| 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 | 420.3292 | 395.0995 | 446.6657 | 0.4022 | 0.873 | 1 | 0.873 |
| 134 | 391 | 400.8355 | 371.0142 | 432.2955 | 0.27 | 0.157 | 0.9999 | 0.3976 |
| 135 | 419 | 465.067 | 425.4905 | 507.151 | 0.016 | 0.9997 | 0.997 | 0.9974 |
| 136 | 461 | 453.4354 | 409.631 | 500.418 | 0.3762 | 0.9246 | 0.9917 | 0.9783 |
| 137 | 472 | 474.1005 | 424.2255 | 527.9418 | 0.4695 | 0.6833 | 0.9755 | 0.9941 |
| 138 | 535 | 541.2162 | 481.8219 | 605.5551 | 0.4249 | 0.9825 | 0.9825 | 1 |
| 139 | 622 | 614.4648 | 544.8055 | 690.1315 | 0.4226 | 0.9802 | 0.9574 | 1 |
| 140 | 606 | 624.5155 | 549.6797 | 706.2073 | 0.3284 | 0.5241 | 0.942 | 1 |
| 141 | 508 | 523.0421 | 453.5026 | 599.7225 | 0.3503 | 0.017 | 0.9376 | 0.9987 |
| 142 | 461 | 463.0341 | 396.1934 | 537.3943 | 0.4786 | 0.118 | 0.9302 | 0.937 |
| 143 | 390 | 411.2271 | 347.136 | 483.1744 | 0.2815 | 0.0876 | 0.91 | 0.5674 |
| 144 | 432 | 453.9007 | 382.343 | 534.3437 | 0.2968 | 0.9403 | 0.8833 | 0.8833 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 133 | 0.032 | -0.008 | 0.008 | 0.008 | 11.0837 | 0 | 0 | -0.069 | 0.069 |
| 134 | 0.04 | -0.0252 | 0.0166 | 0.0164 | 96.7373 | 53.9105 | 7.3424 | -0.2037 | 0.1364 |
| 135 | 0.0462 | -0.1099 | 0.0477 | 0.0457 | 2122.1676 | 743.3296 | 27.2641 | -0.9543 | 0.409 |
| 136 | 0.0529 | 0.0164 | 0.0399 | 0.0384 | 57.2236 | 571.8031 | 23.9124 | 0.1567 | 0.3459 |
| 137 | 0.0579 | -0.0045 | 0.0328 | 0.0316 | 4.4119 | 458.3248 | 21.4085 | -0.0435 | 0.2854 |
| 138 | 0.0607 | -0.0116 | 0.0293 | 0.0283 | 38.6412 | 388.3776 | 19.7073 | -0.1288 | 0.2593 |
| 139 | 0.0628 | 0.0121 | 0.0268 | 0.026 | 56.779 | 341.0063 | 18.4664 | 0.1561 | 0.2446 |
| 140 | 0.0667 | -0.0306 | 0.0273 | 0.0265 | 342.8254 | 341.2337 | 18.4725 | -0.3836 | 0.262 |
| 141 | 0.0748 | -0.0296 | 0.0275 | 0.0268 | 226.2652 | 328.4594 | 18.1235 | -0.3116 | 0.2675 |
| 142 | 0.0819 | -0.0044 | 0.0252 | 0.0245 | 4.1375 | 296.0272 | 17.2054 | -0.0421 | 0.2449 |
| 143 | 0.0893 | -0.0544 | 0.0279 | 0.0271 | 450.5907 | 310.0785 | 17.609 | -0.4397 | 0.2626 |
| 144 | 0.0904 | -0.0507 | 0.0298 | 0.029 | 479.6403 | 324.2086 | 18.0058 | -0.4537 | 0.2786 |
