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 | 53.0012 | 35.7718 | 70.2306 | 0.0556 | 0.2848 | 0.213 | 0.2848 |
62 | 49 | 52.4001 | 35.1706 | 69.6295 | 0.3495 | 0.9363 | 0.3411 | 0.262 |
63 | 58 | 65.7991 | 48.5697 | 83.0285 | 0.1875 | 0.972 | 0.8125 | 0.8125 |
64 | 47 | 50.7999 | 33.5705 | 68.0293 | 0.3328 | 0.2064 | 0.5363 | 0.2064 |
65 | 42 | 51.1993 | 33.9699 | 68.4287 | 0.1477 | 0.6836 | 0.509 | 0.2196 |
66 | 62 | 59.1997 | 41.9703 | 76.4292 | 0.375 | 0.9748 | 0.7597 | 0.5543 |
67 | 39 | 38.7991 | 21.5697 | 56.0286 | 0.4909 | 0.0042 | 0.5811 | 0.0145 |
68 | 40 | 28.3994 | 11.17 | 45.6289 | 0.0935 | 0.1139 | 0.7667 | 4e-04 |
69 | 72 | 54.7995 | 37.5701 | 72.0289 | 0.0252 | 0.9539 | 0.4909 | 0.3579 |
70 | 70 | 62.6003 | 45.3709 | 79.8298 | 0.2 | 0.1425 | 0.2 | 0.6996 |
71 | 54 | 48.4009 | 31.1714 | 65.6303 | 0.2621 | 0.007 | 0.0609 | 0.1374 |
72 | 65 | 55.4006 | 38.1712 | 72.63 | 0.1374 | 0.5633 | 0.3837 | 0.3837 |
Univariate ARIMA Extrapolation Forecast Performance | |||||||||
time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
61 | 0.1659 | -0.359 | 0.359 | 0.3044 | 196.0334 | 0 | 0 | -1.1001 | 1.1001 |
62 | 0.1678 | -0.0694 | 0.2142 | 0.1857 | 11.5604 | 103.7969 | 10.1881 | -0.2671 | 0.6836 |
63 | 0.1336 | -0.1345 | 0.1876 | 0.1658 | 60.8258 | 89.4732 | 9.459 | -0.6128 | 0.66 |
64 | 0.173 | -0.0808 | 0.1609 | 0.1438 | 14.4395 | 70.7148 | 8.4092 | -0.2986 | 0.5696 |
65 | 0.1717 | -0.219 | 0.1725 | 0.1545 | 84.6276 | 73.4973 | 8.5731 | -0.7228 | 0.6003 |
66 | 0.1485 | 0.0452 | 0.1513 | 0.1365 | 7.8414 | 62.5547 | 7.9092 | 0.22 | 0.5369 |
67 | 0.2266 | 0.0052 | 0.1304 | 0.1177 | 0.0403 | 53.6241 | 7.3228 | 0.0158 | 0.4625 |
68 | 0.3095 | 0.29 | 0.1504 | 0.1454 | 134.5731 | 63.7427 | 7.9839 | 0.9115 | 0.5186 |
69 | 0.1604 | 0.2389 | 0.1602 | 0.1594 | 295.8579 | 89.5333 | 9.4622 | 1.3515 | 0.6111 |
70 | 0.1404 | 0.1057 | 0.1548 | 0.1546 | 54.7551 | 86.0555 | 9.2766 | 0.5814 | 0.6082 |
71 | 0.1816 | 0.1037 | 0.1501 | 0.1505 | 31.3503 | 81.0823 | 9.0046 | 0.4399 | 0.5929 |
72 | 0.1587 | 0.1477 | 0.1499 | 0.1512 | 92.1491 | 82.0045 | 9.0556 | 0.7542 | 0.6063 |