| 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[132]) |
| 120 | 337 | - | - | - | - | - | - | - |
| 121 | 360 | - | - | - | - | - | - | - |
| 122 | 342 | - | - | - | - | - | - | - |
| 123 | 406 | - | - | - | - | - | - | - |
| 124 | 396 | - | - | - | - | - | - | - |
| 125 | 420 | - | - | - | - | - | - | - |
| 126 | 472 | - | - | - | - | - | - | - |
| 127 | 548 | - | - | - | - | - | - | - |
| 128 | 559 | - | - | - | - | - | - | - |
| 129 | 463 | - | - | - | - | - | - | - |
| 130 | 407 | - | - | - | - | - | - | - |
| 131 | 362 | - | - | - | - | - | - | - |
| 132 | 405 | - | - | - | - | - | - | - |
| 133 | 417 | 419.1798 | 383.4004 | 459.4242 | 0.4577 | 0.7551 | 0.998 | 0.7551 |
| 134 | 391 | 395.1482 | 355.9262 | 440.1798 | 0.4284 | 0.1708 | 0.9896 | 0.334 |
| 135 | 419 | 465.9232 | 410.5452 | 531.418 | 0.0801 | 0.9875 | 0.9635 | 0.9659 |
| 136 | 461 | 450.8291 | 391.9189 | 521.7891 | 0.3894 | 0.8103 | 0.935 | 0.8972 |
| 137 | 472 | 471.6917 | 404.0088 | 554.8866 | 0.4971 | 0.5994 | 0.8884 | 0.9419 |
| 138 | 535 | 553.3138 | 464.6544 | 665.2838 | 0.3743 | 0.9227 | 0.9227 | 0.9953 |
| 139 | 622 | 632.8569 | 521.6032 | 777.0383 | 0.4413 | 0.9083 | 0.8757 | 0.999 |
| 140 | 606 | 644.6487 | 525.0253 | 802.2644 | 0.3154 | 0.6109 | 0.8566 | 0.9986 |
| 141 | 508 | 525.6736 | 429.1048 | 652.5097 | 0.3924 | 0.1073 | 0.8336 | 0.9689 |
| 142 | 461 | 456.8304 | 372.7313 | 567.3616 | 0.4705 | 0.1821 | 0.8115 | 0.821 |
| 143 | 390 | 397.4985 | 324.4161 | 493.5117 | 0.4392 | 0.0974 | 0.7657 | 0.4391 |
| 144 | 432 | 440.6444 | 354.7151 | 555.7214 | 0.4415 | 0.8058 | 0.7281 | 0.7281 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 133 | 0.049 | -0.0052 | 0.0052 | 0.0052 | 4.7515 | 0 | 0 | -0.0452 | 0.0452 |
| 134 | 0.0581 | -0.0106 | 0.0079 | 0.0079 | 17.2077 | 10.9796 | 3.3136 | -0.0859 | 0.0655 |
| 135 | 0.0717 | -0.112 | 0.0426 | 0.0406 | 2201.7851 | 741.2481 | 27.2259 | -0.972 | 0.3677 |
| 136 | 0.0803 | 0.0221 | 0.0375 | 0.036 | 103.447 | 581.7978 | 24.1205 | 0.2107 | 0.3285 |
| 137 | 0.09 | 7e-04 | 0.0301 | 0.029 | 0.0951 | 465.4573 | 21.5745 | 0.0064 | 0.264 |
| 138 | 0.1032 | -0.0342 | 0.0308 | 0.0297 | 335.3957 | 443.7804 | 21.0661 | -0.3794 | 0.2833 |
| 139 | 0.1162 | -0.0175 | 0.0289 | 0.028 | 117.8728 | 397.2221 | 19.9304 | -0.2249 | 0.2749 |
| 140 | 0.1247 | -0.0638 | 0.0333 | 0.0322 | 1493.7213 | 534.2845 | 23.1146 | -0.8006 | 0.3406 |
| 141 | 0.1231 | -0.0348 | 0.0334 | 0.0324 | 312.3555 | 509.6257 | 22.5749 | -0.3661 | 0.3435 |
| 142 | 0.1234 | 0.009 | 0.031 | 0.0301 | 17.3853 | 460.4017 | 21.457 | 0.0864 | 0.3178 |
| 143 | 0.1232 | -0.0192 | 0.0299 | 0.0291 | 56.2276 | 423.6586 | 20.583 | -0.1553 | 0.303 |
| 144 | 0.1332 | -0.02 | 0.0291 | 0.0283 | 74.726 | 394.5809 | 19.8641 | -0.1791 | 0.2927 |
