| 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[36]) |
| 32 | 308.85 | - | - | - | - | - | - | - |
| 33 | 319.19 | - | - | - | - | - | - | - |
| 34 | 314.52 | - | - | - | - | - | - | - |
| 35 | 312.39 | - | - | - | - | - | - | - |
| 36 | 315.77 | - | - | - | - | - | - | - |
| 37 | 320.23 | 326.0216 | 309.631 | 342.4123 | 0.2443 | 0.8899 | 0.793 | 0.8899 |
| 38 | 309.45 | 324.045 | 298.4324 | 349.6576 | 0.132 | 0.6148 | 0.767 | 0.7367 |
| 39 | 296.54 | 318.1599 | 285.8588 | 350.4609 | 0.0948 | 0.7014 | 0.6369 | 0.5577 |
| 40 | 297.28 | 321.0558 | 283.2311 | 358.8806 | 0.109 | 0.898 | 0.6079 | 0.6079 |
| 41 | 301.39 | 327.4836 | 282.7235 | 372.2436 | 0.1266 | 0.907 | 0.6246 | 0.696 |
| 42 | 306.68 | 325.2687 | 274.1044 | 376.433 | 0.2382 | 0.8198 | 0.7277 | 0.642 |
| 43 | 305.91 | 322.966 | 266.1143 | 379.8177 | 0.2783 | 0.7128 | 0.8189 | 0.598 |
| 44 | 314.76 | 324.9491 | 262.9294 | 386.9687 | 0.3737 | 0.7263 | 0.8091 | 0.6141 |
| 45 | 323.34 | 330.3529 | 260.6273 | 400.0785 | 0.4219 | 0.6694 | 0.7922 | 0.6591 |
| 46 | 341.58 | 329.058 | 251.7958 | 406.3201 | 0.3754 | 0.5577 | 0.7149 | 0.632 |
| 47 | 330.12 | 326.3156 | 242.1894 | 410.4418 | 0.4647 | 0.3611 | 0.6828 | 0.597 |
| 48 | 318.16 | 327.8855 | 237.4145 | 418.3565 | 0.4166 | 0.4807 | 0.6119 | 0.6035 |
| 49 | 317.84 | 331.63 | 234.0105 | 429.2494 | 0.3909 | 0.6066 | 0.5661 | 0.6249 |
| 50 | 325.39 | 330.4868 | 225.9668 | 435.0067 | 0.4619 | 0.5937 | 0.4176 | 0.6087 |
| 51 | 327.56 | 328.9362 | 217.944 | 439.9284 | 0.4903 | 0.525 | 0.4917 | 0.5919 |
| 52 | 329.77 | 330.0662 | 212.9588 | 447.1736 | 0.498 | 0.5167 | 0.579 | 0.5946 |
| 53 | 333.29 | 333.007 | 208.9941 | 457.0199 | 0.4982 | 0.5204 | 0.5947 | 0.6074 |
| 54 | 346.1 | 332.2386 | 201.4662 | 463.0109 | 0.4177 | 0.4937 | 0.5409 | 0.5975 |
| 55 | 358 | 330.8368 | 193.6377 | 468.0359 | 0.349 | 0.4137 | 0.5187 | 0.5852 |
| 56 | 344.82 | 331.7021 | 188.3641 | 475.0401 | 0.4288 | 0.3596 | 0.5105 | 0.5862 |
| 57 | 313.3 | 333.8297 | 183.9986 | 483.6608 | 0.3941 | 0.4428 | 0.5028 | 0.5934 |
| 58 | 301.26 | 333.2137 | 177.0393 | 489.388 | 0.3442 | 0.5987 | 0.4358 | 0.5866 |
| 59 | 306.38 | 332.2849 | 170.0151 | 494.5548 | 0.3772 | 0.6461 | 0.3781 | 0.5791 |
| 60 | 319.31 | 332.9212 | 164.7767 | 501.0658 | 0.437 | 0.6215 | 0.4448 | 0.5792 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 37 | 0.0257 | -0.0178 | 0 | 33.543 | 0 | 0 |
| 38 | 0.0403 | -0.045 | 0.0314 | 213.0143 | 123.2787 | 11.1031 |
| 39 | 0.0518 | -0.068 | 0.0436 | 467.4186 | 237.992 | 15.427 |
| 40 | 0.0601 | -0.0741 | 0.0512 | 565.2902 | 319.8165 | 17.8834 |
| 41 | 0.0697 | -0.0797 | 0.0569 | 680.8748 | 392.0282 | 19.7997 |
| 42 | 0.0803 | -0.0571 | 0.0569 | 345.5396 | 384.2801 | 19.6031 |
| 43 | 0.0898 | -0.0528 | 0.0564 | 290.9069 | 370.9411 | 19.2598 |
| 44 | 0.0974 | -0.0314 | 0.0532 | 103.8176 | 337.5506 | 18.3726 |
| 45 | 0.1077 | -0.0212 | 0.0497 | 49.1808 | 305.5095 | 17.4788 |
| 46 | 0.1198 | 0.0381 | 0.0485 | 156.8008 | 290.6387 | 17.0481 |
| 47 | 0.1315 | 0.0117 | 0.0452 | 14.4734 | 265.5327 | 16.2952 |
| 48 | 0.1408 | -0.0297 | 0.0439 | 94.5858 | 251.2872 | 15.852 |
| 49 | 0.1502 | -0.0416 | 0.0437 | 190.1627 | 246.5853 | 15.703 |
| 50 | 0.1614 | -0.0154 | 0.0417 | 25.9771 | 230.8275 | 15.193 |
| 51 | 0.1722 | -0.0042 | 0.0392 | 1.8939 | 215.5653 | 14.6821 |
| 52 | 0.181 | -9e-04 | 0.0368 | 0.0877 | 202.098 | 14.2161 |
| 53 | 0.19 | 8e-04 | 0.0347 | 0.0801 | 190.2146 | 13.7918 |
| 54 | 0.2008 | 0.0417 | 0.0351 | 192.1397 | 190.3215 | 13.7957 |
| 55 | 0.2116 | 0.0821 | 0.0375 | 737.8396 | 219.1382 | 14.8033 |
| 56 | 0.2205 | 0.0395 | 0.0376 | 172.0792 | 216.7853 | 14.7236 |
| 57 | 0.229 | -0.0615 | 0.0388 | 421.4676 | 226.5321 | 15.051 |
| 58 | 0.2391 | -0.0959 | 0.0414 | 1021.0374 | 262.646 | 16.2064 |
| 59 | 0.2492 | -0.078 | 0.043 | 671.0657 | 280.4033 | 16.7452 |
| 60 | 0.2577 | -0.0409 | 0.0429 | 185.266 | 276.4393 | 16.6265 |
