| 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[119]) |
| 107 | 502 | - | - | - | - | - | - | - |
| 108 | 516 | - | - | - | - | - | - | - |
| 109 | 528 | - | - | - | - | - | - | - |
| 110 | 533 | - | - | - | - | - | - | - |
| 111 | 536 | - | - | - | - | - | - | - |
| 112 | 537 | - | - | - | - | - | - | - |
| 113 | 524 | - | - | - | - | - | - | - |
| 114 | 536 | - | - | - | - | - | - | - |
| 115 | 587 | - | - | - | - | - | - | - |
| 116 | 597 | - | - | - | - | - | - | - |
| 117 | 581 | - | - | - | - | - | - | - |
| 118 | 564 | - | - | - | - | - | - | - |
| 119 | 558 | - | - | - | - | - | - | - |
| 120 | 575 | 567.3099 | 553.2006 | 581.4192 | 0.1427 | 0.902 | 1 | 0.902 |
| 121 | 580 | 576.4228 | 555.2226 | 597.623 | 0.3704 | 0.5523 | 1 | 0.9557 |
| 122 | 575 | 576.7597 | 549.3155 | 604.2038 | 0.45 | 0.4085 | 0.9991 | 0.9098 |
| 123 | 563 | 573.1285 | 539.7888 | 606.4682 | 0.2758 | 0.4562 | 0.9855 | 0.8131 |
| 124 | 552 | 572.8477 | 533.795 | 611.9004 | 0.1477 | 0.6894 | 0.964 | 0.7719 |
| 125 | 537 | 560.4289 | 515.7749 | 605.0829 | 0.1519 | 0.6443 | 0.9451 | 0.5425 |
| 126 | 545 | 568.7783 | 518.6012 | 618.9554 | 0.1765 | 0.8928 | 0.8998 | 0.6631 |
| 127 | 601 | 621.5155 | 565.8769 | 677.1542 | 0.2349 | 0.9965 | 0.888 | 0.9874 |
| 128 | 604 | 631.7309 | 570.6844 | 692.7775 | 0.1866 | 0.8381 | 0.8676 | 0.991 |
| 129 | 586 | 617.7696 | 551.3652 | 684.1739 | 0.1742 | 0.6578 | 0.8611 | 0.9611 |
| 130 | 564 | 602.8762 | 531.163 | 674.5895 | 0.144 | 0.6777 | 0.856 | 0.89 |
| 131 | 549 | 595.2782 | 518.3054 | 672.2511 | 0.1193 | 0.7871 | 0.8287 | 0.8287 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 120 | 0.0127 | 0.0136 | 0 | 59.1376 | 0 | 0 |
| 121 | 0.0188 | 0.0062 | 0.0099 | 12.7963 | 35.9669 | 5.9972 |
| 122 | 0.0243 | -0.0031 | 0.0076 | 3.0964 | 25.0101 | 5.001 |
| 123 | 0.0297 | -0.0177 | 0.0101 | 102.5864 | 44.4042 | 6.6636 |
| 124 | 0.0348 | -0.0364 | 0.0154 | 434.6271 | 122.4488 | 11.0657 |
| 125 | 0.0407 | -0.0418 | 0.0198 | 548.9132 | 193.5262 | 13.9114 |
| 126 | 0.045 | -0.0418 | 0.0229 | 565.4069 | 246.652 | 15.7052 |
| 127 | 0.0457 | -0.033 | 0.0242 | 420.8871 | 268.4314 | 16.3839 |
| 128 | 0.0493 | -0.0439 | 0.0264 | 769.004 | 324.0506 | 18.0014 |
| 129 | 0.0548 | -0.0514 | 0.0289 | 1009.3048 | 392.576 | 19.8135 |
| 130 | 0.0607 | -0.0645 | 0.0321 | 1511.3626 | 494.2839 | 22.2325 |
| 131 | 0.066 | -0.0777 | 0.0359 | 2141.6747 | 631.5664 | 25.131 |
