| 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 | -3.9 | - | - | - | - | - | - | - |
| 49 | 0.3 | - | - | - | - | - | - | - |
| 50 | -12.5 | - | - | - | - | - | - | - |
| 51 | 2.3 | - | - | - | - | - | - | - |
| 52 | 6.9 | - | - | - | - | - | - | - |
| 53 | 10.8 | - | - | - | - | - | - | - |
| 54 | -2.2 | - | - | - | - | - | - | - |
| 55 | 8.2 | - | - | - | - | - | - | - |
| 56 | 3.8 | - | - | - | - | - | - | - |
| 57 | 4.1 | - | - | - | - | - | - | - |
| 58 | 5.1 | - | - | - | - | - | - | - |
| 59 | 0.7 | - | - | - | - | - | - | - |
| 60 | 12.4 | - | - | - | - | - | - | - |
| 61 | 6 | 18.0992 | -13.4911 | 49.6895 | 0.2264 | 0.6382 | 0.8653 | 0.6382 |
| 62 | 3.3 | 10.2462 | -31.6471 | 52.1394 | 0.3726 | 0.5787 | 0.8564 | 0.4599 |
| 63 | -111 | 10.4394 | -35.862 | 56.7407 | 0 | 0.6188 | 0.6348 | 0.4669 |
| 64 | -112.4 | 6.0733 | -41.5718 | 53.7184 | 0 | 1 | 0.4864 | 0.3973 |
| 65 | -130.6 | 5.2605 | -42.6659 | 53.1869 | 0 | 1 | 0.4104 | 0.3852 |
| 66 | -109.1 | 1.2261 | -46.7273 | 49.1794 | 0 | 1 | 0.5557 | 0.3239 |
| 67 | -118.8 | 7.3344 | -40.6191 | 55.2879 | 0 | 1 | 0.4859 | 0.418 |
| 68 | -123.9 | -0.8291 | -48.7871 | 47.129 | 0 | 1 | 0.425 | 0.2944 |
| 69 | -101.6 | -3.9479 | -51.9108 | 44.015 | 0 | 1 | 0.3711 | 0.252 |
| 70 | -112.8 | 1.6624 | -46.3031 | 49.6278 | 0 | 1 | 0.4441 | 0.3304 |
| 71 | -128 | -0.1074 | -48.0737 | 47.859 | 0 | 1 | 0.4868 | 0.3046 |
| 72 | -129.6 | 2.4125 | -45.5541 | 50.379 | 0 | 1 | 0.3416 | 0.3416 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 61 | 0.8905 | -0.6685 | 0.0557 | 146.3901 | 12.1992 | 3.4927 |
| 62 | 2.0861 | -0.6779 | 0.0565 | 48.2493 | 4.0208 | 2.0052 |
| 63 | 2.2629 | -11.6328 | 0.9694 | 14747.5184 | 1228.9599 | 35.0565 |
| 64 | 4.0025 | -19.5072 | 1.6256 | 14035.9287 | 1169.6607 | 34.2003 |
| 65 | 4.6483 | -25.8266 | 2.1522 | 18458.073 | 1538.1728 | 39.2195 |
| 66 | 19.9549 | -89.9838 | 7.4986 | 12171.8409 | 1014.3201 | 31.8484 |
| 67 | 3.3358 | -17.1977 | 1.4331 | 15909.8825 | 1325.8235 | 36.4119 |
| 68 | -29.5127 | 148.4425 | 12.3702 | 15146.451 | 1262.2042 | 35.5275 |
| 69 | -6.1985 | 24.7352 | 2.0613 | 9535.9334 | 794.6611 | 28.1897 |
| 70 | 14.7212 | -68.8546 | 5.7379 | 13101.636 | 1091.803 | 33.0424 |
| 71 | -227.962 | 1191.3173 | 99.2764 | 16356.5289 | 1363.0441 | 36.9194 |
| 72 | 10.1442 | -54.7207 | 4.5601 | 17427.2938 | 1452.2745 | 38.1087 |
