| 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 | 0 | - | - | - | - | - | - | - |
| 49 | 0 | - | - | - | - | - | - | - |
| 50 | -0.1 | - | - | - | - | - | - | - |
| 51 | 0.2 | - | - | - | - | - | - | - |
| 52 | 0 | - | - | - | - | - | - | - |
| 53 | 0.1 | - | - | - | - | - | - | - |
| 54 | -0.8 | - | - | - | - | - | - | - |
| 55 | 0 | - | - | - | - | - | - | - |
| 56 | -0.1 | - | - | - | - | - | - | - |
| 57 | 0.1 | - | - | - | - | - | - | - |
| 58 | 0 | - | - | - | - | - | - | - |
| 59 | -0.2 | - | - | - | - | - | - | - |
| 60 | -8 | - | - | - | - | - | - | - |
| 61 | 0 | -6.9753 | -9.0338 | -4.9169 | 0 | 0.8354 | 0 | 0.8354 |
| 62 | 0.2 | -7.5121 | -10.2734 | -4.7508 | 0 | 0 | 0 | 0.6355 |
| 63 | 0.2 | -2.6736 | -6.0883 | 0.741 | 0.0495 | 0.0495 | 0.0495 | 0.9989 |
| 64 | 0 | -3.8337 | -7.3254 | -0.342 | 0.0157 | 0.0118 | 0.0157 | 0.9903 |
| 65 | 0 | -3.0796 | -6.714 | 0.5548 | 0.0484 | 0.0484 | 0.0432 | 0.996 |
| 66 | 0.2 | -6.0366 | -9.7552 | -2.318 | 5e-04 | 7e-04 | 0.0029 | 0.8496 |
| 67 | -0.1 | -5.0693 | -9.1193 | -1.0193 | 0.0081 | 0.0054 | 0.0071 | 0.922 |
| 68 | 0.1 | -5.8563 | -10.1201 | -1.5924 | 0.0031 | 0.0041 | 0.0041 | 0.8378 |
| 69 | 0 | -3.8598 | -8.3979 | 0.6784 | 0.0478 | 0.0436 | 0.0436 | 0.9631 |
| 70 | 0.2 | -4.7662 | -9.4168 | -0.1156 | 0.0182 | 0.0223 | 0.0223 | 0.9135 |
| 71 | 0.2 | -3.9924 | -8.8089 | 0.8241 | 0.044 | 0.044 | 0.0614 | 0.9485 |
| 72 | 7.7 | -3.7807 | -8.7117 | 1.1503 | 0 | 0.0568 | 0.9532 | 0.9532 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 61 | -0.1506 | -1 | 0.0833 | 48.6553 | 4.0546 | 2.0136 |
| 62 | -0.1875 | -1.0266 | 0.0856 | 59.476 | 4.9563 | 2.2263 |
| 63 | -0.6516 | -1.0748 | 0.0896 | 8.2577 | 0.6881 | 0.8295 |
| 64 | -0.4647 | -1 | 0.0833 | 14.6973 | 1.2248 | 1.1067 |
| 65 | -0.6021 | -1 | 0.0833 | 9.4842 | 0.7903 | 0.889 |
| 66 | -0.3143 | -1.0331 | 0.0861 | 38.8948 | 3.2412 | 1.8003 |
| 67 | -0.4076 | -0.9803 | 0.0817 | 24.6938 | 2.0578 | 1.4345 |
| 68 | -0.3715 | -1.0171 | 0.0848 | 35.4769 | 2.9564 | 1.7194 |
| 69 | -0.5999 | -1 | 0.0833 | 14.8979 | 1.2415 | 1.1142 |
| 70 | -0.4978 | -1.042 | 0.0868 | 24.6632 | 2.0553 | 1.4336 |
| 71 | -0.6155 | -1.0501 | 0.0875 | 17.5763 | 1.4647 | 1.2102 |
| 72 | -0.6654 | -3.0367 | 0.2531 | 131.8058 | 10.9838 | 3.3142 |
