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]) |
48 | 69 | - | - | - | - | - | - | - |
49 | 60 | - | - | - | - | - | - | - |
50 | 56 | - | - | - | - | - | - | - |
51 | 58 | - | - | - | - | - | - | - |
52 | 50 | - | - | - | - | - | - | - |
53 | 51 | - | - | - | - | - | - | - |
54 | 53 | - | - | - | - | - | - | - |
55 | 37 | - | - | - | - | - | - | - |
56 | 22 | - | - | - | - | - | - | - |
57 | 55 | - | - | - | - | - | - | - |
58 | 70 | - | - | - | - | - | - | - |
59 | 62 | - | - | - | - | - | - | - |
60 | 58 | - | - | - | - | - | - | - |
61 | 39 | 0 | -104.106 | 104.106 | 0.2314 | 0.1374 | 0.1293 | 0.1374 |
62 | 49 | 0 | -104.106 | 104.106 | 0.1781 | 0.2314 | 0.1459 | 0.1374 |
63 | 58 | 0 | -104.106 | 104.106 | 0.1374 | 0.1781 | 0.1374 | 0.1374 |
64 | 47 | 0 | -104.106 | 104.106 | 0.1881 | 0.1374 | 0.1733 | 0.1374 |
65 | 42 | 0 | -104.106 | 104.106 | 0.2145 | 0.1881 | 0.1685 | 0.1374 |
66 | 62 | 0 | -104.106 | 104.106 | 0.1216 | 0.2145 | 0.1592 | 0.1374 |
67 | 39 | 0 | -104.106 | 104.106 | 0.2314 | 0.1216 | 0.243 | 0.1374 |
68 | 40 | 0 | -104.106 | 104.106 | 0.2257 | 0.2314 | 0.3394 | 0.1374 |
69 | 72 | 0 | -104.106 | 104.106 | 0.0876 | 0.2257 | 0.1502 | 0.1374 |
70 | 70 | 0 | -104.106 | 104.106 | 0.0938 | 0.0876 | 0.0938 | 0.1374 |
71 | 54 | 0 | -104.106 | 104.106 | 0.1547 | 0.0938 | 0.1216 | 0.1374 |
72 | 65 | 0 | -104.106 | 104.106 | 0.1105 | 0.1547 | 0.1374 | 0.1374 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | Inf | 1 | 1 | 2 | 1521 | 0 | 0 | 3.0643 | 3.0643 |
62 | Inf | 1 | 1 | 2 | 2401 | 1961 | 44.2832 | 3.85 | 3.4571 |
63 | Inf | 1 | 1 | 2 | 3364 | 2428.6667 | 49.2815 | 4.5571 | 3.8238 |
64 | Inf | 1 | 1 | 2 | 2209 | 2373.75 | 48.7211 | 3.6929 | 3.7911 |
65 | Inf | 1 | 1 | 2 | 1764 | 2251.8 | 47.4531 | 3.3 | 3.6929 |
66 | Inf | 1 | 1 | 2 | 3844 | 2517.1667 | 50.1714 | 4.8714 | 3.8893 |
67 | Inf | 1 | 1 | 2 | 1521 | 2374.8571 | 48.7325 | 3.0643 | 3.7714 |
68 | Inf | 1 | 1 | 2 | 1600 | 2278 | 47.7284 | 3.1429 | 3.6929 |
69 | Inf | 1 | 1 | 2 | 5184 | 2600.8889 | 50.9989 | 5.6571 | 3.9111 |
70 | Inf | 1 | 1 | 2 | 4900 | 2830.8 | 53.2053 | 5.5 | 4.07 |
71 | Inf | 1 | 1 | 2 | 2916 | 2838.5455 | 53.278 | 4.2429 | 4.0857 |
72 | Inf | 1 | 1 | 2 | 4225 | 2954.0833 | 54.3515 | 5.1071 | 4.1708 |