| 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[94]) |
| 82 | 621 | - | - | - | - | - | - | - |
| 83 | 629 | - | - | - | - | - | - | - |
| 84 | 628 | - | - | - | - | - | - | - |
| 85 | 612 | - | - | - | - | - | - | - |
| 86 | 595 | - | - | - | - | - | - | - |
| 87 | 597 | - | - | - | - | - | - | - |
| 88 | 593 | - | - | - | - | - | - | - |
| 89 | 590 | - | - | - | - | - | - | - |
| 90 | 580 | - | - | - | - | - | - | - |
| 91 | 574 | - | - | - | - | - | - | - |
| 92 | 573 | - | - | - | - | - | - | - |
| 93 | 573 | - | - | - | - | - | - | - |
| 94 | 620 | - | - | - | - | - | - | - |
| 95 | 626 | 632.7185 | 620.8144 | 644.6226 | 0.1343 | 0.9819 | 0.7298 | 0.9819 |
| 96 | 620 | 629.0451 | 612.0261 | 646.064 | 0.1488 | 0.6371 | 0.5479 | 0.8512 |
| 97 | 588 | 614.209 | 593.3429 | 635.075 | 0.0069 | 0.2932 | 0.5822 | 0.2932 |
| 98 | 566 | 596.4557 | 572.3613 | 620.5502 | 0.0066 | 0.7542 | 0.5471 | 0.0277 |
| 99 | 557 | 598.471 | 571.5372 | 625.4048 | 0.0013 | 0.9909 | 0.5426 | 0.0586 |
| 100 | 561 | 597.0255 | 567.5228 | 626.5282 | 0.0083 | 0.9961 | 0.6054 | 0.0635 |
| 101 | 549 | 592.9468 | 561.0821 | 624.8115 | 0.0034 | 0.9753 | 0.5719 | 0.0481 |
| 102 | 532 | 582.9233 | 548.8599 | 616.9867 | 0.0017 | 0.9745 | 0.5668 | 0.0164 |
| 103 | 526 | 575.8883 | 539.7598 | 612.0168 | 0.0034 | 0.9914 | 0.5408 | 0.0084 |
| 104 | 511 | 572.1261 | 534.0443 | 610.208 | 8e-04 | 0.9912 | 0.4821 | 0.0069 |
| 105 | 499 | 572.0504 | 532.1107 | 611.9901 | 2e-04 | 0.9986 | 0.4814 | 0.0093 |
| 106 | 555 | 621.2718 | 579.5569 | 662.9868 | 9e-04 | 1 | 0.5238 | 0.5238 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 95 | 0.0096 | -0.0106 | 9e-04 | 45.1385 | 3.7615 | 1.9395 |
| 96 | 0.0138 | -0.0144 | 0.0012 | 81.8135 | 6.8178 | 2.6111 |
| 97 | 0.0173 | -0.0427 | 0.0036 | 686.9092 | 57.2424 | 7.5659 |
| 98 | 0.0206 | -0.0511 | 0.0043 | 927.5527 | 77.2961 | 8.7918 |
| 99 | 0.023 | -0.0693 | 0.0058 | 1719.8449 | 143.3204 | 11.9717 |
| 100 | 0.0252 | -0.0603 | 0.005 | 1297.8344 | 108.1529 | 10.3997 |
| 101 | 0.0274 | -0.0741 | 0.0062 | 1931.3204 | 160.9434 | 12.6863 |
| 102 | 0.0298 | -0.0874 | 0.0073 | 2593.1829 | 216.0986 | 14.7003 |
| 103 | 0.032 | -0.0866 | 0.0072 | 2488.8426 | 207.4036 | 14.4015 |
| 104 | 0.034 | -0.1068 | 0.0089 | 3736.4059 | 311.3672 | 17.6456 |
| 105 | 0.0356 | -0.1277 | 0.0106 | 5336.3595 | 444.6966 | 21.0878 |
| 106 | 0.0343 | -0.1067 | 0.0089 | 4391.9556 | 365.9963 | 19.131 |
