| 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[132]) |
| 120 | 337 | - | - | - | - | - | - | - |
| 121 | 360 | - | - | - | - | - | - | - |
| 122 | 342 | - | - | - | - | - | - | - |
| 123 | 406 | - | - | - | - | - | - | - |
| 124 | 396 | - | - | - | - | - | - | - |
| 125 | 420 | - | - | - | - | - | - | - |
| 126 | 472 | - | - | - | - | - | - | - |
| 127 | 548 | - | - | - | - | - | - | - |
| 128 | 559 | - | - | - | - | - | - | - |
| 129 | 463 | - | - | - | - | - | - | - |
| 130 | 407 | - | - | - | - | - | - | - |
| 131 | 362 | - | - | - | - | - | - | - |
| 132 | 405 | - | - | - | - | - | - | - |
| 133 | 417 | 419.8572 | 391.2404 | 450.5671 | 0.4277 | 0.8285 | 0.9999 | 0.8285 |
| 134 | 391 | 398.7532 | 366.1972 | 434.2036 | 0.3341 | 0.1565 | 0.9991 | 0.3649 |
| 135 | 419 | 466.1575 | 422.0794 | 514.8387 | 0.0288 | 0.9988 | 0.9923 | 0.9931 |
| 136 | 461 | 454.3844 | 407.8584 | 506.2179 | 0.4012 | 0.9096 | 0.9864 | 0.9691 |
| 137 | 472 | 473.3571 | 420.5929 | 532.7406 | 0.4821 | 0.6583 | 0.9609 | 0.988 |
| 138 | 535 | 547.1961 | 481.9821 | 621.2337 | 0.3734 | 0.9767 | 0.9767 | 0.9999 |
| 139 | 622 | 622.3781 | 543.501 | 712.7025 | 0.4967 | 0.971 | 0.9467 | 1 |
| 140 | 606 | 630.4683 | 546.3072 | 727.5948 | 0.3107 | 0.5678 | 0.9254 | 1 |
| 141 | 508 | 526.7715 | 453.0368 | 612.5069 | 0.3339 | 0.0351 | 0.9276 | 0.9973 |
| 142 | 461 | 462.3375 | 394.8179 | 541.404 | 0.4868 | 0.1288 | 0.9149 | 0.9224 |
| 143 | 390 | 406.6915 | 344.9357 | 479.5039 | 0.3266 | 0.0719 | 0.8855 | 0.5182 |
| 144 | 432 | 452.3194 | 381.1397 | 536.7922 | 0.3187 | 0.9259 | 0.8639 | 0.8639 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 133 | 0.0373 | -0.0069 | 0.0069 | 0.0068 | 8.1633 | 0 | 0 | -0.0592 | 0.0592 |
| 134 | 0.0454 | -0.0198 | 0.0133 | 0.0132 | 60.1126 | 34.138 | 5.8428 | -0.1606 | 0.1099 |
| 135 | 0.0533 | -0.1125 | 0.0464 | 0.0443 | 2223.8286 | 764.0348 | 27.6412 | -0.9769 | 0.3989 |
| 136 | 0.0582 | 0.0144 | 0.0384 | 0.0369 | 43.7659 | 583.9676 | 24.1654 | 0.137 | 0.3334 |
| 137 | 0.064 | -0.0029 | 0.0313 | 0.0301 | 1.8417 | 467.5424 | 21.6227 | -0.0281 | 0.2724 |
| 138 | 0.069 | -0.0228 | 0.0299 | 0.0288 | 148.7442 | 414.4094 | 20.357 | -0.2526 | 0.2691 |
| 139 | 0.074 | -6e-04 | 0.0257 | 0.0248 | 0.143 | 355.2285 | 18.8475 | -0.0078 | 0.2318 |
| 140 | 0.0786 | -0.0404 | 0.0275 | 0.0266 | 598.6969 | 385.662 | 19.6383 | -0.5069 | 0.2662 |
| 141 | 0.083 | -0.037 | 0.0286 | 0.0277 | 352.368 | 381.9627 | 19.5439 | -0.3889 | 0.2798 |
| 142 | 0.0873 | -0.0029 | 0.026 | 0.0252 | 1.789 | 343.9453 | 18.5458 | -0.0277 | 0.2546 |
| 143 | 0.0913 | -0.0428 | 0.0275 | 0.0267 | 278.6078 | 338.0055 | 18.3849 | -0.3458 | 0.2629 |
| 144 | 0.0953 | -0.047 | 0.0292 | 0.0283 | 412.8764 | 344.2448 | 18.5538 | -0.4209 | 0.276 |
