| 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[375]) |
| 374 | 230.17 | - | - | - | - | - | - | - |
| 375 | 218.23 | - | - | - | - | - | - | - |
| 376 | 232.2 | 221.0481 | 210.9883 | 231.1078 | 0.0149 | 0.7085 | 0.7085 | 0.7085 |
| 377 | 220.76 | 221.8425 | 209.1879 | 234.4971 | 0.4334 | 0.0543 | 0.0543 | 0.7121 |
| 378 | 215.6 | 221.0376 | 206.5761 | 235.4992 | 0.2306 | 0.515 | 0.515 | 0.6482 |
| 379 | 217.69 | 221.1936 | 204.8189 | 237.5684 | 0.3375 | 0.7484 | 0.7484 | 0.6386 |
| 380 | 204.35 | 221.2739 | 203.2426 | 239.3052 | 0.0329 | 0.6516 | 0.6516 | 0.6296 |
| 381 | 191.44 | 221.2175 | 201.6958 | 240.7393 | 0.0014 | 0.9548 | 0.9548 | 0.6179 |
| 382 | 203.84 | 221.2245 | 200.3012 | 242.1478 | 0.0517 | 0.9974 | 0.9974 | 0.6105 |
| 383 | 211.86 | 221.2316 | 198.9969 | 243.4663 | 0.2044 | 0.9374 | 0.9374 | 0.6043 |
| 384 | 210.57 | 221.2278 | 197.7568 | 244.6988 | 0.1867 | 0.783 | 0.783 | 0.5988 |
| 385 | 219.57 | 221.228 | 196.5816 | 245.8744 | 0.4476 | 0.8017 | 0.8017 | 0.5942 |
| 386 | 219.98 | 221.2286 | 195.4604 | 246.9968 | 0.4622 | 0.5502 | 0.5502 | 0.5902 |
| 387 | 226.01 | 221.2283 | 194.3853 | 248.0713 | 0.3635 | 0.5363 | 0.5363 | 0.5866 |
| 388 | 207.04 | 221.2283 | 193.3519 | 249.1047 | 0.1592 | 0.3684 | 0.3684 | 0.5835 |
| 389 | 212.52 | 221.2284 | 192.3555 | 250.1013 | 0.2772 | 0.8323 | 0.8323 | 0.5806 |
| 390 | 217.92 | 221.2283 | 191.3922 | 251.0645 | 0.414 | 0.7164 | 0.7164 | 0.5781 |
| 391 | 210.45 | 221.2283 | 190.4592 | 251.9975 | 0.2462 | 0.5835 | 0.5835 | 0.5757 |
| 392 | 218.53 | 221.2283 | 189.5536 | 252.9031 | 0.4337 | 0.7476 | 0.7476 | 0.5736 |
| 393 | 223.32 | 221.2283 | 188.6732 | 253.7835 | 0.4499 | 0.5645 | 0.5645 | 0.5716 |
| 394 | 218.76 | 221.2283 | 187.8159 | 254.6408 | 0.4424 | 0.4512 | 0.4512 | 0.5698 |
| 395 | 217.63 | 221.2283 | 186.9802 | 255.4765 | 0.4184 | 0.5562 | 0.5562 | 0.5681 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 376 | 0.0232 | 0.0505 | 0.0025 | 124.366 | 6.2183 | 2.4937 |
| 377 | 0.0291 | -0.0049 | 2e-04 | 1.1718 | 0.0586 | 0.2421 |
| 378 | 0.0334 | -0.0246 | 0.0012 | 29.5678 | 1.4784 | 1.2159 |
| 379 | 0.0378 | -0.0158 | 8e-04 | 12.2755 | 0.6138 | 0.7834 |
| 380 | 0.0416 | -0.0765 | 0.0038 | 286.4195 | 14.321 | 3.7843 |
| 381 | 0.045 | -0.1346 | 0.0067 | 886.7016 | 44.3351 | 6.6585 |
| 382 | 0.0483 | -0.0786 | 0.0039 | 302.2207 | 15.111 | 3.8873 |
| 383 | 0.0513 | -0.0424 | 0.0021 | 87.8272 | 4.3914 | 2.0956 |
| 384 | 0.0541 | -0.0482 | 0.0024 | 113.5887 | 5.6794 | 2.3832 |
| 385 | 0.0568 | -0.0075 | 4e-04 | 2.7489 | 0.1374 | 0.3707 |
| 386 | 0.0594 | -0.0056 | 3e-04 | 1.5589 | 0.0779 | 0.2792 |
| 387 | 0.0619 | 0.0216 | 0.0011 | 22.8644 | 1.1432 | 1.0692 |
| 388 | 0.0643 | -0.0641 | 0.0032 | 201.3082 | 10.0654 | 3.1726 |
| 389 | 0.0666 | -0.0394 | 0.002 | 75.8355 | 3.7918 | 1.9472 |
| 390 | 0.0688 | -0.015 | 7e-04 | 10.9451 | 0.5473 | 0.7398 |
| 391 | 0.071 | -0.0487 | 0.0024 | 116.1727 | 5.8086 | 2.4101 |
| 392 | 0.073 | -0.0122 | 6e-04 | 7.2811 | 0.3641 | 0.6034 |
| 393 | 0.0751 | 0.0095 | 5e-04 | 4.375 | 0.2188 | 0.4677 |
| 394 | 0.0771 | -0.0112 | 6e-04 | 6.0927 | 0.3046 | 0.5519 |
| 395 | 0.079 | -0.0163 | 8e-04 | 12.9481 | 0.6474 | 0.8046 |
