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 | 40 | - | - | - | - | - | - | - |
37 | 63 | - | - | - | - | - | - | - |
38 | 45 | - | - | - | - | - | - | - |
39 | 59 | - | - | - | - | - | - | - |
40 | 55 | - | - | - | - | - | - | - |
41 | 40 | - | - | - | - | - | - | - |
42 | 64 | - | - | - | - | - | - | - |
43 | 27 | - | - | - | - | - | - | - |
44 | 28 | - | - | - | - | - | - | - |
45 | 45 | - | - | - | - | - | - | - |
46 | 57 | - | - | - | - | - | - | - |
47 | 45 | - | - | - | - | - | - | - |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | 51.25 | 32.8977 | 69.6023 | 0.175 | 0.029 | 0.1048 | 0.029 |
50 | 56 | 51.5 | 33.1477 | 69.8523 | 0.3154 | 0.182 | 0.7562 | 0.0308 |
51 | 58 | 67.75 | 49.3977 | 86.1023 | 0.1489 | 0.8952 | 0.825 | 0.4469 |
52 | 50 | 51 | 32.6477 | 69.3523 | 0.4575 | 0.2274 | 0.3346 | 0.0273 |
53 | 51 | 51.25 | 32.8977 | 69.6023 | 0.4894 | 0.5531 | 0.8852 | 0.029 |
54 | 53 | 60.75 | 42.3977 | 79.1023 | 0.2039 | 0.8511 | 0.3643 | 0.1891 |
55 | 37 | 39.25 | 20.8977 | 57.6023 | 0.4051 | 0.071 | 0.9046 | 7e-04 |
56 | 22 | 30 | 11.6477 | 48.3523 | 0.1964 | 0.2274 | 0.5846 | 0 |
57 | 55 | 54.75 | 36.3977 | 73.1023 | 0.4893 | 0.9998 | 0.8511 | 0.064 |
58 | 70 | 60.75 | 42.3977 | 79.1023 | 0.1616 | 0.7304 | 0.6556 | 0.1891 |
59 | 62 | 45 | 26.6477 | 63.3523 | 0.0347 | 0.0038 | 0.5 | 0.0052 |
60 | 58 | 54.75 | 36.3977 | 73.1023 | 0.3643 | 0.2194 | 0.064 | 0.064 |
61 | 39 | 51.25 | 32.8977 | 69.6023 | 0.0954 | 0.2355 | 0.175 | 0.029 |
62 | 49 | 51.5 | 33.1477 | 69.8523 | 0.3947 | 0.9091 | 0.3154 | 0.0308 |
63 | 58 | 67.75 | 49.3977 | 86.1023 | 0.1489 | 0.9774 | 0.8511 | 0.4469 |
64 | 47 | 51 | 32.6477 | 69.3523 | 0.3346 | 0.2274 | 0.5425 | 0.0273 |
65 | 42 | 51.25 | 32.8977 | 69.6023 | 0.1616 | 0.675 | 0.5106 | 0.029 |
66 | 62 | 60.75 | 42.3977 | 79.1023 | 0.4469 | 0.9774 | 0.7961 | 0.1891 |
67 | 39 | 39.25 | 20.8977 | 57.6023 | 0.4894 | 0.0076 | 0.5949 | 7e-04 |
68 | 40 | 30 | 11.6477 | 48.3523 | 0.1428 | 0.1682 | 0.8036 | 0 |
69 | 72 | 54.75 | 36.3977 | 73.1023 | 0.0327 | 0.9424 | 0.4893 | 0.064 |
70 | 70 | 60.75 | 42.3977 | 79.1023 | 0.1616 | 0.1148 | 0.1616 | 0.1891 |
71 | 54 | 45 | 26.6477 | 63.3523 | 0.1682 | 0.0038 | 0.0347 | 0.0052 |
72 | 65 | 54.75 | 36.3977 | 73.1023 | 0.1368 | 0.5319 | 0.3643 | 0.064 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
49 | 0.1827 | 0.1458 | 0.1458 | 0.1573 | 76.5627 | 0 | 0 | 0.7537 | 0.7537 |
50 | 0.1818 | 0.0804 | 0.1131 | 0.1205 | 20.2501 | 48.4064 | 6.9575 | 0.3876 | 0.5707 |
51 | 0.1382 | -0.1681 | 0.1314 | 0.132 | 95.0622 | 63.9583 | 7.9974 | -0.8399 | 0.6604 |
52 | 0.1836 | -0.02 | 0.1036 | 0.104 | 1 | 48.2187 | 6.944 | -0.0861 | 0.5169 |
53 | 0.1827 | -0.0049 | 0.0838 | 0.0842 | 0.0625 | 38.5875 | 6.2119 | -0.0215 | 0.4178 |
54 | 0.1541 | -0.1462 | 0.0942 | 0.0928 | 60.0623 | 42.1666 | 6.4936 | -0.6676 | 0.4594 |
55 | 0.2386 | -0.0608 | 0.0895 | 0.088 | 5.0625 | 36.866 | 6.0717 | -0.1938 | 0.4215 |
56 | 0.3121 | -0.3636 | 0.1237 | 0.1155 | 63.9999 | 40.2578 | 6.3449 | -0.6891 | 0.4549 |
57 | 0.171 | 0.0045 | 0.1105 | 0.1031 | 0.0625 | 35.7916 | 5.9826 | 0.0215 | 0.4068 |
58 | 0.1541 | 0.1321 | 0.1127 | 0.107 | 85.5628 | 40.7687 | 6.385 | 0.7968 | 0.4458 |
59 | 0.2081 | 0.2742 | 0.1273 | 0.1261 | 289.0004 | 63.3352 | 7.9583 | 1.4644 | 0.5384 |
60 | 0.171 | 0.056 | 0.1214 | 0.1204 | 10.5626 | 58.9375 | 7.6771 | 0.28 | 0.5169 |
61 | 0.1827 | -0.3141 | 0.1362 | 0.1321 | 150.0622 | 65.9471 | 8.1208 | -1.0552 | 0.5583 |
62 | 0.1818 | -0.051 | 0.1301 | 0.1262 | 6.2499 | 61.683 | 7.8539 | -0.2154 | 0.5338 |
63 | 0.1382 | -0.1681 | 0.1327 | 0.1281 | 95.0622 | 63.9083 | 7.9943 | -0.8399 | 0.5542 |
64 | 0.1836 | -0.0851 | 0.1297 | 0.1252 | 15.9999 | 60.914 | 7.8047 | -0.3446 | 0.5411 |
65 | 0.1827 | -0.2202 | 0.135 | 0.1295 | 85.5623 | 62.3639 | 7.8971 | -0.7968 | 0.5561 |
66 | 0.1541 | 0.0202 | 0.1286 | 0.1234 | 1.5625 | 58.9861 | 7.6802 | 0.1077 | 0.5312 |
67 | 0.2386 | -0.0064 | 0.1222 | 0.1173 | 0.0625 | 55.8848 | 7.4756 | -0.0215 | 0.5044 |
68 | 0.3121 | 0.25 | 0.1286 | 0.1257 | 100.0002 | 58.0906 | 7.6217 | 0.8614 | 0.5222 |
69 | 0.171 | 0.2396 | 0.1339 | 0.1327 | 297.563 | 69.494 | 8.3363 | 1.486 | 0.5681 |
70 | 0.1541 | 0.1321 | 0.1338 | 0.1331 | 85.5628 | 70.2244 | 8.38 | 0.7968 | 0.5785 |
71 | 0.2081 | 0.1667 | 0.1352 | 0.1352 | 81.0002 | 70.693 | 8.4079 | 0.7753 | 0.5871 |
72 | 0.171 | 0.1577 | 0.1362 | 0.1367 | 105.0628 | 72.125 | 8.4926 | 0.883 | 0.5994 |