| 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 | 595.454 | - | - | - | - | - | - | - |
| 49 | 590.865 | - | - | - | - | - | - | - |
| 50 | 589.379 | - | - | - | - | - | - | - |
| 51 | 584.428 | - | - | - | - | - | - | - |
| 52 | 573.1 | - | - | - | - | - | - | - |
| 53 | 567.456 | - | - | - | - | - | - | - |
| 54 | 569.028 | - | - | - | - | - | - | - |
| 55 | 620.735 | - | - | - | - | - | - | - |
| 56 | 628.884 | - | - | - | - | - | - | - |
| 57 | 628.232 | - | - | - | - | - | - | - |
| 58 | 612.117 | - | - | - | - | - | - | - |
| 59 | 595.404 | - | - | - | - | - | - | - |
| 60 | 597.141 | - | - | - | - | - | - | - |
| 61 | 593.408 | 603.0312 | 594.0282 | 611.9278 | 0.017 | 0.9028 | 0.9963 | 0.9028 |
| 62 | 590.072 | 601.3675 | 588.5746 | 613.9464 | 0.0392 | 0.8926 | 0.9691 | 0.7449 |
| 63 | 579.799 | 595.6316 | 579.809 | 611.1248 | 0.0226 | 0.7591 | 0.9218 | 0.4243 |
| 64 | 574.205 | 589.9155 | 571.4684 | 607.9122 | 0.0435 | 0.8647 | 0.9665 | 0.2157 |
| 65 | 572.775 | 583.0462 | 562.1894 | 603.3224 | 0.1604 | 0.8036 | 0.9341 | 0.0865 |
| 66 | 572.942 | 588.3349 | 565.6257 | 610.3635 | 0.0854 | 0.9169 | 0.9571 | 0.2167 |
| 67 | 619.567 | 640.5321 | 617.6427 | 662.7851 | 0.0324 | 1 | 0.9594 | 0.9999 |
| 68 | 625.809 | 652.7719 | 628.658 | 676.1933 | 0.012 | 0.9973 | 0.9772 | 1 |
| 69 | 619.916 | 652.667 | 627.0631 | 677.4913 | 0.0049 | 0.983 | 0.9732 | 1 |
| 70 | 587.625 | 645.3463 | 618.0791 | 671.7214 | 0 | 0.9706 | 0.9932 | 0.9998 |
| 71 | 565.742 | 629.0395 | 599.7992 | 657.2306 | 0 | 0.998 | 0.9903 | 0.9867 |
| 72 | 557.274 | 633.1072 | 602.7046 | 662.3841 | 0 | 1 | 0.992 | 0.992 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 61 | 0.0075 | -0.016 | 0.0013 | 92.605 | 7.7171 | 2.778 |
| 62 | 0.0107 | -0.0188 | 0.0016 | 127.5891 | 10.6324 | 3.2607 |
| 63 | 0.0133 | -0.0266 | 0.0022 | 250.6716 | 20.8893 | 4.5705 |
| 64 | 0.0156 | -0.0266 | 0.0022 | 246.8203 | 20.5684 | 4.5352 |
| 65 | 0.0177 | -0.0176 | 0.0015 | 105.4972 | 8.7914 | 2.965 |
| 66 | 0.0191 | -0.0262 | 0.0022 | 236.9429 | 19.7452 | 4.4436 |
| 67 | 0.0177 | -0.0327 | 0.0027 | 439.5373 | 36.6281 | 6.0521 |
| 68 | 0.0183 | -0.0413 | 0.0034 | 726.9985 | 60.5832 | 7.7835 |
| 69 | 0.0194 | -0.0502 | 0.0042 | 1072.6276 | 89.3856 | 9.4544 |
| 70 | 0.0209 | -0.0894 | 0.0075 | 3331.7525 | 277.646 | 16.6627 |
| 71 | 0.0229 | -0.1006 | 0.0084 | 4006.5785 | 333.8815 | 18.2724 |
| 72 | 0.0236 | -0.1198 | 0.01 | 5750.6814 | 479.2235 | 21.8912 |
