| 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[33]) |
| 21 | 4210.6 | - | - | - | - | - | - | - |
| 22 | 4276.6 | - | - | - | - | - | - | - |
| 23 | 4361.2 | - | - | - | - | - | - | - |
| 24 | 4452 | - | - | - | - | - | - | - |
| 25 | 4496.4 | - | - | - | - | - | - | - |
| 26 | 4581.6 | - | - | - | - | - | - | - |
| 27 | 4694 | - | - | - | - | - | - | - |
| 28 | 4749 | - | - | - | - | - | - | - |
| 29 | 4790 | - | - | - | - | - | - | - |
| 30 | 4837 | - | - | - | - | - | - | - |
| 31 | 4915 | - | - | - | - | - | - | - |
| 32 | 4929.8 | - | - | - | - | - | - | - |
| 33 | 5058 | - | - | - | - | - | - | - |
| 34 | 5150 | 5058 | 4932.1156 | 5183.8844 | 0.076 | 0.5 | 1 | 0.5 |
| 35 | 5240 | 5058 | 4879.9726 | 5236.0274 | 0.0225 | 0.1556 | 1 | 0.5 |
| 36 | 5318 | 5058 | 4839.9618 | 5276.0382 | 0.0097 | 0.0509 | 1 | 0.5 |
| 37 | 5397.2 | 5058 | 4806.2312 | 5309.7688 | 0.0041 | 0.0215 | 1 | 0.5 |
| 38 | 5474.6 | 5058 | 4776.5139 | 5339.4861 | 0.0019 | 0.0091 | 0.9995 | 0.5 |
| 39 | 5500.8 | 5058 | 4749.6474 | 5366.3526 | 0.0024 | 0.004 | 0.9897 | 0.5 |
| 40 | 5552 | 5058 | 4724.9412 | 5391.0588 | 0.0018 | 0.0046 | 0.9655 | 0.5 |
| 41 | 5637.8 | 5058 | 4701.9451 | 5414.0549 | 7e-04 | 0.0033 | 0.9299 | 0.5 |
| 42 | 5622.8 | 5058 | 4680.3468 | 5435.6532 | 0.0017 | 0.0013 | 0.8743 | 0.5 |
| 43 | 5633.8 | 5058 | 4659.9186 | 5456.0814 | 0.0023 | 0.0027 | 0.7593 | 0.5 |
| 44 | 5567.8 | 5058 | 4640.4887 | 5475.5113 | 0.0083 | 0.0034 | 0.7264 | 0.5 |
| 45 | 5522 | 5058 | 4621.9236 | 5494.0764 | 0.0185 | 0.011 | 0.5 | 0.5 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 34 | 0.0127 | 0.0179 | 0.0179 | 0.018 | 8464 | 0 | 0 | 1.6176 | 1.6176 |
| 35 | 0.018 | 0.0347 | 0.0263 | 0.0267 | 33124 | 20794 | 144.2012 | 3.2001 | 2.4089 |
| 36 | 0.022 | 0.0489 | 0.0338 | 0.0345 | 67600 | 36396 | 190.7774 | 4.5716 | 3.1298 |
| 37 | 0.0254 | 0.0628 | 0.0411 | 0.0421 | 115056.64 | 56061.16 | 236.7724 | 5.9642 | 3.8384 |
| 38 | 0.0284 | 0.0761 | 0.0481 | 0.0495 | 173555.56 | 79560.04 | 282.0639 | 7.3251 | 4.5357 |
| 39 | 0.0311 | 0.0805 | 0.0535 | 0.0552 | 196071.84 | 98978.6733 | 314.6088 | 7.7858 | 5.0774 |
| 40 | 0.0336 | 0.089 | 0.0586 | 0.0606 | 244036 | 119701.1486 | 345.9785 | 8.6861 | 5.5929 |
| 41 | 0.0359 | 0.1028 | 0.0641 | 0.0666 | 336168.04 | 146759.51 | 383.092 | 10.1947 | 6.1682 |
| 42 | 0.0381 | 0.1004 | 0.0681 | 0.071 | 318999.04 | 165897.2356 | 407.3048 | 9.9309 | 6.5862 |
| 43 | 0.0402 | 0.1022 | 0.0715 | 0.0746 | 331545.64 | 182462.076 | 427.1558 | 10.1244 | 6.9401 |
| 44 | 0.0421 | 0.0916 | 0.0734 | 0.0766 | 259896.04 | 189501.5273 | 435.3177 | 8.9639 | 7.124 |
| 45 | 0.044 | 0.084 | 0.0742 | 0.0775 | 215296 | 191651.0667 | 437.7797 | 8.1586 | 7.2103 |
