| 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[94]) |
| 82 | 104.66 | - | - | - | - | - | - | - |
| 83 | 104.46 | - | - | - | - | - | - | - |
| 84 | 104.95 | - | - | - | - | - | - | - |
| 85 | 105.85 | - | - | - | - | - | - | - |
| 86 | 106.23 | - | - | - | - | - | - | - |
| 87 | 104.86 | - | - | - | - | - | - | - |
| 88 | 107.44 | - | - | - | - | - | - | - |
| 89 | 108.23 | - | - | - | - | - | - | - |
| 90 | 108.45 | - | - | - | - | - | - | - |
| 91 | 109.39 | - | - | - | - | - | - | - |
| 92 | 110.15 | - | - | - | - | - | - | - |
| 93 | 109.13 | - | - | - | - | - | - | - |
| 94 | 110.28 | - | - | - | - | - | - | - |
| 95 | 110.17 | 110.0421 | 109.3959 | 110.6882 | 0.349 | 0.2352 | 1 | 0.2352 |
| 96 | 109.99 | 110.1598 | 109.2005 | 111.1191 | 0.3643 | 0.4917 | 1 | 0.403 |
| 97 | 109.26 | 110.552 | 109.3586 | 111.7454 | 0.0169 | 0.822 | 1 | 0.6725 |
| 98 | 109.11 | 110.7148 | 109.3264 | 112.1033 | 0.0117 | 0.98 | 1 | 0.7303 |
| 99 | 107.06 | 109.2984 | 107.7391 | 110.8577 | 0.0024 | 0.5936 | 1 | 0.1086 |
| 100 | 109.53 | 111.6516 | 109.9383 | 113.3648 | 0.0076 | 1 | 1 | 0.9417 |
| 101 | 108.92 | 112.0281 | 110.1737 | 113.8826 | 5e-04 | 0.9959 | 1 | 0.9677 |
| 102 | 109.24 | 112.3774 | 110.3918 | 114.363 | 0.001 | 0.9997 | 0.9999 | 0.9808 |
| 103 | 109.12 | 112.8112 | 110.7026 | 114.9199 | 3e-04 | 0.9995 | 0.9993 | 0.9907 |
| 104 | 109 | 113.1834 | 110.9586 | 115.4083 | 1e-04 | 0.9998 | 0.9962 | 0.9947 |
| 105 | 107.23 | 112.1261 | 109.7907 | 114.4614 | 0 | 0.9957 | 0.994 | 0.9394 |
| 106 | 109.49 | 113.5746 | 111.1338 | 116.0153 | 5e-04 | 1 | 0.9959 | 0.9959 |
| 107 | 109.04 | 113.3657 | 110.7393 | 115.9922 | 6e-04 | 0.9981 | 0.9915 | 0.9894 |
| 108 | 109.02 | 113.4839 | 110.6752 | 116.2926 | 9e-04 | 0.999 | 0.9926 | 0.9873 |
| 109 | 109.23 | 113.876 | 110.8961 | 116.856 | 0.0011 | 0.9993 | 0.9988 | 0.991 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 95 | 0.003 | 0.0012 | 1e-04 | 0.0164 | 0.0011 | 0.033 |
| 96 | 0.0044 | -0.0015 | 1e-04 | 0.0288 | 0.0019 | 0.0439 |
| 97 | 0.0055 | -0.0117 | 8e-04 | 1.6693 | 0.1113 | 0.3336 |
| 98 | 0.0064 | -0.0145 | 0.001 | 2.5755 | 0.1717 | 0.4144 |
| 99 | 0.0073 | -0.0205 | 0.0014 | 5.0104 | 0.334 | 0.578 |
| 100 | 0.0078 | -0.019 | 0.0013 | 4.5011 | 0.3001 | 0.5478 |
| 101 | 0.0084 | -0.0277 | 0.0018 | 9.6605 | 0.644 | 0.8025 |
| 102 | 0.009 | -0.0279 | 0.0019 | 9.8433 | 0.6562 | 0.8101 |
| 103 | 0.0095 | -0.0327 | 0.0022 | 13.6253 | 0.9084 | 0.9531 |
| 104 | 0.01 | -0.037 | 0.0025 | 17.501 | 1.1667 | 1.0802 |
| 105 | 0.0106 | -0.0437 | 0.0029 | 23.9713 | 1.5981 | 1.2642 |
| 106 | 0.011 | -0.036 | 0.0024 | 16.6836 | 1.1122 | 1.0546 |
| 107 | 0.0118 | -0.0382 | 0.0025 | 18.712 | 1.2475 | 1.1169 |
| 108 | 0.0126 | -0.0393 | 0.0026 | 19.9262 | 1.3284 | 1.1526 |
| 109 | 0.0134 | -0.0408 | 0.0027 | 21.5857 | 1.439 | 1.1996 |
