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]) |
47 | 45 | - | - | - | - | - | - | - |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | 69 | 35.2147 | 102.7853 | 0.3008 | 0.5 | 0.5 | 0.5 |
50 | 56 | 69 | 21.2204 | 116.7796 | 0.2969 | 0.644 | 0.644 | 0.5 |
51 | 58 | 69 | 10.4822 | 127.5178 | 0.3563 | 0.6684 | 0.6684 | 0.5 |
52 | 50 | 69 | 1.4294 | 136.5706 | 0.2908 | 0.6252 | 0.6252 | 0.5 |
53 | 51 | 69 | -6.5462 | 144.5462 | 0.3203 | 0.689 | 0.689 | 0.5 |
54 | 53 | 69 | -13.7567 | 151.7567 | 0.3524 | 0.6651 | 0.6651 | 0.5 |
55 | 37 | 69 | -20.3875 | 158.3875 | 0.2414 | 0.6371 | 0.6371 | 0.5 |
56 | 22 | 69 | -26.5592 | 164.5592 | 0.1675 | 0.7442 | 0.7442 | 0.5 |
57 | 55 | 69 | -32.3559 | 170.3559 | 0.3933 | 0.8183 | 0.8183 | 0.5 |
58 | 70 | 69 | -37.8385 | 175.8385 | 0.4927 | 0.6013 | 0.6013 | 0.5 |
59 | 62 | 69 | -43.0531 | 181.0531 | 0.4513 | 0.493 | 0.493 | 0.5 |
60 | 58 | 69 | -48.0357 | 186.0357 | 0.4269 | 0.5467 | 0.5467 | 0.5 |
61 | 39 | 69 | -52.8146 | 190.8146 | 0.3147 | 0.5702 | 0.5702 | 0.5 |
62 | 49 | 69 | -57.413 | 195.413 | 0.3782 | 0.6791 | 0.6791 | 0.5 |
63 | 58 | 69 | -61.8499 | 199.8499 | 0.4346 | 0.6178 | 0.6178 | 0.5 |
64 | 47 | 69 | -66.1411 | 204.1411 | 0.3748 | 0.5634 | 0.5634 | 0.5 |
65 | 42 | 69 | -70.3003 | 208.3003 | 0.352 | 0.6215 | 0.6215 | 0.5 |
66 | 62 | 69 | -74.3388 | 212.3388 | 0.4619 | 0.644 | 0.644 | 0.5 |
67 | 39 | 69 | -78.2667 | 216.2667 | 0.3448 | 0.5371 | 0.5371 | 0.5 |
68 | 40 | 69 | -82.0924 | 220.0924 | 0.3534 | 0.6514 | 0.6514 | 0.5 |
69 | 72 | 69 | -85.8236 | 223.8236 | 0.4849 | 0.6432 | 0.6432 | 0.5 |
70 | 70 | 69 | -89.467 | 227.467 | 0.4951 | 0.4852 | 0.4852 | 0.5 |
71 | 54 | 69 | -93.0285 | 231.0285 | 0.428 | 0.4952 | 0.4952 | 0.5 |
72 | 65 | 69 | -96.5134 | 234.5134 | 0.4811 | 0.5705 | 0.5705 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
49 | 0.2498 | -0.15 | 0.15 | 0.1395 | 81 | 0 | 0 | -0.7753 | 0.7753 |
50 | 0.3533 | -0.2321 | 0.1911 | 0.1738 | 169 | 125 | 11.1803 | -1.1199 | 0.9476 |
51 | 0.4327 | -0.1897 | 0.1906 | 0.1736 | 121 | 123.6667 | 11.1206 | -0.9476 | 0.9476 |
52 | 0.4996 | -0.38 | 0.2379 | 0.21 | 361 | 183 | 13.5277 | -1.6367 | 1.1199 |
53 | 0.5586 | -0.3529 | 0.2609 | 0.228 | 324 | 211.2 | 14.5327 | -1.5506 | 1.206 |
54 | 0.6119 | -0.3019 | 0.2678 | 0.2337 | 256 | 218.6667 | 14.7874 | -1.3783 | 1.2347 |
55 | 0.661 | -0.8649 | 0.3531 | 0.2866 | 1024 | 333.7143 | 18.2678 | -2.7566 | 1.4521 |
56 | 0.7066 | -2.1364 | 0.576 | 0.3799 | 2209 | 568.125 | 23.8354 | -4.0487 | 1.7767 |
57 | 0.7495 | -0.2545 | 0.5403 | 0.3628 | 196 | 526.7778 | 22.9516 | -1.206 | 1.7133 |
58 | 0.79 | 0.0143 | 0.4877 | 0.3279 | 1 | 474.2 | 21.7761 | 0.0861 | 1.5506 |
59 | 0.8286 | -0.1129 | 0.4536 | 0.3078 | 49 | 435.5455 | 20.8697 | -0.603 | 1.4644 |
60 | 0.8654 | -0.1897 | 0.4316 | 0.2966 | 121 | 409.3333 | 20.232 | -0.9476 | 1.4213 |
61 | 0.9007 | -0.7692 | 0.4576 | 0.3165 | 900 | 447.0769 | 21.1442 | -2.5843 | 1.5108 |
62 | 0.9347 | -0.4082 | 0.454 | 0.3181 | 400 | 443.7143 | 21.0645 | -1.7228 | 1.5259 |
63 | 0.9675 | -0.1897 | 0.4364 | 0.3085 | 121 | 422.2 | 20.5475 | -0.9476 | 1.4874 |
64 | 0.9993 | -0.4681 | 0.4384 | 0.3129 | 484 | 426.0625 | 20.6413 | -1.8951 | 1.5129 |
65 | 1.03 | -0.6429 | 0.4504 | 0.3231 | 729 | 443.8824 | 21.0685 | -2.3258 | 1.5607 |
66 | 1.0599 | -0.1129 | 0.4317 | 0.3111 | 49 | 421.9444 | 20.5413 | -0.603 | 1.5075 |
67 | 1.0889 | -0.7692 | 0.4494 | 0.324 | 900 | 447.1053 | 21.1449 | -2.5843 | 1.5642 |
68 | 1.1172 | -0.725 | 0.4632 | 0.3344 | 841 | 466.8 | 21.6056 | -2.4981 | 1.6109 |
69 | 1.1448 | 0.0417 | 0.4431 | 0.3205 | 9 | 445 | 21.095 | 0.2584 | 1.5465 |
70 | 1.1717 | 0.0143 | 0.4237 | 0.3066 | 1 | 424.8182 | 20.6111 | 0.0861 | 1.4801 |
71 | 1.1981 | -0.2778 | 0.4173 | 0.3038 | 225 | 416.1304 | 20.3993 | -1.2921 | 1.4719 |
72 | 1.2238 | -0.0615 | 0.4025 | 0.2937 | 16 | 399.4583 | 19.9865 | -0.3446 | 1.4249 |