| 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[190]) |
| 178 | 258.37 | - | - | - | - | - | - | - |
| 179 | 258.22 | - | - | - | - | - | - | - |
| 180 | 258.59 | - | - | - | - | - | - | - |
| 181 | 257.45 | - | - | - | - | - | - | - |
| 182 | 257.45 | - | - | - | - | - | - | - |
| 183 | 256.73 | - | - | - | - | - | - | - |
| 184 | 258.82 | - | - | - | - | - | - | - |
| 185 | 257.99 | - | - | - | - | - | - | - |
| 186 | 262.85 | - | - | - | - | - | - | - |
| 187 | 262.58 | - | - | - | - | - | - | - |
| 188 | 261.55 | - | - | - | - | - | - | - |
| 189 | 261.25 | - | - | - | - | - | - | - |
| 190 | 259.78 | - | - | - | - | - | - | - |
| 191 | 256.26 | 259.784 | 254.0673 | 265.764 | 0.124 | 0.5005 | 0.6959 | 0.5005 |
| 192 | 254.29 | 260.1901 | 252.5713 | 268.2829 | 0.0765 | 0.8294 | 0.6508 | 0.5396 |
| 193 | 248.5 | 259.3232 | 249.781 | 269.6234 | 0.0197 | 0.8309 | 0.6392 | 0.4654 |
| 194 | 241.88 | 259.5327 | 247.9075 | 272.3018 | 0.0034 | 0.9548 | 0.6254 | 0.4849 |
| 195 | 238.53 | 259.6814 | 246.1932 | 274.7333 | 0.0029 | 0.9898 | 0.6496 | 0.4949 |
| 196 | 232.24 | 259.8257 | 244.4804 | 277.2264 | 9e-04 | 0.9918 | 0.5451 | 0.5021 |
| 197 | 232.46 | 259.6751 | 242.5432 | 279.4111 | 0.0034 | 0.9968 | 0.5665 | 0.4958 |
| 198 | 225.79 | 260.8314 | 241.7693 | 283.1566 | 0.001 | 0.9936 | 0.4297 | 0.5368 |
| 199 | 221.63 | 260.9153 | 240.0703 | 285.7245 | 0.001 | 0.9972 | 0.4477 | 0.5357 |
| 200 | 219.62 | 261.1296 | 238.4917 | 288.5159 | 0.0015 | 0.9977 | 0.488 | 0.5385 |
| 201 | 215.94 | 261.1363 | 236.7461 | 291.1291 | 0.0016 | 0.9967 | 0.497 | 0.5353 |
| 202 | 211.81 | 260.7761 | 234.7086 | 293.3572 | 0.0016 | 0.9965 | 0.5239 | 0.5239 |
| 203 | 205.57 | 260.3817 | 232.2712 | 296.2332 | 0.0014 | 0.996 | 0.5891 | 0.5131 |
| 204 | 201.25 | 260.4862 | 230.3321 | 299.7248 | 0.0015 | 0.997 | 0.6215 | 0.5141 |
| 205 | 194.7 | 259.5419 | 227.5665 | 301.9721 | 0.0014 | 0.9965 | 0.695 | 0.4956 |
| 206 | 187.94 | 259.3381 | 225.3714 | 305.3603 | 0.0012 | 0.997 | 0.7714 | 0.4925 |
| 207 | 185.61 | 259.1266 | 223.2007 | 308.836 | 0.0019 | 0.9975 | 0.7916 | 0.4897 |
| 208 | 181.15 | 258.8936 | 221.0255 | 312.4203 | 0.0022 | 0.9964 | 0.8355 | 0.4871 |
| 209 | 186.5 | 258.4221 | 218.6961 | 315.784 | 0.007 | 0.9959 | 0.8125 | 0.4815 |
| 210 | 183.21 | 258.9805 | 217.1151 | 320.8486 | 0.0082 | 0.9892 | 0.8535 | 0.4899 |
| 211 | 182.61 | 258.6941 | 214.9466 | 324.7999 | 0.012 | 0.9874 | 0.8641 | 0.4872 |
| 212 | 187.09 | 258.5098 | 212.8655 | 329.0722 | 0.0236 | 0.9825 | 0.86 | 0.4859 |
| 213 | 189.1 | 258.1648 | 210.6929 | 333.2507 | 0.0357 | 0.9682 | 0.8648 | 0.4832 |
| 214 | 191.25 | 257.5365 | 208.3543 | 337.1122 | 0.0513 | 0.9541 | 0.87 | 0.478 |
| 215 | 190.74 | 256.8842 | 205.8337 | 341.6096 | 0.063 | 0.9355 | 0.8824 | 0.4733 |
| 216 | 190.79 | 256.6186 | 203.6249 | 346.8996 | 0.0765 | 0.9237 | 0.8853 | 0.4726 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 191 | 0.0117 | -0.0136 | 0 | 12.4188 | 0 | 0 |
| 192 | 0.0159 | -0.0227 | 0.0181 | 34.8116 | 23.6152 | 4.8595 |
| 193 | 0.0203 | -0.0417 | 0.026 | 117.1418 | 54.7907 | 7.4021 |
| 194 | 0.0251 | -0.068 | 0.0365 | 311.6187 | 118.9977 | 10.9086 |
| 195 | 0.0296 | -0.0815 | 0.0455 | 447.3829 | 184.6747 | 13.5895 |
| 196 | 0.0342 | -0.1062 | 0.0556 | 760.9699 | 280.7239 | 16.7548 |
| 197 | 0.0388 | -0.1048 | 0.0626 | 740.6593 | 346.429 | 18.6126 |
| 198 | 0.0437 | -0.1343 | 0.0716 | 1227.901 | 456.613 | 21.3685 |
| 199 | 0.0485 | -0.1506 | 0.0804 | 1543.338 | 577.3602 | 24.0283 |
| 200 | 0.0535 | -0.159 | 0.0882 | 1723.0492 | 691.9291 | 26.3045 |
| 201 | 0.0586 | -0.1731 | 0.0959 | 2042.7022 | 814.7267 | 28.5434 |
| 202 | 0.0637 | -0.1878 | 0.1036 | 2397.6751 | 946.639 | 30.7675 |
| 203 | 0.0702 | -0.2105 | 0.1118 | 3004.325 | 1104.9226 | 33.2404 |
| 204 | 0.0769 | -0.2274 | 0.1201 | 3508.9217 | 1276.6368 | 35.7301 |
| 205 | 0.0834 | -0.2498 | 0.1287 | 4204.4733 | 1471.8259 | 38.3644 |
| 206 | 0.0905 | -0.2753 | 0.1379 | 5097.6919 | 1698.4425 | 41.2122 |
| 207 | 0.0979 | -0.2837 | 0.1465 | 5404.6843 | 1916.4567 | 43.7774 |
| 208 | 0.1055 | -0.3003 | 0.155 | 6044.0681 | 2145.7685 | 46.3224 |
| 209 | 0.1132 | -0.2783 | 0.1615 | 5172.7841 | 2305.0851 | 48.0113 |
| 210 | 0.1219 | -0.2926 | 0.1681 | 5741.1757 | 2476.8896 | 49.7684 |
| 211 | 0.1304 | -0.2941 | 0.1741 | 5788.797 | 2634.5995 | 51.3283 |
| 212 | 0.1393 | -0.2763 | 0.1787 | 5100.7943 | 2746.6993 | 52.409 |
| 213 | 0.1484 | -0.2675 | 0.1826 | 4769.9533 | 2834.6668 | 53.2416 |
| 214 | 0.1576 | -0.2574 | 0.1857 | 4393.9018 | 2899.635 | 53.8483 |
| 215 | 0.1683 | -0.2575 | 0.1886 | 4375.0566 | 2958.6518 | 54.3935 |
| 216 | 0.1795 | -0.2565 | 0.1912 | 4333.4006 | 3011.5268 | 54.8774 |
