| 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 | 397 | - | - | - | - | - | - | - |
| 108 | 409 | - | - | - | - | - | - | - |
| 109 | 419 | - | - | - | - | - | - | - |
| 110 | 424 | - | - | - | - | - | - | - |
| 111 | 428 | - | - | - | - | - | - | - |
| 112 | 430 | - | - | - | - | - | - | - |
| 113 | 424 | - | - | - | - | - | - | - |
| 114 | 433 | - | - | - | - | - | - | - |
| 115 | 456 | - | - | - | - | - | - | - |
| 116 | 459 | - | - | - | - | - | - | - |
| 117 | 446 | - | - | - | - | - | - | - |
| 118 | 441 | - | - | - | - | - | - | - |
| 119 | 439 | - | - | - | - | - | - | - |
| 120 | 454 | 447.4579 | 437.3129 | 457.603 | 0.1031 | 0.9489 | 1 | 0.9489 |
| 121 | 460 | 454.6415 | 439.3176 | 469.9654 | 0.2466 | 0.5327 | 1 | 0.9773 |
| 122 | 457 | 455.6726 | 435.7441 | 475.6011 | 0.4481 | 0.3352 | 0.9991 | 0.9495 |
| 123 | 451 | 454.3856 | 430.0777 | 478.6935 | 0.3924 | 0.4165 | 0.9833 | 0.8926 |
| 124 | 444 | 454.8247 | 426.2489 | 483.4005 | 0.2289 | 0.6035 | 0.9557 | 0.8611 |
| 125 | 437 | 449.6399 | 416.8607 | 482.419 | 0.2249 | 0.632 | 0.9374 | 0.7377 |
| 126 | 443 | 453.9395 | 417.0001 | 490.8788 | 0.2808 | 0.8156 | 0.8667 | 0.786 |
| 127 | 471 | 476.7377 | 435.6718 | 517.8036 | 0.3921 | 0.9463 | 0.8389 | 0.9642 |
| 128 | 469 | 479.7484 | 434.5856 | 524.9113 | 0.3204 | 0.6479 | 0.8161 | 0.9615 |
| 129 | 454 | 470.0784 | 420.8473 | 519.3096 | 0.261 | 0.5171 | 0.8311 | 0.892 |
| 130 | 444 | 465.5122 | 412.2418 | 518.7826 | 0.2143 | 0.6641 | 0.8164 | 0.8353 |
| 131 | 436 | 462.3534 | 405.0741 | 519.6327 | 0.1836 | 0.735 | 0.7879 | 0.7879 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 120 | 0.0116 | 0.0146 | 0 | 42.7984 | 0 | 0 |
| 121 | 0.0172 | 0.0118 | 0.0132 | 28.7138 | 35.7561 | 5.9796 |
| 122 | 0.0223 | 0.0029 | 0.0098 | 1.7621 | 24.4248 | 4.9421 |
| 123 | 0.0273 | -0.0075 | 0.0092 | 11.4622 | 21.1841 | 4.6026 |
| 124 | 0.0321 | -0.0238 | 0.0121 | 117.1743 | 40.3822 | 6.3547 |
| 125 | 0.0372 | -0.0281 | 0.0148 | 159.7663 | 60.2795 | 7.764 |
| 126 | 0.0415 | -0.0241 | 0.0161 | 119.6717 | 68.7641 | 8.2924 |
| 127 | 0.0439 | -0.012 | 0.0156 | 32.9216 | 64.2838 | 8.0177 |
| 128 | 0.048 | -0.0224 | 0.0164 | 115.5289 | 69.9777 | 8.3653 |
| 129 | 0.0534 | -0.0342 | 0.0181 | 258.5157 | 88.8315 | 9.425 |
| 130 | 0.0584 | -0.0462 | 0.0207 | 462.7753 | 122.8264 | 11.0827 |
| 131 | 0.0632 | -0.057 | 0.0237 | 694.5036 | 170.4662 | 13.0563 |
