| 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[97]) |
| 96 | 10605.96 | - | - | - | - | - | - | - |
| 97 | 11055.12 | - | - | - | - | - | - | - |
| 98 | 10406.87 | 11124.1642 | 9791.5767 | 12456.7518 | 0.1457 | 0.5404 | 0.5404 | 0.5404 |
| 99 | 10257.89 | 11123.979 | 9051.7584 | 13196.1996 | 0.2063 | 0.7512 | 0.7512 | 0.526 |
| 100 | 9281.56 | 11123.7938 | 8513.751 | 13733.8365 | 0.0833 | 0.7422 | 0.7422 | 0.5206 |
| 101 | 8842.3 | 11123.6086 | 8069.0277 | 14178.1894 | 0.0716 | 0.8814 | 0.8814 | 0.5175 |
| 102 | 8720.15 | 11123.4233 | 7681.2552 | 14565.5915 | 0.0856 | 0.903 | 0.903 | 0.5155 |
| 103 | 9195.92 | 11123.2381 | 7332.9222 | 14913.554 | 0.1595 | 0.893 | 0.893 | 0.514 |
| 104 | 9271.34 | 11123.0529 | 7013.9917 | 15232.1141 | 0.1885 | 0.821 | 0.821 | 0.5129 |
| 105 | 8950.93 | 11122.8677 | 6718.076 | 15527.6594 | 0.1669 | 0.795 | 0.795 | 0.512 |
| 106 | 10139.95 | 11122.6825 | 6440.812 | 15804.553 | 0.3404 | 0.8184 | 0.8184 | 0.5113 |
| 107 | 10682.15 | 11122.4973 | 6179.0623 | 16065.9323 | 0.4307 | 0.6516 | 0.6516 | 0.5107 |
| 108 | 11453.83 | 11122.3121 | 5930.4817 | 16314.1426 | 0.4502 | 0.566 | 0.566 | 0.5101 |
| 109 | 11439.97 | 11122.1269 | 5693.2621 | 16550.9918 | 0.4543 | 0.4523 | 0.4523 | 0.5097 |
| 110 | 10779.43 | 11121.9417 | 5465.975 | 16777.9085 | 0.4528 | 0.4561 | 0.4561 | 0.5092 |
| 111 | 10179.98 | 11121.7565 | 5247.4683 | 16996.0448 | 0.3767 | 0.5455 | 0.5455 | 0.5089 |
| 112 | 9317.86 | 11121.5714 | 5036.7968 | 17206.3459 | 0.2806 | 0.6192 | 0.6192 | 0.5085 |
| 113 | 9011 | 11121.3862 | 4833.1737 | 17409.5987 | 0.2553 | 0.713 | 0.713 | 0.5082 |
| 114 | 8840.39 | 11121.201 | 4635.9356 | 17606.4664 | 0.2453 | 0.7382 | 0.7382 | 0.508 |
| 115 | 9084.81 | 11121.0158 | 4444.5171 | 17797.5145 | 0.275 | 0.7484 | 0.7484 | 0.5077 |
| 116 | 9532.6 | 11120.8306 | 4258.4318 | 17983.2295 | 0.3251 | 0.7196 | 0.7196 | 0.5075 |
| 117 | 9001.07 | 11120.6455 | 4077.2572 | 18164.0337 | 0.2777 | 0.6707 | 0.6707 | 0.5073 |
| 118 | 9946.53 | 11120.4603 | 3900.6242 | 18340.2964 | 0.375 | 0.7175 | 0.7175 | 0.5071 |
| 119 | 10660.34 | 11120.2751 | 3728.2074 | 18512.3429 | 0.4515 | 0.6222 | 0.6222 | 0.5069 |
| 120 | 11133.07 | 11120.09 | 3559.7187 | 18680.4613 | 0.4987 | 0.5474 | 0.5474 | 0.5067 |
| 121 | 11358.38 | 11119.9048 | 3394.9014 | 18844.9083 | 0.4759 | 0.4987 | 0.4987 | 0.5066 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 98 | 0.0611 | -0.0689 | 0.0689 | 0.0666 | 514511.0046 | 0 | 0 | -1.4657 | 1.4657 |
| 99 | 0.095 | -0.0844 | 0.0767 | 0.0738 | 750110.1547 | 632310.5797 | 795.1796 | -1.7698 | 1.6177 |
| 100 | 0.1197 | -0.1985 | 0.1173 | 0.1094 | 3393825.2896 | 1552815.483 | 1246.1202 | -3.7644 | 2.3333 |
| 101 | 0.1401 | -0.258 | 0.1525 | 0.1392 | 5204368.7371 | 2465703.7965 | 1570.256 | -4.6616 | 2.9154 |
| 102 | 0.1579 | -0.2756 | 0.1771 | 0.1598 | 5775722.7567 | 3127707.5885 | 1768.5326 | -4.9109 | 3.3145 |
| 103 | 0.1739 | -0.2096 | 0.1825 | 0.1648 | 3714555.1709 | 3225515.5189 | 1795.972 | -3.9383 | 3.4185 |
| 104 | 0.1885 | -0.1997 | 0.185 | 0.1672 | 3428840.7356 | 3254561.9784 | 1804.0405 | -3.7838 | 3.4706 |
| 105 | 0.202 | -0.2426 | 0.1922 | 0.1733 | 4717313.4273 | 3437405.9096 | 1854.0242 | -4.4382 | 3.5916 |
| 106 | 0.2148 | -0.0969 | 0.1816 | 0.1643 | 965763.1841 | 3162778.9401 | 1778.4203 | -2.0081 | 3.4156 |
| 107 | 0.2268 | -0.0412 | 0.1676 | 0.1519 | 193905.7519 | 2865891.6212 | 1692.8945 | -0.8998 | 3.1641 |
| 108 | 0.2382 | 0.0289 | 0.155 | 0.1408 | 109904.1108 | 2615347.3021 | 1617.2035 | 0.6774 | 2.938 |
| 109 | 0.249 | 0.0278 | 0.1444 | 0.1314 | 101024.2258 | 2405820.3791 | 1551.0707 | 0.6495 | 2.7473 |
| 110 | 0.2595 | -0.0318 | 0.1357 | 0.1237 | 117314.2818 | 2229781.4485 | 1493.2453 | -0.6999 | 2.5898 |
| 111 | 0.2695 | -0.0925 | 0.1326 | 0.1212 | 886943.0453 | 2133864.4197 | 1460.7753 | -1.9244 | 2.5423 |
| 112 | 0.2791 | -0.1936 | 0.1367 | 0.1249 | 3253374.6402 | 2208498.4344 | 1486.1018 | -3.6857 | 2.6185 |
| 113 | 0.2885 | -0.2342 | 0.1428 | 0.1302 | 4453729.7848 | 2348825.3938 | 1532.5878 | -4.3124 | 2.7244 |
| 114 | 0.2975 | -0.258 | 0.1495 | 0.136 | 5202098.7749 | 2516665.0045 | 1586.4 | -4.6606 | 2.8383 |
| 115 | 0.3063 | -0.2241 | 0.1537 | 0.1396 | 4146134.1198 | 2607191.0664 | 1614.6799 | -4.1608 | 2.9117 |
| 116 | 0.3148 | -0.1666 | 0.1544 | 0.1404 | 2522476.5718 | 2602732.4088 | 1613.2986 | -3.2454 | 2.9293 |
| 117 | 0.3231 | -0.2355 | 0.1584 | 0.1439 | 4492600.182 | 2697225.7975 | 1642.3233 | -4.3312 | 2.9994 |
| 118 | 0.3312 | -0.118 | 0.1565 | 0.1423 | 1378112.3621 | 2634410.872 | 1623.0868 | -2.3988 | 2.9708 |
| 119 | 0.3392 | -0.0431 | 0.1514 | 0.1378 | 211540.3347 | 2524280.393 | 1588.7984 | -0.9398 | 2.8785 |
| 120 | 0.3469 | 0.0012 | 0.1448 | 0.1318 | 168.4809 | 2414536.3968 | 1553.8779 | 0.0265 | 2.7545 |
| 121 | 0.3544 | 0.021 | 0.1397 | 0.1272 | 56870.4096 | 2316300.314 | 1521.9397 | 0.4873 | 2.66 |
