| 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 | -21.9 | - | - | - | - | - | - | - |
| 108 | -28.8 | - | - | - | - | - | - | - |
| 109 | -27.6 | - | - | - | - | - | - | - |
| 110 | -31.4 | - | - | - | - | - | - | - |
| 111 | -31.8 | - | - | - | - | - | - | - |
| 112 | -29.4 | - | - | - | - | - | - | - |
| 113 | -27.6 | - | - | - | - | - | - | - |
| 114 | -23.6 | - | - | - | - | - | - | - |
| 115 | -22.8 | - | - | - | - | - | - | - |
| 116 | -18.2 | - | - | - | - | - | - | - |
| 117 | -17.8 | - | - | - | - | - | - | - |
| 118 | -14.2 | - | - | - | - | - | - | - |
| 119 | -8.8 | - | - | - | - | - | - | - |
| 120 | -7.9 | -6.9345 | -10.8481 | -3.021 | 0.3144 | 0.8249 | 1 | 0.8249 |
| 121 | -7 | -4.239 | -10.4377 | 1.9596 | 0.1913 | 0.8765 | 1 | 0.9254 |
| 122 | -7 | -2.6102 | -11.3005 | 6.08 | 0.1611 | 0.8389 | 1 | 0.9186 |
| 123 | -3.6 | -1.4389 | -12.7748 | 9.897 | 0.3543 | 0.8319 | 1 | 0.8984 |
| 124 | -2.4 | -0.3037 | -14.0204 | 13.4129 | 0.3823 | 0.6812 | 1 | 0.8876 |
| 125 | -4.9 | 0.336 | -15.7782 | 16.4501 | 0.2621 | 0.6304 | 0.9997 | 0.8668 |
| 126 | -7.7 | 0.9602 | -17.395 | 19.3153 | 0.1775 | 0.7343 | 0.9956 | 0.8513 |
| 127 | -6.5 | 1.3835 | -19.1124 | 21.8794 | 0.2255 | 0.8075 | 0.9896 | 0.8349 |
| 128 | -5.1 | 1.7053 | -20.8357 | 24.2464 | 0.277 | 0.7622 | 0.9583 | 0.8195 |
| 129 | -3.4 | 1.9721 | -22.5045 | 26.4487 | 0.3335 | 0.7144 | 0.9433 | 0.8058 |
| 130 | -2.8 | 2.1531 | -24.1752 | 28.4815 | 0.3562 | 0.6603 | 0.8883 | 0.7926 |
| 131 | 0.8 | 2.3055 | -25.7865 | 30.3975 | 0.4582 | 0.6392 | 0.7808 | 0.7808 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 120 | -0.2879 | 0.1392 | 0 | 0.9321 | 0 | 0 |
| 121 | -0.7461 | 0.6513 | 0.3953 | 7.623 | 4.2776 | 2.0682 |
| 122 | -1.6986 | 1.6818 | 0.8241 | 19.2701 | 9.2751 | 3.0455 |
| 123 | -4.0195 | 1.5019 | 0.9936 | 4.6704 | 8.1239 | 2.8502 |
| 124 | -23.0397 | 6.9013 | 2.1751 | 4.3943 | 7.378 | 2.7162 |
| 125 | 24.471 | -15.5847 | 4.41 | 27.4154 | 10.7175 | 3.2738 |
| 126 | 9.7535 | -9.0195 | 5.0685 | 74.9983 | 19.9005 | 4.461 |
| 127 | 7.5586 | -5.6983 | 5.1472 | 62.1491 | 25.1816 | 5.0181 |
| 128 | 6.7438 | -3.9906 | 5.0187 | 46.3127 | 27.5295 | 5.2469 |
| 129 | 6.3323 | -2.724 | 4.7893 | 28.8597 | 27.6625 | 5.2595 |
| 130 | 6.2388 | -2.3004 | 4.563 | 24.5334 | 27.3781 | 5.2324 |
| 131 | 6.2167 | -0.653 | 4.2372 | 2.2665 | 25.2854 | 5.0285 |
