| 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[39]) |
| 27 | 5010 | - | - | - | - | - | - | - |
| 28 | 4420 | - | - | - | - | - | - | - |
| 29 | 4810 | - | - | - | - | - | - | - |
| 30 | 4690 | - | - | - | - | - | - | - |
| 31 | 5390 | - | - | - | - | - | - | - |
| 32 | 4730 | - | - | - | - | - | - | - |
| 33 | 4770 | - | - | - | - | - | - | - |
| 34 | 4690 | - | - | - | - | - | - | - |
| 35 | 4450 | - | - | - | - | - | - | - |
| 36 | 5400 | - | - | - | - | - | - | - |
| 37 | 5590 | - | - | - | - | - | - | - |
| 38 | 4360 | - | - | - | - | - | - | - |
| 39 | 5370 | - | - | - | - | - | - | - |
| 40 | 4660 | 4665.2051 | 3753.3099 | 5577.1004 | 0.4955 | 0.0649 | 0.7009 | 0.0649 |
| 41 | 4450 | 4900.7141 | 3986.9329 | 5814.4953 | 0.1668 | 0.6972 | 0.5771 | 0.1571 |
| 42 | 4980 | 4634.6616 | 3720.298 | 5549.0252 | 0.2296 | 0.6539 | 0.4528 | 0.0575 |
| 43 | 4590 | 4841.9397 | 3927.2698 | 5756.6096 | 0.2946 | 0.3837 | 0.1201 | 0.1289 |
| 44 | 4580 | 4686.0673 | 3771.0692 | 5601.0655 | 0.4101 | 0.5815 | 0.4625 | 0.0715 |
| 45 | 4290 | 4620.1499 | 3704.8261 | 5535.4737 | 0.2398 | 0.5343 | 0.3742 | 0.0542 |
| 46 | 4840 | 4886.9083 | 3971.26 | 5802.5566 | 0.46 | 0.8993 | 0.6633 | 0.1505 |
| 47 | 5100 | 4778.5188 | 3862.5388 | 5694.4987 | 0.2458 | 0.4477 | 0.759 | 0.1028 |
| 48 | 6170 | 5069.9144 | 4153.7846 | 5986.0442 | 0.0093 | 0.4743 | 0.24 | 0.2604 |
| 49 | 5990 | 5344.5648 | 4437.5103 | 6251.6193 | 0.0816 | 0.0372 | 0.2979 | 0.4781 |
| 50 | 4950 | 4419.0383 | 3511.6645 | 5326.412 | 0.1257 | 3e-04 | 0.5507 | 0.02 |
| 51 | 5310 | 4866.7188 | 3959.0262 | 5774.4115 | 0.1692 | 0.4286 | 0.1386 | 0.1386 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 40 | 0.0997 | -0.0011 | 0.0011 | 0.0011 | 27.0935 | 0 | 0 | -0.0117 | 0.0117 |
| 41 | 0.0951 | -0.1013 | 0.0512 | 0.0488 | 203143.2306 | 101585.1621 | 318.7243 | -1.0139 | 0.5128 |
| 42 | 0.1007 | 0.0693 | 0.0572 | 0.0565 | 119258.6283 | 107476.3175 | 327.8358 | 0.7768 | 0.6008 |
| 43 | 0.0964 | -0.0549 | 0.0567 | 0.0557 | 63473.6029 | 96475.6388 | 310.6053 | -0.5667 | 0.5923 |
| 44 | 0.0996 | -0.0232 | 0.05 | 0.0491 | 11250.278 | 79430.5667 | 281.8343 | -0.2386 | 0.5216 |
| 45 | 0.1011 | -0.077 | 0.0545 | 0.0533 | 108998.9703 | 84358.6339 | 290.4456 | -0.7427 | 0.5584 |
| 46 | 0.0956 | -0.0097 | 0.0481 | 0.0471 | 2200.3879 | 72621.7416 | 269.4842 | -0.1055 | 0.4937 |
| 47 | 0.0978 | 0.063 | 0.0499 | 0.0493 | 103350.1655 | 76462.7946 | 276.5191 | 0.7232 | 0.5224 |
| 48 | 0.0922 | 0.1783 | 0.0642 | 0.0656 | 1210188.3252 | 202432.298 | 449.9248 | 2.4746 | 0.7393 |
| 49 | 0.0866 | 0.1078 | 0.0686 | 0.0704 | 416586.5648 | 223847.7247 | 473.1255 | 1.4519 | 0.8106 |
| 50 | 0.1048 | 0.1073 | 0.0721 | 0.0743 | 281920.3706 | 229127.0561 | 478.6722 | 1.1944 | 0.8455 |
| 51 | 0.0952 | 0.0835 | 0.073 | 0.0754 | 196498.1827 | 226407.9834 | 475.8235 | 0.9972 | 0.8581 |
