| 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[102]) |
| 90 | 7500 | - | - | - | - | - | - | - |
| 91 | 5400 | - | - | - | - | - | - | - |
| 92 | 6750 | - | - | - | - | - | - | - |
| 93 | 7400 | - | - | - | - | - | - | - |
| 94 | 7450 | - | - | - | - | - | - | - |
| 95 | 7200 | - | - | - | - | - | - | - |
| 96 | 6500 | - | - | - | - | - | - | - |
| 97 | 7150 | - | - | - | - | - | - | - |
| 98 | 8000 | - | - | - | - | - | - | - |
| 99 | 7000 | - | - | - | - | - | - | - |
| 100 | 7600 | - | - | - | - | - | - | - |
| 101 | 7100 | - | - | - | - | - | - | - |
| 102 | 8050 | - | - | - | - | - | - | - |
| 103 | 5700 | 5498.6738 | 4590.8006 | 6654.4799 | 0.3664 | 0 | 0.5664 | 0 |
| 104 | 7550 | 6869.1874 | 5666.0261 | 8426.7644 | 0.1958 | 0.9294 | 0.5596 | 0.0687 |
| 105 | 7800 | 7542.0192 | 6188.0319 | 9307.8146 | 0.3873 | 0.4965 | 0.5626 | 0.2864 |
| 106 | 7800 | 7797.1762 | 6385.0681 | 9643.7016 | 0.4988 | 0.4988 | 0.6438 | 0.3942 |
| 107 | 8250 | 7475.6929 | 6136.7324 | 9220.6597 | 0.1922 | 0.3578 | 0.6216 | 0.2594 |
| 108 | 7150 | 6748.4992 | 5572.004 | 8269.4631 | 0.3024 | 0.0265 | 0.6256 | 0.0468 |
| 109 | 7350 | 7661.8438 | 6280.6375 | 9465.409 | 0.3673 | 0.711 | 0.711 | 0.3366 |
| 110 | 7800 | 8110.7409 | 6626.5564 | 10057.7392 | 0.3772 | 0.7781 | 0.5444 | 0.5244 |
| 111 | 8250 | 6639.7313 | 5487.1753 | 8127.876 | 0.017 | 0.0632 | 0.3176 | 0.0316 |
| 112 | 7500 | 8244.6299 | 6729.445 | 10234.9648 | 0.2317 | 0.4979 | 0.7372 | 0.576 |
| 113 | 8150 | 7304.8076 | 6004.418 | 8996.3905 | 0.1637 | 0.4105 | 0.5938 | 0.1939 |
| 114 | 8550 | 8051.8014 | 6581.2225 | 9979.8027 | 0.3063 | 0.4602 | 0.5007 | 0.5007 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 103 | 0.1072 | 0.0353 | 0.0353 | 0.036 | 40532.2479 | 0 | 0 | 0.3381 | 0.3381 |
| 104 | 0.1157 | 0.0902 | 0.0627 | 0.0652 | 463505.729 | 252018.9884 | 502.0149 | 1.1433 | 0.7407 |
| 105 | 0.1195 | 0.0331 | 0.0529 | 0.0547 | 66554.0931 | 190197.3567 | 436.1162 | 0.4333 | 0.6382 |
| 106 | 0.1208 | 4e-04 | 0.0397 | 0.0411 | 7.9738 | 142650.0109 | 377.6904 | 0.0047 | 0.4799 |
| 107 | 0.1191 | 0.0939 | 0.0506 | 0.0526 | 599551.4298 | 234030.2947 | 483.7668 | 1.3004 | 0.644 |
| 108 | 0.115 | 0.0562 | 0.0515 | 0.0534 | 161202.8525 | 221892.3877 | 471.0545 | 0.6743 | 0.649 |
| 109 | 0.1201 | -0.0424 | 0.0502 | 0.0517 | 97246.5534 | 204085.8399 | 451.7586 | -0.5237 | 0.6311 |
| 110 | 0.1225 | -0.0398 | 0.0489 | 0.0502 | 96559.8839 | 190645.0954 | 436.6292 | -0.5219 | 0.6175 |
| 111 | 0.1144 | 0.1952 | 0.0652 | 0.0686 | 2592965.3467 | 457569.5678 | 676.4389 | 2.7043 | 0.8493 |
| 112 | 0.1232 | -0.0993 | 0.0686 | 0.0712 | 554473.6625 | 467259.9772 | 683.5642 | -1.2505 | 0.8894 |
| 113 | 0.1181 | 0.1037 | 0.0718 | 0.0747 | 714350.2424 | 489722.7286 | 699.8019 | 1.4194 | 0.9376 |
| 114 | 0.1222 | 0.0583 | 0.0706 | 0.0735 | 248201.8449 | 469595.9883 | 685.2707 | 0.8367 | 0.9292 |
