| 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[43]) |
| 31 | 3757.12 | - | - | - | - | - | - | - |
| 32 | 3722.23 | - | - | - | - | - | - | - |
| 33 | 4127.47 | - | - | - | - | - | - | - |
| 34 | 4162.5 | - | - | - | - | - | - | - |
| 35 | 4441.82 | - | - | - | - | - | - | - |
| 36 | 4325.29 | - | - | - | - | - | - | - |
| 37 | 4350.83 | - | - | - | - | - | - | - |
| 38 | 4384.47 | - | - | - | - | - | - | - |
| 39 | 4639.4 | - | - | - | - | - | - | - |
| 40 | 4697.86 | - | - | - | - | - | - | - |
| 41 | 4614.76 | - | - | - | - | - | - | - |
| 42 | 4471.65 | - | - | - | - | - | - | - |
| 43 | 4305.23 | - | - | - | - | - | - | - |
| 44 | 4433.57 | 4350.9795 | 4133.6914 | 4568.2676 | 0.2281 | 0.6601 | 1 | 0.6601 |
| 45 | 4388.53 | 4463.1466 | 4111.8948 | 4814.3983 | 0.3386 | 0.5655 | 0.9695 | 0.8109 |
| 46 | 4140.3 | 4382.045 | 3935.5527 | 4828.5374 | 0.1443 | 0.4886 | 0.8324 | 0.632 |
| 47 | 4144.38 | 4430.3073 | 3888.9837 | 4971.6309 | 0.1503 | 0.8532 | 0.4834 | 0.6747 |
| 48 | 4070.78 | 4317.8287 | 3675.8746 | 4959.7827 | 0.2253 | 0.7018 | 0.4909 | 0.5153 |
| 49 | 3906.01 | 4035.2818 | 3295.2798 | 4775.2838 | 0.366 | 0.4625 | 0.2016 | 0.2373 |
| 50 | 3795.91 | 3918.6164 | 3095.4784 | 4741.7544 | 0.3851 | 0.512 | 0.1337 | 0.1786 |
| 51 | 3703.32 | 3806.6848 | 2900.1296 | 4713.24 | 0.4116 | 0.5093 | 0.0359 | 0.1405 |
| 52 | 3675.8 | 3753.9875 | 2764.3271 | 4743.648 | 0.4385 | 0.54 | 0.0308 | 0.1375 |
| 53 | 3911.06 | 3601.2549 | 2529.5959 | 4672.9139 | 0.2855 | 0.4458 | 0.0319 | 0.099 |
| 54 | 3912.28 | 3496.1252 | 2344.0892 | 4648.1613 | 0.2395 | 0.2401 | 0.0485 | 0.0843 |
| 55 | 3839.25 | 3423.4843 | 2192.9761 | 4653.9924 | 0.2539 | 0.2181 | 0.0801 | 0.0801 |
| 56 | 3744.63 | 3600.9445 | 2312.9766 | 4888.9125 | 0.4135 | 0.3584 | 0.1026 | 0.1419 |
| 57 | 3549.25 | 3591.8101 | 2251.8538 | 4931.7664 | 0.4752 | 0.4116 | 0.1219 | 0.1483 |
| 58 | 3394.14 | 3551.5079 | 2160.5968 | 4942.4189 | 0.4123 | 0.5013 | 0.2034 | 0.1441 |
| 59 | 3264.26 | 3721.7051 | 2283.258 | 5160.1522 | 0.2665 | 0.6723 | 0.2823 | 0.2133 |
| 60 | 3328.8 | 4193.2887 | 2710.7899 | 5675.7875 | 0.1265 | 0.8903 | 0.5643 | 0.4412 |
| 61 | 3223.98 | 4510.1037 | 2987.103 | 6033.1045 | 0.0489 | 0.9358 | 0.7815 | 0.604 |
| 62 | 3228.01 | 4357.5353 | 2799.9371 | 5915.1335 | 0.0776 | 0.9231 | 0.7601 | 0.5262 |
| 63 | 3112.83 | 4446.7232 | 2856.4776 | 6036.9687 | 0.0501 | 0.9335 | 0.8202 | 0.5692 |
| 64 | 3051.67 | 4922.5609 | 3301.4868 | 6543.635 | 0.0118 | 0.9857 | 0.9341 | 0.7723 |
| 65 | 3039.71 | 5040.8952 | 3390.625 | 6691.1653 | 0.0087 | 0.9909 | 0.9102 | 0.8089 |
| 66 | 3125.67 | 4856.8826 | 3178.9207 | 6534.8444 | 0.0216 | 0.9831 | 0.8651 | 0.7403 |
| 67 | 3106.54 | 4890.8777 | 3186.6352 | 6595.1201 | 0.0201 | 0.9788 | 0.8868 | 0.7497 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 44 | 0.0255 | 0.019 | 0 | 6821.1857 | 0 | 0 |
| 45 | 0.0402 | -0.0167 | 0.0179 | 5567.6297 | 6194.4077 | 78.7046 |
| 46 | 0.052 | -0.0552 | 0.0303 | 58440.656 | 23609.8238 | 153.6549 |
| 47 | 0.0623 | -0.0645 | 0.0389 | 81754.416 | 38145.9719 | 195.3099 |
| 48 | 0.0759 | -0.0572 | 0.0425 | 61033.0457 | 42723.3866 | 206.6964 |
| 49 | 0.0936 | -0.032 | 0.0408 | 16711.1991 | 38388.022 | 195.9286 |
| 50 | 0.1072 | -0.0313 | 0.0394 | 15056.8603 | 35054.9989 | 187.2298 |
| 51 | 0.1215 | -0.0272 | 0.0379 | 10684.2837 | 32008.6595 | 178.9096 |
| 52 | 0.1345 | -0.0208 | 0.036 | 6113.2873 | 29131.3959 | 170.6792 |
| 53 | 0.1518 | 0.086 | 0.041 | 95979.2045 | 35816.1768 | 189.2516 |
| 54 | 0.1681 | 0.119 | 0.0481 | 173184.786 | 48304.2322 | 219.7822 |
| 55 | 0.1834 | 0.1214 | 0.0542 | 172861.1579 | 58683.976 | 242.2478 |
| 56 | 0.1825 | 0.0399 | 0.0531 | 20645.5105 | 55757.9402 | 236.1312 |
| 57 | 0.1903 | -0.0118 | 0.0502 | 1811.3602 | 51904.613 | 227.8258 |
| 58 | 0.1998 | -0.0443 | 0.0498 | 24764.642 | 50095.2816 | 223.8198 |
| 59 | 0.1972 | -0.1229 | 0.0543 | 209256.0158 | 60042.8275 | 245.0364 |
| 60 | 0.1804 | -0.2062 | 0.0633 | 747340.7335 | 100472.1161 | 316.9734 |
| 61 | 0.1723 | -0.2852 | 0.0756 | 1654114.2624 | 186785.5687 | 432.187 |
| 62 | 0.1824 | -0.2592 | 0.0853 | 1275827.4589 | 244103.5629 | 494.0684 |
| 63 | 0.1825 | -0.3 | 0.096 | 1779271.0379 | 320861.9367 | 566.4468 |
| 64 | 0.168 | -0.3801 | 0.1095 | 3500232.71 | 472260.5449 | 687.2122 |
| 65 | 0.167 | -0.397 | 0.1226 | 4004742.1048 | 632827.8885 | 795.5048 |
| 66 | 0.1763 | -0.3564 | 0.1328 | 2997096.9209 | 735622.1943 | 857.6842 |
| 67 | 0.1778 | -0.3648 | 0.1424 | 3183860.9095 | 837632.1408 | 915.2225 |
