| 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]) |
| 24 | -8 | - | - | - | - | - | - | - |
| 25 | -4 | - | - | - | - | - | - | - |
| 26 | -6 | - | - | - | - | - | - | - |
| 27 | -3 | - | - | - | - | - | - | - |
| 28 | -3 | - | - | - | - | - | - | - |
| 29 | -7 | - | - | - | - | - | - | - |
| 30 | -9 | - | - | - | - | - | - | - |
| 31 | -11 | - | - | - | - | - | - | - |
| 32 | -13 | - | - | - | - | - | - | - |
| 33 | -11 | - | - | - | - | - | - | - |
| 34 | -9 | - | - | - | - | - | - | - |
| 35 | -17 | - | - | - | - | - | - | - |
| 36 | -22 | - | - | - | - | - | - | - |
| 37 | -25 | -20.9733 | -30.0167 | -11.9299 | 0.1914 | 0.588 | 1e-04 | 0.588 |
| 38 | -20 | -20.9149 | -33.7041 | -8.1256 | 0.4442 | 0.7344 | 0.0111 | 0.566 |
| 39 | -24 | -18.1436 | -33.8071 | -2.48 | 0.2318 | 0.5918 | 0.0291 | 0.6853 |
| 40 | -24 | -18.601 | -36.6877 | -0.5143 | 0.2792 | 0.7208 | 0.0455 | 0.6437 |
| 41 | -22 | -21 | -41.2216 | -0.7784 | 0.4614 | 0.6144 | 0.0874 | 0.5386 |
| 42 | -19 | -22.5426 | -44.6942 | -0.391 | 0.377 | 0.4809 | 0.1154 | 0.4809 |
| 43 | -18 | -24.3139 | -48.2403 | -0.3874 | 0.3025 | 0.3317 | 0.1377 | 0.4248 |
| 44 | -17 | -26.3139 | -51.8923 | -0.7354 | 0.2377 | 0.262 | 0.1538 | 0.3705 |
| 45 | -11 | -25 | -52.1301 | 2.1301 | 0.1559 | 0.2816 | 0.1559 | 0.4142 |
| 46 | -11 | -23.4574 | -52.0551 | 5.1402 | 0.1966 | 0.1966 | 0.1609 | 0.4602 |
| 47 | -12 | -29.399 | -59.3924 | 0.5944 | 0.1278 | 0.1146 | 0.2089 | 0.3144 |
| 48 | -10 | -34.8564 | -66.1835 | -3.5293 | 0.06 | 0.0764 | 0.2106 | 0.2106 |
| 49 | -15 | -33.1497 | -68.3346 | 2.0352 | 0.156 | 0.0986 | 0.3249 | 0.2673 |
| 50 | -15 | -33.562 | -72.2216 | 5.0976 | 0.1733 | 0.1733 | 0.2459 | 0.2789 |
| 51 | -15 | -30.7384 | -72.5852 | 11.1083 | 0.2305 | 0.2305 | 0.3761 | 0.3412 |
| 52 | -13 | -31.0913 | -75.8991 | 13.7166 | 0.2144 | 0.2408 | 0.3782 | 0.3454 |
| 53 | -8 | -33.8564 | -81.4414 | 13.7286 | 0.1434 | 0.1952 | 0.3126 | 0.3126 |
| 54 | -13 | -35.5036 | -85.7124 | 14.7051 | 0.1898 | 0.1415 | 0.2597 | 0.299 |
| 55 | -9 | -37.3272 | -90.0293 | 15.3749 | 0.1461 | 0.1828 | 0.2361 | 0.2843 |
| 56 | -7 | -39.3272 | -94.4098 | 15.7554 | 0.125 | 0.1403 | 0.2135 | 0.2688 |
| 57 | -4 | -37.8564 | -95.2209 | 19.5081 | 0.1237 | 0.1459 | 0.1794 | 0.294 |
| 58 | -4 | -36.2092 | -95.7682 | 23.3497 | 0.1446 | 0.1446 | 0.2034 | 0.32 |
| 59 | -2 | -42.6216 | -104.297 | 19.0539 | 0.0984 | 0.1098 | 0.1652 | 0.2561 |
| 60 | 0 | -47.9744 | -111.696 | 15.7473 | 0.07 | 0.0787 | 0.1214 | 0.2122 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 37 | -0.22 | 0.192 | 0 | 16.2144 | 0 | 0 |
| 38 | -0.312 | -0.0437 | 0.1179 | 0.837 | 8.5257 | 2.9199 |
| 39 | -0.4405 | 0.3228 | 0.1862 | 34.2977 | 17.1163 | 4.1372 |
| 40 | -0.4961 | 0.2903 | 0.2122 | 29.1491 | 20.1245 | 4.486 |
| 41 | -0.4913 | 0.0476 | 0.1793 | 1 | 16.2996 | 4.0373 |
| 42 | -0.5014 | -0.1572 | 0.1756 | 12.5498 | 15.6747 | 3.9591 |
| 43 | -0.5021 | -0.2597 | 0.1876 | 39.8648 | 19.1304 | 4.3738 |
| 44 | -0.4959 | -0.354 | 0.2084 | 86.7479 | 27.5826 | 5.2519 |
| 45 | -0.5537 | -0.56 | 0.2475 | 196 | 46.2956 | 6.8041 |
| 46 | -0.622 | -0.5311 | 0.2758 | 155.1876 | 57.1848 | 7.5621 |
| 47 | -0.5205 | -0.5918 | 0.3046 | 302.7249 | 79.5066 | 8.9167 |
| 48 | -0.4585 | -0.7131 | 0.3386 | 617.8415 | 124.3679 | 11.152 |
| 49 | -0.5415 | -0.5475 | 0.3547 | 329.411 | 140.1404 | 11.8381 |
| 50 | -0.5877 | -0.5531 | 0.3688 | 344.5493 | 154.7411 | 12.4395 |
| 51 | -0.6946 | -0.512 | 0.3784 | 247.6987 | 160.9382 | 12.6861 |
| 52 | -0.7353 | -0.5819 | 0.3911 | 327.2936 | 171.3354 | 13.0895 |
| 53 | -0.7171 | -0.7637 | 0.413 | 668.5545 | 200.5836 | 14.1628 |
| 54 | -0.7215 | -0.6338 | 0.4253 | 506.4125 | 217.5741 | 14.7504 |
| 55 | -0.7204 | -0.7589 | 0.4428 | 802.4304 | 248.356 | 15.7593 |
| 56 | -0.7146 | -0.822 | 0.4618 | 1045.048 | 288.1906 | 16.9762 |
| 57 | -0.7731 | -0.8943 | 0.4824 | 1146.257 | 329.0509 | 18.1398 |
| 58 | -0.8392 | -0.8895 | 0.5009 | 1037.4344 | 361.2502 | 19.0066 |
| 59 | -0.7383 | -0.9531 | 0.5206 | 1650.1126 | 417.2877 | 20.4276 |
| 60 | -0.6777 | -1 | 0.5405 | 2301.5416 | 495.7983 | 22.2665 |
