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[65]) |
53 | 196 | - | - | - | - | - | - | - |
54 | 186 | - | - | - | - | - | - | - |
55 | 247 | - | - | - | - | - | - | - |
56 | 343 | - | - | - | - | - | - | - |
57 | 464 | - | - | - | - | - | - | - |
58 | 680 | - | - | - | - | - | - | - |
59 | 711 | - | - | - | - | - | - | - |
60 | 610 | - | - | - | - | - | - | - |
61 | 513 | - | - | - | - | - | - | - |
62 | 292 | - | - | - | - | - | - | - |
63 | 273 | - | - | - | - | - | - | - |
64 | 322 | - | - | - | - | - | - | - |
65 | 189 | - | - | - | - | - | - | - |
66 | 257 | 259.5563 | 160.4097 | 419.9838 | 0.4875 | 0.8057 | 0.8156 | 0.8057 |
67 | 324 | 292.6369 | 166.4243 | 514.5666 | 0.3909 | 0.6235 | 0.6565 | 0.82 |
68 | 404 | 465.6019 | 239.4689 | 905.2744 | 0.3918 | 0.7361 | 0.7077 | 0.8912 |
69 | 677 | 568.5389 | 279.7479 | 1155.4562 | 0.3586 | 0.7087 | 0.6365 | 0.8975 |
70 | 858 | 728.0047 | 341.7605 | 1550.7669 | 0.3784 | 0.5484 | 0.5455 | 0.9004 |
71 | 895 | 622.1204 | 284.5179 | 1360.3144 | 0.2344 | 0.2656 | 0.4067 | 0.8749 |
72 | 664 | 538.8482 | 240.3713 | 1207.9537 | 0.357 | 0.1484 | 0.4174 | 0.8473 |
73 | 628 | 553.4524 | 243.0196 | 1260.4316 | 0.4181 | 0.3796 | 0.5446 | 0.8438 |
74 | 308 | 371.4029 | 160.8164 | 857.7492 | 0.3992 | 0.1505 | 0.6255 | 0.7689 |
75 | 324 | 303.565 | 130.188 | 707.8352 | 0.4605 | 0.4914 | 0.5589 | 0.7107 |
76 | 248 | 271.4484 | 115.4738 | 638.1035 | 0.4501 | 0.3894 | 0.3935 | 0.6703 |
77 | 272 | 201.4746 | 85.2081 | 476.3869 | 0.3075 | 0.3701 | 0.5354 | 0.5354 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
66 | 0.3153 | -0.0099 | 0.0099 | 0.0099 | 6.5345 | 0 | 0 | -0.021 | 0.021 |
67 | 0.3869 | 0.0968 | 0.0534 | 0.0558 | 983.6422 | 495.0883 | 22.2506 | 0.2573 | 0.1391 |
68 | 0.4818 | -0.1525 | 0.0864 | 0.0844 | 3794.7903 | 1594.989 | 39.9373 | -0.5053 | 0.2612 |
69 | 0.5267 | 0.1602 | 0.1049 | 0.1069 | 11763.8182 | 4137.1963 | 64.321 | 0.8897 | 0.4183 |
70 | 0.5766 | 0.1515 | 0.1142 | 0.1183 | 16898.7765 | 6689.5123 | 81.7894 | 1.0663 | 0.5479 |
71 | 0.6054 | 0.3049 | 0.146 | 0.1585 | 74463.2851 | 17985.1411 | 134.1087 | 2.2384 | 0.8297 |
72 | 0.6335 | 0.1885 | 0.152 | 0.1656 | 15662.9659 | 17653.4018 | 132.8661 | 1.0266 | 0.8578 |
73 | 0.6517 | 0.1187 | 0.1479 | 0.1607 | 5557.3409 | 16141.3942 | 127.0488 | 0.6115 | 0.827 |
74 | 0.6681 | -0.2059 | 0.1543 | 0.1636 | 4019.9312 | 14794.565 | 121.6329 | -0.5201 | 0.7929 |
75 | 0.6795 | 0.0631 | 0.1452 | 0.1537 | 417.5906 | 13356.8675 | 115.5719 | 0.1676 | 0.7304 |
76 | 0.6892 | -0.0945 | 0.1406 | 0.148 | 549.8262 | 12192.591 | 110.4201 | -0.1923 | 0.6815 |
77 | 0.6962 | 0.2593 | 0.1505 | 0.1604 | 4973.8307 | 11591.0277 | 107.6616 | 0.5785 | 0.6729 |