| 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 | 420.4376 | 385.2234 | 459.954 | 0.4323 | 0.7781 | 0.9986 | 0.7781 |
| 134 | 391 | 399.1493 | 361.0418 | 442.6554 | 0.3568 | 0.2106 | 0.995 | 0.3961 |
| 135 | 419 | 473.1677 | 420.2928 | 535.0266 | 0.0431 | 0.9954 | 0.9833 | 0.9846 |
| 136 | 461 | 459.762 | 404.1038 | 525.8117 | 0.4853 | 0.8868 | 0.9708 | 0.9479 |
| 137 | 472 | 479.1007 | 415.9796 | 555.2615 | 0.4275 | 0.6793 | 0.9359 | 0.9717 |
| 138 | 535 | 561.8519 | 479.5594 | 663.4875 | 0.3023 | 0.9584 | 0.9584 | 0.9988 |
| 139 | 622 | 645.7644 | 542.0887 | 776.7663 | 0.3611 | 0.9513 | 0.9282 | 0.9998 |
| 140 | 606 | 653.5451 | 543.1045 | 795.0529 | 0.2551 | 0.6689 | 0.9048 | 0.9997 |
| 141 | 508 | 539.2133 | 448.8089 | 654.7936 | 0.2983 | 0.1287 | 0.9019 | 0.9886 |
| 142 | 461 | 467.3323 | 388.8733 | 567.6786 | 0.4508 | 0.2135 | 0.8807 | 0.8883 |
| 143 | 390 | 406.0529 | 337.9633 | 493.108 | 0.3589 | 0.108 | 0.8394 | 0.5095 |
| 144 | 432 | 456.5858 | 374.9333 | 562.9478 | 0.3253 | 0.8901 | 0.8291 | 0.8291 |
| Univariate ARIMA Extrapolation Forecast Performance | |||||||||
| time | % S.E. | PE | MAPE | sMAPE | Sq.E | MSE | RMSE | ScaledE | MASE |
| 133 | 0.048 | -0.0082 | 0.0082 | 0.0082 | 11.8174 | 0 | 0 | -0.0712 | 0.0712 |
| 134 | 0.0556 | -0.0208 | 0.0145 | 0.0144 | 66.4109 | 39.1141 | 6.2541 | -0.1688 | 0.12 |
| 135 | 0.0667 | -0.1293 | 0.0528 | 0.0501 | 2934.1384 | 1004.1222 | 31.6879 | -1.1221 | 0.454 |
| 136 | 0.0733 | 0.0027 | 0.0403 | 0.0382 | 1.5327 | 753.4748 | 27.4495 | 0.0256 | 0.3469 |
| 137 | 0.0811 | -0.015 | 0.0352 | 0.0336 | 50.4206 | 612.864 | 24.7561 | -0.1471 | 0.307 |
| 138 | 0.0923 | -0.0502 | 0.0377 | 0.0361 | 721.0228 | 630.8905 | 25.1175 | -0.5563 | 0.3485 |
| 139 | 0.1035 | -0.0382 | 0.0378 | 0.0363 | 564.7491 | 621.4417 | 24.9287 | -0.4923 | 0.3691 |
| 140 | 0.1105 | -0.0785 | 0.0429 | 0.0412 | 2260.5365 | 826.3285 | 28.7459 | -0.9849 | 0.446 |
| 141 | 0.1094 | -0.0614 | 0.0449 | 0.0433 | 974.2672 | 842.7662 | 29.0304 | -0.6466 | 0.4683 |
| 142 | 0.1096 | -0.0137 | 0.0418 | 0.0403 | 40.0983 | 762.4994 | 27.6134 | -0.1312 | 0.4346 |
| 143 | 0.1094 | -0.0412 | 0.0418 | 0.0403 | 257.6945 | 716.608 | 26.7695 | -0.3325 | 0.4253 |
| 144 | 0.1189 | -0.0569 | 0.043 | 0.0416 | 604.4633 | 707.2626 | 26.5944 | -0.5093 | 0.4323 |
