| 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[61]) |
| 49 | 628 | - | - | - | - | - | - | - |
| 50 | 612 | - | - | - | - | - | - | - |
| 51 | 595 | - | - | - | - | - | - | - |
| 52 | 597 | - | - | - | - | - | - | - |
| 53 | 593 | - | - | - | - | - | - | - |
| 54 | 590 | - | - | - | - | - | - | - |
| 55 | 580 | - | - | - | - | - | - | - |
| 56 | 574 | - | - | - | - | - | - | - |
| 57 | 573 | - | - | - | - | - | - | - |
| 58 | 573 | - | - | - | - | - | - | - |
| 59 | 620 | - | - | - | - | - | - | - |
| 60 | 626 | - | - | - | - | - | - | - |
| 61 | 620 | - | - | - | - | - | - | - |
| 62 | 588 | 608.7432 | 598.6286 | 618.8578 | 0 | 0.0146 | 0.264 | 0.0146 |
| 63 | 566 | 591.0639 | 575.2903 | 606.8375 | 9e-04 | 0.6483 | 0.3124 | 2e-04 |
| 64 | 557 | 593.8902 | 573.6074 | 614.1731 | 2e-04 | 0.9965 | 0.3819 | 0.0058 |
| 65 | 561 | 593.4923 | 569.6422 | 617.3424 | 0.0038 | 0.9986 | 0.5161 | 0.0147 |
| 66 | 549 | 591.3501 | 564.4806 | 618.2196 | 0.001 | 0.9866 | 0.5392 | 0.0183 |
| 67 | 532 | 583.9049 | 554.361 | 613.4489 | 3e-04 | 0.9897 | 0.6022 | 0.0083 |
| 68 | 526 | 576.1604 | 544.1744 | 608.1464 | 0.0011 | 0.9966 | 0.5527 | 0.0036 |
| 69 | 511 | 571.9054 | 537.6513 | 606.1594 | 2e-04 | 0.9957 | 0.475 | 0.003 |
| 70 | 499 | 574.0047 | 537.6223 | 610.3872 | 0 | 0.9997 | 0.5216 | 0.0066 |
| 71 | 555 | 625.467 | 587.073 | 663.8611 | 2e-04 | 1 | 0.6099 | 0.6099 |
| 72 | 565 | 634.3235 | 594.0183 | 674.6286 | 4e-04 | 0.9999 | 0.6572 | 0.757 |
| 73 | 542 | 631.4694 | 589.3414 | 673.5973 | 0 | 0.999 | 0.7032 | 0.7032 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 62 | 0.0085 | -0.0341 | 0.0028 | 430.2806 | 35.8567 | 5.988 |
| 63 | 0.0136 | -0.0424 | 0.0035 | 628.199 | 52.3499 | 7.2353 |
| 64 | 0.0174 | -0.0621 | 0.0052 | 1360.8894 | 113.4075 | 10.6493 |
| 65 | 0.0205 | -0.0547 | 0.0046 | 1055.7484 | 87.979 | 9.3797 |
| 66 | 0.0232 | -0.0716 | 0.006 | 1793.5318 | 149.461 | 12.2254 |
| 67 | 0.0258 | -0.0889 | 0.0074 | 2694.1202 | 224.51 | 14.9837 |
| 68 | 0.0283 | -0.0871 | 0.0073 | 2516.0693 | 209.6724 | 14.4801 |
| 69 | 0.0306 | -0.1065 | 0.0089 | 3709.4665 | 309.1222 | 17.5819 |
| 70 | 0.0323 | -0.1307 | 0.0109 | 5625.7088 | 468.8091 | 21.652 |
| 71 | 0.0313 | -0.1127 | 0.0094 | 4965.6048 | 413.8004 | 20.3421 |
| 72 | 0.0324 | -0.1093 | 0.0091 | 4805.743 | 400.4786 | 20.012 |
| 73 | 0.034 | -0.1417 | 0.0118 | 8004.7679 | 667.064 | 25.8276 |
