| 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[247]) |
| 235 | 93.8 | - | - | - | - | - | - | - |
| 236 | 95.6 | - | - | - | - | - | - | - |
| 237 | 105.6 | - | - | - | - | - | - | - |
| 238 | 106.8 | - | - | - | - | - | - | - |
| 239 | 103.6 | - | - | - | - | - | - | - |
| 240 | 101.2 | - | - | - | - | - | - | - |
| 241 | 100.4 | - | - | - | - | - | - | - |
| 242 | 103.2 | - | - | - | - | - | - | - |
| 243 | 105.6 | - | - | - | - | - | - | - |
| 244 | 106.6 | - | - | - | - | - | - | - |
| 245 | 107.2 | - | - | - | - | - | - | - |
| 246 | 107.4 | - | - | - | - | - | - | - |
| 247 | 104.8 | - | - | - | - | - | - | - |
| 248 | 107.2 | 106.5429 | 104.3018 | 108.784 | 0.2828 | 0.9363 | 1 | 0.9363 |
| 249 | 117.4 | 117.6563 | 114.2765 | 121.036 | 0.4409 | 1 | 1 | 1 |
| 250 | 119.4 | 120.6553 | 116.2662 | 125.0444 | 0.2876 | 0.927 | 1 | 1 |
| 251 | 116.2 | 119.0144 | 113.6676 | 124.3612 | 0.1511 | 0.4438 | 1 | 1 |
| 252 | 112.8 | 117.1544 | 110.8761 | 123.4326 | 0.087 | 0.6171 | 1 | 0.9999 |
| 253 | 111.6 | 115.899 | 108.7048 | 123.0931 | 0.1208 | 0.8007 | 1 | 0.9988 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 248 | 0.0107 | 0.0062 | 0 | 0.4318 | 0 | 0 |
| 249 | 0.0147 | -0.0022 | 0.0042 | 0.0657 | 0.2487 | 0.4987 |
| 250 | 0.0186 | -0.0104 | 0.0062 | 1.5757 | 0.6911 | 0.8313 |
| 251 | 0.0229 | -0.0236 | 0.0106 | 7.9208 | 2.4985 | 1.5807 |
| 252 | 0.0273 | -0.0372 | 0.0159 | 18.9604 | 5.7909 | 2.4064 |
| 253 | 0.0317 | -0.0371 | 0.0194 | 18.481 | 7.9059 | 2.8117 |
