 61.3011 | 0.2244 | 0.0462 | 0.0763 | 0.0462 |
65 | 42 | 48.6525 | 24.8435 | 72.4615 | 0.292 | 0.5541 | 0.0394 | 0.2208 |
66 | 62 | 46.1531 | 22.3241 | 69.9821 | 0.0962 | 0.6337 | 0.0962 | 0.1649 |
67 | 39 | 48.323 | 24.3949 | 72.2512 | 0.2225 | 0.1313 | 0.214 | 0.214 |
68 | 40 | 49.8764 | 25.046 | 74.7069 | 0.2178 | 0.8047 | 0.8047 | 0.2607 |
69 | 72 | 65.8626 | 40.9791 | 90.7461 | 0.3144 | 0.9792 | 0.9079 | 0.7321 |
70 | 70 | 53.8421 | 28.9354 | 78.7488 | 0.1018 | 0.0765 | 0.3718 | 0.3718 |
71 | 54 | 45.7667 | 20.8335 | 70.6999 | 0.2587 | 0.0284 | 0.4614 | 0.1681 |
72 | 65 | 56.0724 | 31.0883 | 81.0566 | 0.2418 | 0.5646 | 0.8652 | 0.4399 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.2077 | -0.2966 | 0 | 270.4162 | 0 | 0 |
62 | 0.2656 | 0.1203 | 0.2085 | 27.7028 | 149.0595 | 12.209 |
63 | 0.2689 | 0.3145 | 0.2438 | 192.5773 | 163.5654 | 12.7893 |
64 | 0.3131 | 0.2372 | 0.2422 | 81.178 | 142.9686 | 11.9569 |
65 | 0.2497 | -0.1367 | 0.2211 | 44.2556 | 123.226 | 11.1007 |
66 | 0.2634 | 0.3434 | 0.2415 | 251.1251 | 144.5425 | 12.0226 |
67 | 0.2526 | -0.1929 | 0.2345 | 86.9192 | 136.3106 | 11.6752 |
68 | 0.254 | -0.198 | 0.23 | 97.5439 | 131.4648 | 11.4658 |
69 | 0.1928 | 0.0932 | 0.2148 | 37.6678 | 121.0429 | 11.0019 |
70 | 0.236 | 0.3001 | 0.2233 | 261.0768 | 135.0463 | 11.6209 |
71 | 0.278 | 0.1799 | 0.2193 | 67.7867 | 128.9318 | 11.3548 |
72 | 0.2273 | 0.1592 | 0.2143 | 79.7013 | 124.8292 | 11.1727 |