| 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[96]) |
| 84 | 8672.11 | - | - | - | - | - | - | - |
| 85 | 8802.79 | - | - | - | - | - | - | - |
| 86 | 9138.46 | - | - | - | - | - | - | - |
| 87 | 9123.29 | - | - | - | - | - | - | - |
| 88 | 9023.21 | - | - | - | - | - | - | - |
| 89 | 8850.41 | - | - | - | - | - | - | - |
| 90 | 8864.58 | - | - | - | - | - | - | - |
| 91 | 9163.74 | - | - | - | - | - | - | - |
| 92 | 8516.66 | - | - | - | - | - | - | - |
| 93 | 8553.44 | - | - | - | - | - | - | - |
| 94 | 7555.2 | - | - | - | - | - | - | - |
| 95 | 7851.22 | - | - | - | - | - | - | - |
| 96 | 7442 | - | - | - | - | - | - | - |
| 97 | 7992.53 | 7373.96 | 6813.35 | 7970.8794 | 0.0211 | 0.4116 | 0 | 0.4116 |
| 98 | 8264.04 | 7362.4083 | 6514.9049 | 8295.902 | 0.0292 | 0.0929 | 1e-04 | 0.4336 |
| 99 | 7517.39 | 7360.44 | 6300.0675 | 8559.0143 | 0.3987 | 0.0698 | 0.002 | 0.4469 |
| 100 | 7200.4 | 7360.1045 | 6127.3742 | 8783.7076 | 0.413 | 0.4143 | 0.011 | 0.4551 |
| 101 | 7193.69 | 7360.0473 | 5980.3719 | 8983.362 | 0.4204 | 0.5764 | 0.036 | 0.4606 |
| 102 | 6193.58 | 7360.0375 | 5851.0066 | 9165.5065 | 0.1027 | 0.5717 | 0.0512 | 0.4645 |
| 103 | 5104.21 | 7360.0358 | 5734.6956 | 9334.6341 | 0.0126 | 0.8765 | 0.0367 | 0.4676 |
| 104 | 4800.46 | 7360.0356 | 5628.5457 | 9493.6226 | 0.0094 | 0.9809 | 0.144 | 0.47 |
| 105 | 4461.61 | 7360.0355 | 5530.5925 | 9644.4339 | 0.0064 | 0.986 | 0.1529 | 0.472 |
| 106 | 4398.59 | 7360.0355 | 5439.4301 | 9788.4732 | 0.0084 | 0.9903 | 0.4374 | 0.4736 |
| 107 | 4243.63 | 7360.0355 | 5354.0117 | 9926.7876 | 0.0087 | 0.9881 | 0.3538 | 0.475 |
| 108 | 4293.82 | 7360.0355 | 5273.5325 | 10060.1815 | 0.013 | 0.9882 | 0.4763 | 0.4763 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 97 | 0.0413 | 0.0839 | 0.007 | 382628.8767 | 31885.7397 | 178.5658 |
| 98 | 0.0647 | 0.1225 | 0.0102 | 812939.755 | 67744.9796 | 260.2787 |
| 99 | 0.0831 | 0.0213 | 0.0018 | 24633.2882 | 2052.774 | 45.3075 |
| 100 | 0.0987 | -0.0217 | 0.0018 | 25505.5219 | 2125.4602 | 46.1027 |
| 101 | 0.1125 | -0.0226 | 0.0019 | 27674.7405 | 2306.2284 | 48.0232 |
| 102 | 0.1252 | -0.1585 | 0.0132 | 1360623.1266 | 113385.2606 | 336.7273 |
| 103 | 0.1369 | -0.3065 | 0.0255 | 5088750.2576 | 424062.5215 | 651.2008 |
| 104 | 0.1479 | -0.3478 | 0.029 | 6551427.0709 | 545952.2559 | 738.8858 |
| 105 | 0.1584 | -0.3938 | 0.0328 | 8400870.4732 | 700072.5394 | 836.7034 |
| 106 | 0.1683 | -0.4024 | 0.0335 | 8770159.4968 | 730846.6247 | 854.8957 |
| 107 | 0.1779 | -0.4234 | 0.0353 | 9711983.2815 | 809331.9401 | 899.6288 |
| 108 | 0.1872 | -0.4166 | 0.0347 | 9401677.5314 | 783473.1276 | 885.1402 |
