| 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[371]) |
| 370 | 234.89 | - | - | - | - | - | - | - |
| 371 | 227.78 | - | - | - | - | - | - | - |
| 372 | 234.04 | 231.377 | 221.3519 | 241.4021 | 0.3013 | 0.7591 | 0.7591 | 0.7591 |
| 373 | 230.7 | 231.0615 | 218.4353 | 243.6878 | 0.4776 | 0.3219 | 0.3219 | 0.6948 |
| 374 | 230.17 | 230.5111 | 216.0835 | 244.9388 | 0.4815 | 0.4898 | 0.4898 | 0.6447 |
| 375 | 218.23 | 230.7691 | 214.4219 | 247.1163 | 0.0664 | 0.5286 | 0.5286 | 0.64 |
| 376 | 232.2 | 230.7691 | 212.7633 | 248.775 | 0.4381 | 0.9139 | 0.9139 | 0.6276 |
| 377 | 220.76 | 230.7233 | 211.2272 | 250.2195 | 0.1583 | 0.441 | 0.441 | 0.6163 |
| 378 | 215.6 | 230.7405 | 209.8417 | 251.6394 | 0.0778 | 0.8254 | 0.8254 | 0.6094 |
| 379 | 217.69 | 230.7422 | 208.5312 | 252.9531 | 0.1247 | 0.9093 | 0.9093 | 0.6031 |
| 380 | 204.35 | 230.7385 | 207.2909 | 254.1861 | 0.0137 | 0.8623 | 0.8623 | 0.5977 |
| 381 | 191.44 | 230.7396 | 206.1162 | 255.363 | 9e-04 | 0.9822 | 0.9822 | 0.5931 |
| 382 | 203.84 | 230.7398 | 204.9944 | 256.4853 | 0.0203 | 0.9986 | 0.9986 | 0.5891 |
| 383 | 211.86 | 230.7396 | 203.9191 | 257.56 | 0.0838 | 0.9753 | 0.9753 | 0.5856 |
| 384 | 210.57 | 230.7396 | 202.8856 | 258.5936 | 0.0779 | 0.908 | 0.908 | 0.5825 |
| 385 | 219.57 | 230.7396 | 201.889 | 259.5903 | 0.224 | 0.9147 | 0.9147 | 0.5797 |
| 386 | 219.98 | 230.7396 | 200.9257 | 260.5535 | 0.2397 | 0.7686 | 0.7686 | 0.5771 |
| 387 | 226.01 | 230.7396 | 199.9926 | 261.4867 | 0.3815 | 0.7536 | 0.7536 | 0.5748 |
| 388 | 207.04 | 230.7396 | 199.0869 | 262.3923 | 0.0711 | 0.6152 | 0.6152 | 0.5727 |
| 389 | 212.52 | 230.7396 | 198.2065 | 263.2728 | 0.1362 | 0.9233 | 0.9233 | 0.5708 |
| 390 | 217.92 | 230.7396 | 197.3493 | 264.13 | 0.2259 | 0.8576 | 0.8576 | 0.569 |
| 391 | 210.45 | 230.7396 | 196.5135 | 264.9657 | 0.1226 | 0.7686 | 0.7686 | 0.5673 |
| 392 | 218.53 | 230.7396 | 195.6977 | 265.7816 | 0.2473 | 0.8718 | 0.8718 | 0.5657 |
| 393 | 223.32 | 230.7396 | 194.9004 | 266.5788 | 0.3425 | 0.7478 | 0.7478 | 0.5643 |
| 394 | 218.76 | 230.7396 | 194.1205 | 267.3588 | 0.2607 | 0.6544 | 0.6544 | 0.5629 |
| 395 | 217.63 | 230.7396 | 193.3568 | 268.1224 | 0.2459 | 0.735 | 0.735 | 0.5617 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 372 | 0.0221 | 0.0115 | 5e-04 | 7.0914 | 0.2955 | 0.5436 |
| 373 | 0.0279 | -0.0016 | 1e-04 | 0.1307 | 0.0054 | 0.0738 |
| 374 | 0.0319 | -0.0015 | 1e-04 | 0.1164 | 0.0048 | 0.0696 |
| 375 | 0.0361 | -0.0543 | 0.0023 | 157.229 | 6.5512 | 2.5595 |
| 376 | 0.0398 | 0.0062 | 3e-04 | 2.0474 | 0.0853 | 0.2921 |
| 377 | 0.0431 | -0.0432 | 0.0018 | 99.2682 | 4.1362 | 2.0338 |
| 378 | 0.0462 | -0.0656 | 0.0027 | 229.235 | 9.5515 | 3.0905 |
| 379 | 0.0491 | -0.0566 | 0.0024 | 170.3593 | 7.0983 | 2.6643 |
| 380 | 0.0518 | -0.1144 | 0.0048 | 696.3534 | 29.0147 | 5.3865 |
| 381 | 0.0544 | -0.1703 | 0.0071 | 1544.4578 | 64.3524 | 8.022 |
| 382 | 0.0569 | -0.1166 | 0.0049 | 723.6011 | 30.15 | 5.4909 |
| 383 | 0.0593 | -0.0818 | 0.0034 | 356.4375 | 14.8516 | 3.8538 |
| 384 | 0.0616 | -0.0874 | 0.0036 | 406.8133 | 16.9506 | 4.1171 |
| 385 | 0.0638 | -0.0484 | 0.002 | 124.7609 | 5.1984 | 2.28 |
| 386 | 0.0659 | -0.0466 | 0.0019 | 115.7694 | 4.8237 | 2.1963 |
| 387 | 0.068 | -0.0205 | 9e-04 | 22.3693 | 0.9321 | 0.9654 |
| 388 | 0.07 | -0.1027 | 0.0043 | 561.6722 | 23.403 | 4.8377 |
| 389 | 0.0719 | -0.079 | 0.0033 | 331.9547 | 13.8314 | 3.7191 |
| 390 | 0.0738 | -0.0556 | 0.0023 | 164.3428 | 6.8476 | 2.6168 |
| 391 | 0.0757 | -0.0879 | 0.0037 | 411.6688 | 17.1529 | 4.1416 |
| 392 | 0.0775 | -0.0529 | 0.0022 | 149.0749 | 6.2115 | 2.4923 |
| 393 | 0.0792 | -0.0322 | 0.0013 | 55.0508 | 2.2938 | 1.5145 |
| 394 | 0.081 | -0.0519 | 0.0022 | 143.5114 | 5.9796 | 2.4453 |
| 395 | 0.0827 | -0.0568 | 0.0024 | 171.8622 | 7.1609 | 2.676 |
