| 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[22]) |
| 10 | 4037.2 | - | - | - | - | - | - | - |
| 11 | 3890.8 | - | - | - | - | - | - | - |
| 12 | 3528.4 | - | - | - | - | - | - | - |
| 13 | 3491.6 | - | - | - | - | - | - | - |
| 14 | 3878.8 | - | - | - | - | - | - | - |
| 15 | 3993.6 | - | - | - | - | - | - | - |
| 16 | 4067.8 | - | - | - | - | - | - | - |
| 17 | 4332.4 | - | - | - | - | - | - | - |
| 18 | 5026.6 | - | - | - | - | - | - | - |
| 19 | 5322.8 | - | - | - | - | - | - | - |
| 20 | 5463.8 | - | - | - | - | - | - | - |
| 21 | 5556 | - | - | - | - | - | - | - |
| 22 | 5918.4 | - | - | - | - | - | - | - |
| 23 | 6107.2 | 5941.5848 | 5539.7246 | 6343.4451 | 0.2096 | 0.545 | 1 | 0.545 |
| 24 | 6158.6 | 6006.3936 | 5325.2112 | 6687.576 | 0.3307 | 0.3859 | 1 | 0.5999 |
| 25 | 6283.8 | 6497.4361 | 5591.4681 | 7403.4041 | 0.322 | 0.7682 | 1 | 0.8948 |
| 26 | 6453.4 | 7024.1164 | 6113.4909 | 7934.7419 | 0.1097 | 0.9445 | 1 | 0.9913 |
| 27 | 6104.2 | 6984.7056 | 6068.0327 | 7901.3785 | 0.0299 | 0.872 | 1 | 0.9887 |
| 28 | 6663.8 | 7010.8856 | 6089.0431 | 7932.728 | 0.2303 | 0.9731 | 1 | 0.9899 |
| 29 | 7380.8 | 7269.5331 | 6342.4153 | 8196.6508 | 0.407 | 0.8998 | 1 | 0.9979 |
| 30 | 7798.4 | 7051.8611 | 6117.8069 | 7985.9153 | 0.0586 | 0.245 | 1 | 0.9913 |
| 31 | 7743.4 | 6177.3396 | 5236.2651 | 7118.414 | 6e-04 | 4e-04 | 0.9624 | 0.7052 |
| 32 | 7389.6 | 6014.8757 | 5068.1382 | 6961.6132 | 0.0022 | 2e-04 | 0.873 | 0.5792 |
| 33 | 6300.8 | 5905.329 | 4952.6825 | 6857.9755 | 0.2079 | 0.0011 | 0.7638 | 0.4893 |
| 34 | 6328.4 | 5700.6976 | 4740.9918 | 6660.4034 | 0.0999 | 0.1102 | 0.3283 | 0.3283 |
| 35 | 6563.8 | 5846.8085 | 4866.2338 | 6827.3831 | 0.0759 | 0.1679 | 0.3014 | 0.4431 |
| 36 | 6781.4 | 6210.8426 | 5208.6277 | 7213.0576 | 0.1322 | 0.245 | 0.5407 | 0.7163 |
| 37 | 6963.2 | 6275.4666 | 5253.8829 | 7297.0504 | 0.0935 | 0.1659 | 0.4936 | 0.7533 |
| 38 | 7176 | 5918.8502 | 4891.5112 | 6946.1891 | 0.0082 | 0.0232 | 0.1539 | 0.5003 |
| 39 | 6953 | 5801.1501 | 4768.9694 | 6833.3308 | 0.0144 | 0.0045 | 0.2825 | 0.4119 |
| 40 | 7182.6 | 5728.4612 | 4692.3319 | 6764.5904 | 0.003 | 0.0103 | 0.0384 | 0.3597 |
| 41 | 6893.6 | 5480.0873 | 4439.1657 | 6521.0089 | 0.0039 | 7e-04 | 2e-04 | 0.2046 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 23 | 0.0345 | 0.0271 | 0.0271 | 0.0275 | 27428.3789 | 0 | 0 | 0.5416 | 0.5416 |
| 24 | 0.0579 | 0.0247 | 0.0259 | 0.0263 | 23166.7798 | 25297.5793 | 159.0521 | 0.4978 | 0.5197 |
| 25 | 0.0711 | -0.034 | 0.0286 | 0.0286 | 45640.3924 | 32078.517 | 179.1048 | -0.6987 | 0.5794 |
| 26 | 0.0661 | -0.0884 | 0.0436 | 0.0427 | 325717.2327 | 105488.196 | 324.7895 | -1.8664 | 0.9011 |
| 27 | 0.067 | -0.1442 | 0.0637 | 0.061 | 775290.1706 | 239448.5909 | 489.3348 | -2.8796 | 1.2968 |
| 28 | 0.0671 | -0.0521 | 0.0618 | 0.0593 | 120468.385 | 219618.5566 | 468.6348 | -1.1351 | 1.2699 |
| 29 | 0.0651 | 0.0151 | 0.0551 | 0.053 | 12380.3341 | 190013.0962 | 435.9049 | 0.3639 | 1.1404 |
| 30 | 0.0676 | 0.0957 | 0.0602 | 0.059 | 557320.3749 | 235926.5061 | 485.7227 | 2.4414 | 1.3031 |
| 31 | 0.0777 | 0.2022 | 0.076 | 0.0774 | 2452545.3106 | 482217.4843 | 694.4188 | 5.1216 | 1.7273 |
| 32 | 0.0803 | 0.186 | 0.087 | 0.0902 | 1889867.0033 | 622982.4362 | 789.2924 | 4.4958 | 2.0042 |
| 33 | 0.0823 | 0.0628 | 0.0848 | 0.0879 | 156397.3167 | 580565.6072 | 761.9486 | 1.2933 | 1.9396 |
| 34 | 0.0859 | 0.0992 | 0.086 | 0.0892 | 394010.2672 | 565019.3289 | 751.6777 | 2.0528 | 1.949 |
| 35 | 0.0856 | 0.1092 | 0.0878 | 0.0913 | 514076.8812 | 561100.679 | 749.0665 | 2.3448 | 1.9794 |
| 36 | 0.0823 | 0.0841 | 0.0875 | 0.091 | 325535.7043 | 544274.6094 | 737.7497 | 1.8659 | 1.9713 |
| 37 | 0.0831 | 0.0988 | 0.0883 | 0.0919 | 472977.1792 | 539521.4474 | 734.5212 | 2.2491 | 1.9899 |
| 38 | 0.0886 | 0.1752 | 0.0937 | 0.0981 | 1580425.7337 | 604577.9653 | 777.5461 | 4.1113 | 2.1224 |
| 39 | 0.0908 | 0.1657 | 0.0979 | 0.103 | 1326758.1985 | 647059.1555 | 804.3999 | 3.767 | 2.2192 |
| 40 | 0.0923 | 0.2025 | 0.1037 | 0.1098 | 2114519.7879 | 728584.7462 | 853.5718 | 4.7555 | 2.3601 |
| 41 | 0.0969 | 0.205 | 0.1091 | 0.116 | 1998018.0463 | 795397.0251 | 891.8503 | 4.6227 | 2.4792 |
