| 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]) |
| 38 | 10 | - | - | - | - | - | - | - |
| 39 | 13 | - | - | - | - | - | - | - |
| 40 | 10 | 8.5363 | -0.7078 | 17.7805 | 0.3782 | 0.172 | 0.172 | 0.172 |
| 41 | 9 | 9.1369 | -6.1825 | 24.4563 | 0.493 | 0.456 | 0.456 | 0.3106 |
| 42 | 9 | 6.3013 | -18.4523 | 31.0549 | 0.4154 | 0.4154 | 0.4154 | 0.2979 |
| 43 | 6 | 5.7972 | -28.5307 | 40.1251 | 0.4954 | 0.4274 | 0.4274 | 0.3404 |
| 44 | 11 | 3.7111 | -41.9331 | 49.3553 | 0.3771 | 0.4609 | 0.4609 | 0.345 |
| 45 | 9 | 2.6984 | -54.8524 | 60.2493 | 0.415 | 0.3887 | 0.3887 | 0.3629 |
| 46 | 10 | 0.9574 | -69.6609 | 71.5758 | 0.4009 | 0.4117 | 0.4117 | 0.3691 |
| 47 | 9 | -0.2894 | -84.6694 | 84.0906 | 0.4146 | 0.4056 | 0.4056 | 0.3788 |
| 48 | 16 | -1.8715 | -100.9142 | 97.1712 | 0.3618 | 0.4148 | 0.4148 | 0.3843 |
| 49 | 10 | -3.2261 | -117.6264 | 111.1741 | 0.4104 | 0.3709 | 0.3709 | 0.3905 |
| 50 | 7 | -4.7351 | -135.2573 | 125.787 | 0.4301 | 0.4124 | 0.4124 | 0.395 |
| 51 | 7 | -6.1394 | -153.4484 | 141.1697 | 0.4306 | 0.4306 | 0.4306 | 0.3995 |
| 52 | 14 | -7.6147 | -172.3924 | 157.163 | 0.3985 | 0.431 | 0.431 | 0.4031 |
| 53 | 11 | -9.0418 | -191.9166 | 173.833 | 0.415 | 0.4025 | 0.4025 | 0.4066 |
| 54 | 10 | -10.5016 | -212.0989 | 191.0958 | 0.421 | 0.4172 | 0.4172 | 0.4096 |
| 55 | 6 | -11.9392 | -232.8523 | 208.9739 | 0.4368 | 0.4228 | 0.4228 | 0.4124 |
| 56 | 8 | -13.3919 | -254.2042 | 227.4204 | 0.4309 | 0.4373 | 0.4373 | 0.415 |
| 57 | 13 | -14.8343 | -276.1074 | 246.4387 | 0.4173 | 0.432 | 0.432 | 0.4173 |
| 58 | 12 | -16.2837 | -298.5675 | 266.0001 | 0.4222 | 0.4194 | 0.4194 | 0.4194 |
| 59 | 15 | -17.7284 | -321.5565 | 286.0998 | 0.4164 | 0.424 | 0.424 | 0.4214 |
| 60 | 16 | -19.1763 | -345.071 | 306.7185 | 0.4162 | 0.4186 | 0.4186 | 0.4233 |
| 61 | 16 | -20.622 | -369.0925 | 327.8486 | 0.4184 | 0.4184 | 0.4184 | 0.425 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 40 | 0.5525 | 0.1715 | 0 | 2.1423 | 0 | 0 |
| 41 | 0.8554 | -0.015 | 0.0932 | 0.0187 | 1.0805 | 1.0395 |
| 42 | 2.0043 | 0.4283 | 0.2049 | 7.283 | 3.148 | 1.7743 |
| 43 | 3.0212 | 0.035 | 0.1624 | 0.0411 | 2.3713 | 1.5399 |
| 44 | 6.2752 | 1.9641 | 0.5228 | 53.1279 | 12.5226 | 3.5387 |
| 45 | 10.8814 | 2.3353 | 0.8248 | 39.7099 | 17.0538 | 4.1296 |
| 46 | 37.6316 | 9.4446 | 2.0562 | 81.768 | 26.2987 | 5.1282 |
| 47 | -148.7621 | -32.0993 | 5.8116 | 86.2929 | 33.798 | 5.8136 |
| 48 | -27.0006 | -9.5492 | 6.2269 | 319.3911 | 65.5305 | 8.0951 |
| 49 | -18.0921 | -4.0997 | 6.0142 | 174.9307 | 76.4706 | 8.7447 |
| 50 | -14.0636 | -2.4783 | 5.6927 | 137.7131 | 82.0381 | 9.0575 |
| 51 | -12.2419 | -2.1402 | 5.3967 | 172.643 | 89.5885 | 9.4651 |
| 52 | -11.0406 | -2.8386 | 5.1999 | 467.1944 | 118.6351 | 10.892 |
| 53 | -10.3192 | -2.2166 | 4.9868 | 401.6726 | 138.852 | 11.7835 |
| 54 | -9.7943 | -1.9522 | 4.7845 | 420.3149 | 157.6162 | 12.5545 |
| 55 | -9.4404 | -1.5025 | 4.5794 | 321.8147 | 167.8786 | 12.9568 |
| 56 | -9.1745 | -1.5974 | 4.404 | 457.612 | 184.9218 | 13.5986 |
| 57 | -8.9861 | -1.8763 | 4.2636 | 774.7494 | 217.69 | 14.7543 |
| 58 | -8.8446 | -1.7369 | 4.1306 | 799.9682 | 248.3362 | 15.7587 |
| 59 | -8.7438 | -1.8461 | 4.0164 | 1071.1476 | 289.4768 | 17.014 |
| 60 | -8.6708 | -1.8344 | 3.9124 | 1237.3698 | 334.6145 | 18.2925 |
| 61 | -8.6214 | -1.7759 | 3.8153 | 1341.1691 | 380.367 | 19.503 |
