| 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[48]) |
| 36 | 502 | - | - | - | - | - | - | - |
| 37 | 516 | - | - | - | - | - | - | - |
| 38 | 528 | - | - | - | - | - | - | - |
| 39 | 533 | - | - | - | - | - | - | - |
| 40 | 536 | - | - | - | - | - | - | - |
| 41 | 537 | - | - | - | - | - | - | - |
| 42 | 524 | - | - | - | - | - | - | - |
| 43 | 536 | - | - | - | - | - | - | - |
| 44 | 587 | - | - | - | - | - | - | - |
| 45 | 597 | - | - | - | - | - | - | - |
| 46 | 581 | - | - | - | - | - | - | - |
| 47 | 564 | - | - | - | - | - | - | - |
| 48 | 558 | - | - | - | - | - | - | - |
| 49 | 575 | 571.7333 | 553.7011 | 589.7655 | 0.3613 | 0.9322 | 1 | 0.9322 |
| 50 | 580 | 583.6977 | 556.4428 | 610.9526 | 0.3952 | 0.7342 | 1 | 0.9677 |
| 51 | 575 | 588.693 | 554.4335 | 622.9524 | 0.2167 | 0.6905 | 0.9993 | 0.9605 |
| 52 | 563 | 591.6923 | 551.6128 | 631.7719 | 0.0803 | 0.7928 | 0.9968 | 0.9503 |
| 53 | 552 | 592.6922 | 547.534 | 637.8505 | 0.0387 | 0.9013 | 0.9922 | 0.9339 |
| 54 | 537 | 579.6922 | 529.9711 | 629.4134 | 0.0462 | 0.8625 | 0.9859 | 0.8038 |
| 55 | 545 | 591.6922 | 537.793 | 645.5914 | 0.0448 | 0.9766 | 0.9786 | 0.8897 |
| 56 | 601 | 642.6922 | 584.9163 | 700.4681 | 0.0786 | 0.9995 | 0.9706 | 0.998 |
| 57 | 604 | 652.6922 | 591.2839 | 714.1006 | 0.0601 | 0.9505 | 0.9623 | 0.9987 |
| 58 | 586 | 636.6922 | 571.8546 | 701.5299 | 0.0627 | 0.8385 | 0.9539 | 0.9913 |
| 59 | 564 | 619.6922 | 551.5978 | 687.7867 | 0.0545 | 0.8339 | 0.9455 | 0.9621 |
| 60 | 549 | 613.6922 | 542.4898 | 684.8947 | 0.0375 | 0.9143 | 0.9374 | 0.9374 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 49 | 0.0161 | 0.0057 | 0 | 10.6715 | 0 | 0 |
| 50 | 0.0238 | -0.0063 | 0.006 | 13.6731 | 12.1723 | 3.4889 |
| 51 | 0.0297 | -0.0233 | 0.0118 | 187.4973 | 70.614 | 8.4032 |
| 52 | 0.0346 | -0.0485 | 0.021 | 823.25 | 258.773 | 16.0864 |
| 53 | 0.0389 | -0.0687 | 0.0305 | 1655.8592 | 538.1902 | 23.1989 |
| 54 | 0.0438 | -0.0736 | 0.0377 | 1822.6272 | 752.2631 | 27.4274 |
| 55 | 0.0465 | -0.0789 | 0.0436 | 2180.165 | 956.249 | 30.9233 |
| 56 | 0.0459 | -0.0649 | 0.0462 | 1738.2426 | 1053.9982 | 32.4653 |
| 57 | 0.048 | -0.0746 | 0.0494 | 2370.9339 | 1200.3244 | 34.6457 |
| 58 | 0.052 | -0.0796 | 0.0524 | 2569.7029 | 1337.2623 | 36.5686 |
| 59 | 0.0561 | -0.0899 | 0.0558 | 3101.6252 | 1497.6589 | 38.6996 |
| 60 | 0.0592 | -0.1054 | 0.0599 | 4185.0855 | 1721.6111 | 41.4923 |
