| 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[24]) |
| 12 | 105.4 | - | - | - | - | - | - | - |
| 13 | 110.9 | - | - | - | - | - | - | - |
| 14 | 113.5 | - | - | - | - | - | - | - |
| 15 | 116.3 | - | - | - | - | - | - | - |
| 16 | 124 | - | - | - | - | - | - | - |
| 17 | 128.8 | - | - | - | - | - | - | - |
| 18 | 133.5 | - | - | - | - | - | - | - |
| 19 | 132.6 | - | - | - | - | - | - | - |
| 20 | 128.4 | - | - | - | - | - | - | - |
| 21 | 127.3 | - | - | - | - | - | - | - |
| 22 | 126.7 | - | - | - | - | - | - | - |
| 23 | 123.3 | - | - | - | - | - | - | - |
| 24 | 123.2 | - | - | - | - | - | - | - |
| 25 | 124.4 | 126.4379 | 126.5954 | 126.2807 | 1 | 0 | 0 | 0 |
| 26 | 128.2 | 128.8175 | 129.1137 | 128.5223 | 1 | 0 | 0 | 0 |
| 27 | 128.7 | 133.3834 | 133.7607 | 133.0078 | 1 | 0 | 0 | 0 |
| 28 | 135.7 | 140.4807 | 140.9889 | 139.9754 | 1 | 0 | 0 | 0 |
| 29 | 139 | 142.7823 | 143.3946 | 142.1742 | 1 | 0 | 0 | 0 |
| 30 | 145.4 | 151.3793 | 152.119 | 150.6455 | 1 | 0 | 0 | 0 |
| 31 | 142.4 | 151.0837 | 151.9086 | 150.266 | 1 | 0 | 0 | 0 |
| 32 | 137.7 | 141.5255 | 142.3251 | 140.733 | 1 | 0.9847 | 0 | 0 |
| 33 | 137 | 142.6896 | 143.5574 | 141.8302 | 1 | 0 | 0 | 0 |
| 34 | 137.1 | 143.3059 | 144.2409 | 142.3805 | 1 | 0 | 0 | 0 |
| 35 | 139.3 | 136.3101 | 137.2183 | 135.4114 | 1 | 0.9575 | 0 | 0 |
| 36 | 139.6 | 132.2582 | 133.1729 | 131.3535 | 1 | 1 | 0 | 0 |
| 37 | 140.4 | 129.2523 | 130.2672 | 128.2501 | 1 | 1 | 0 | 0 |
| 38 | 142.3 | 129.0884 | 130.2824 | 127.9119 | 1 | 1 | 0.0694 | 0 |
| 39 | 148.3 | 131.4279 | 132.7997 | 130.0786 | 1 | 1 | 0 | 0 |
| 40 | 157.7 | 131.0131 | 132.5302 | 129.5236 | 1 | 1 | 1 | 0 |
| 41 | 161.6 | 128.5581 | 130.1776 | 126.9706 | 1 | 1 | 1 | 0 |
| 42 | 161.7 | 132.9635 | 134.7962 | 131.1703 | 1 | 1 | 1 | 0 |
| 43 | 171.8 | 133.5578 | 135.5417 | 131.6199 | 1 | 1 | 1 | 0 |
| 44 | 185.1 | 127.5994 | 129.554 | 125.6916 | 1 | 1 | 1 | 0 |
| 45 | 176.7 | 129.9793 | 132.1002 | 127.9124 | 1 | 1 | 1 | 0 |
| 46 | 184.4 | 131.2864 | 133.5552 | 129.0787 | 1 | 1 | 1 | 0 |
| 47 | 183 | 127.011 | 129.2565 | 124.8273 | 1 | 1 | 1 | 3e-04 |
| 48 | 180.9 | 122.5221 | 124.7336 | 120.3727 | 1 | 1 | 1 | 0.7318 |
| 49 | 187 | 116.2005 | 118.3426 | 114.1198 | 1 | 1 | 1 | 1 |
| 50 | 189.9 | 114.0105 | 116.2095 | 111.8773 | 1 | 1 | 1 | 1 |
| 51 | 193.8 | 112.7801 | 115.0534 | 110.5778 | 1 | 1 | 1 | 1 |
| 52 | 194.5 | 107.3781 | 109.581 | 105.2452 | 1 | 1 | 1 | 1 |
| 53 | 198.7 | 103.6944 | 105.8745 | 101.5852 | 1 | 1 | 1 | 1 |
| 54 | 204.7 | 102.6627 | 104.8952 | 100.5052 | 1 | 1 | 1 | 1 |
| 55 | 213.2 | 103.324 | 105.669 | 101.0611 | 1 | 1 | 1 | 1 |
| 56 | 214.7 | 103.5814 | 106.0214 | 101.23 | 1 | 1 | 1 | 1 |
| 57 | 211 | 105.0367 | 107.6154 | 102.5555 | 1 | 1 | 1 | 1 |
| 58 | 213.2 | 105.8409 | 108.5363 | 103.251 | 1 | 1 | 1 | 1 |
| 59 | 206.3 | 106.3606 | 109.1583 | 103.6759 | 1 | 1 | 1 | 1 |
| 60 | 210.8 | 104.7373 | 107.5446 | 102.0455 | 1 | 1 | 1 | 1 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 25 | -6e-04 | -0.0161 | 4e-04 | 4.153 | 0.1154 | 0.3396 |
| 26 | -0.0012 | -0.0048 | 1e-04 | 0.3813 | 0.0106 | 0.1029 |
| 27 | -0.0014 | -0.0351 | 0.001 | 21.9345 | 0.6093 | 0.7806 |
| 28 | -0.0018 | -0.034 | 9e-04 | 22.8552 | 0.6349 | 0.7968 |
| 29 | -0.0022 | -0.0265 | 7e-04 | 14.306 | 0.3974 | 0.6304 |
| 30 | -0.0025 | -0.0395 | 0.0011 | 35.7526 | 0.9931 | 0.9966 |
| 31 | -0.0028 | -0.0575 | 0.0016 | 75.4075 | 2.0947 | 1.4473 |
| 32 | -0.0029 | -0.027 | 8e-04 | 14.6342 | 0.4065 | 0.6376 |
| 33 | -0.0031 | -0.0399 | 0.0011 | 32.3718 | 0.8992 | 0.9483 |
| 34 | -0.0033 | -0.0433 | 0.0012 | 38.5129 | 1.0698 | 1.0343 |
| 35 | -0.0034 | 0.0219 | 6e-04 | 8.9398 | 0.2483 | 0.4983 |
| 36 | -0.0035 | 0.0555 | 0.0015 | 53.9021 | 1.4973 | 1.2236 |
| 37 | -0.004 | 0.0862 | 0.0024 | 124.2702 | 3.452 | 1.8579 |
| 38 | -0.0047 | 0.1023 | 0.0028 | 174.5462 | 4.8485 | 2.2019 |
| 39 | -0.0052 | 0.1284 | 0.0036 | 284.6686 | 7.9075 | 2.812 |
| 40 | -0.0058 | 0.2037 | 0.0057 | 712.1917 | 19.7831 | 4.4478 |
| 41 | -0.0063 | 0.257 | 0.0071 | 1091.7698 | 30.3269 | 5.507 |
| 42 | -0.0069 | 0.2161 | 0.006 | 825.7873 | 22.9385 | 4.7894 |
| 43 | -0.0074 | 0.2863 | 0.008 | 1462.4678 | 40.6241 | 6.3737 |
| 44 | -0.0076 | 0.4506 | 0.0125 | 3306.3157 | 91.8421 | 9.5834 |
| 45 | -0.0081 | 0.3594 | 0.01 | 2182.8232 | 60.634 | 7.7868 |
| 46 | -0.0086 | 0.4046 | 0.0112 | 2821.0519 | 78.3626 | 8.8523 |
| 47 | -0.0088 | 0.4408 | 0.0122 | 3134.7686 | 87.0769 | 9.3315 |
| 48 | -0.009 | 0.4765 | 0.0132 | 3407.9805 | 94.6661 | 9.7297 |
| 49 | -0.0091 | 0.6093 | 0.0169 | 5012.5695 | 139.238 | 11.7999 |
| 50 | -0.0095 | 0.6656 | 0.0185 | 5759.2191 | 159.9783 | 12.6483 |
| 51 | -0.01 | 0.7184 | 0.02 | 6564.2246 | 182.3396 | 13.5033 |
| 52 | -0.0101 | 0.8114 | 0.0225 | 7590.2276 | 210.8397 | 14.5203 |
| 53 | -0.0104 | 0.9162 | 0.0255 | 9026.0713 | 250.7242 | 15.8343 |
| 54 | -0.0107 | 0.9939 | 0.0276 | 10411.6185 | 289.2116 | 17.0062 |
| 55 | -0.0112 | 1.0634 | 0.0295 | 12072.7412 | 335.3539 | 18.3127 |
| 56 | -0.0116 | 1.0728 | 0.0298 | 12347.3472 | 342.9819 | 18.5198 |
| 57 | -0.0121 | 1.0088 | 0.028 | 11228.2115 | 311.8948 | 17.6605 |
| 58 | -0.0125 | 1.0143 | 0.0282 | 11525.9757 | 320.166 | 17.8932 |
| 59 | -0.0129 | 0.9396 | 0.0261 | 9987.8843 | 277.4412 | 16.6566 |
| 60 | -0.0131 | 1.0127 | 0.0281 | 11249.2867 | 312.4802 | 17.6771 |
