| 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[36]) |
| 24 | 3970.1 | - | - | - | - | - | - | - |
| 25 | 4138.52 | - | - | - | - | - | - | - |
| 26 | 4199.75 | - | - | - | - | - | - | - |
| 27 | 4290.89 | - | - | - | - | - | - | - |
| 28 | 4443.91 | - | - | - | - | - | - | - |
| 29 | 4502.64 | - | - | - | - | - | - | - |
| 30 | 4356.98 | - | - | - | - | - | - | - |
| 31 | 4591.27 | - | - | - | - | - | - | - |
| 32 | 4696.96 | - | - | - | - | - | - | - |
| 33 | 4621.4 | - | - | - | - | - | - | - |
| 34 | 4562.84 | - | - | - | - | - | - | - |
| 35 | 4202.52 | - | - | - | - | - | - | - |
| 36 | 4296.49 | - | - | - | - | - | - | - |
| 37 | 4435.23 | 4296.49 | 4050.7078 | 4542.2722 | 0.1343 | 0.5 | 0.8961 | 0.5 |
| 38 | 4105.18 | 4296.49 | 3948.9015 | 4644.0785 | 0.1403 | 0.217 | 0.7073 | 0.5 |
| 39 | 4116.68 | 4296.49 | 3870.7828 | 4722.1972 | 0.2039 | 0.8108 | 0.5103 | 0.5 |
| 40 | 3844.49 | 4296.49 | 3804.9256 | 4788.0544 | 0.0358 | 0.7633 | 0.2783 | 0.5 |
| 41 | 3720.98 | 4296.49 | 3746.9043 | 4846.0757 | 0.0201 | 0.9465 | 0.2311 | 0.5 |
| 42 | 3674.4 | 4296.49 | 3694.4491 | 4898.5309 | 0.0214 | 0.9695 | 0.4219 | 0.5 |
| 43 | 3857.62 | 4296.49 | 3646.2115 | 4946.7685 | 0.093 | 0.9696 | 0.1871 | 0.5 |
| 44 | 3801.06 | 4296.49 | 3601.313 | 4991.667 | 0.0812 | 0.892 | 0.1294 | 0.5 |
| 45 | 3504.37 | 4296.49 | 3559.1435 | 5033.8365 | 0.0176 | 0.9061 | 0.1939 | 0.5 |
| 46 | 3032.6 | 4296.49 | 3519.2585 | 5073.7215 | 7e-04 | 0.9771 | 0.2509 | 0.5 |
| 47 | 3047.03 | 4296.49 | 3481.3227 | 5111.6573 | 0.0013 | 0.9988 | 0.5894 | 0.5 |
| 48 | 2962.34 | 4296.49 | 3445.0756 | 5147.9044 | 0.0011 | 0.998 | 0.5 | 0.5 |
| 49 | 2197.82 | 4296.49 | 3410.3097 | 5182.6703 | 0 | 0.9984 | 0.3795 | 0.5 |
| 50 | 2014.45 | 4296.49 | 3376.8573 | 5216.1227 | 0 | 1 | 0.6583 | 0.5 |
| 51 | 1862.83 | 4296.49 | 3344.5797 | 5248.4003 | 0 | 1 | 0.6444 | 0.5 |
| 52 | 1905.41 | 4296.49 | 3313.3613 | 5279.6187 | 0 | 1 | 0.8162 | 0.5 |
| 53 | 1810.99 | 4296.49 | 3283.1041 | 5309.8759 | 0 | 1 | 0.8672 | 0.5 |
| 54 | 1670.07 | 4296.49 | 3253.7245 | 5339.2555 | 0 | 1 | 0.8789 | 0.5 |
| 55 | 1864.44 | 4296.49 | 3225.1503 | 5367.8297 | 0 | 1 | 0.789 | 0.5 |
| 56 | 2052.02 | 4296.49 | 3197.3187 | 5395.6613 | 0 | 1 | 0.8115 | 0.5 |
| 57 | 2029.6 | 4296.49 | 3170.1746 | 5422.8054 | 0 | 1 | 0.916 | 0.5 |
| 58 | 2070.83 | 4296.49 | 3143.6694 | 5449.3106 | 1e-04 | 0.9999 | 0.9842 | 0.5 |
| 59 | 2293.41 | 4296.49 | 3117.7601 | 5475.2199 | 4e-04 | 0.9999 | 0.9811 | 0.5 |
| 60 | 2443.27 | 4296.49 | 3092.4081 | 5500.5719 | 0.0013 | 0.9994 | 0.9851 | 0.5 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 37 | 0.0292 | 0.0323 | 0.0013 | 19248.7876 | 802.0328 | 28.3202 |
| 38 | 0.0413 | -0.0445 | 0.0019 | 36599.5161 | 1524.9798 | 39.051 |
| 39 | 0.0506 | -0.0419 | 0.0017 | 32331.6361 | 1347.1515 | 36.7036 |
| 40 | 0.0584 | -0.1052 | 0.0044 | 204304 | 8512.6667 | 92.2641 |
| 41 | 0.0653 | -0.1339 | 0.0056 | 331211.7601 | 13800.49 | 117.4755 |
| 42 | 0.0715 | -0.1448 | 0.006 | 386995.9681 | 16124.832 | 126.9836 |
| 43 | 0.0772 | -0.1021 | 0.0043 | 192606.8769 | 8025.2865 | 89.584 |
| 44 | 0.0826 | -0.1153 | 0.0048 | 245450.8849 | 10227.1202 | 101.1292 |
| 45 | 0.0876 | -0.1844 | 0.0077 | 627454.0944 | 26143.9206 | 161.6908 |
| 46 | 0.0923 | -0.2942 | 0.0123 | 1597417.9321 | 66559.0805 | 257.9905 |
| 47 | 0.0968 | -0.2908 | 0.0121 | 1561150.2916 | 65047.9288 | 255.045 |
| 48 | 0.1011 | -0.3105 | 0.0129 | 1779956.2225 | 74164.8426 | 272.3322 |
| 49 | 0.1052 | -0.4885 | 0.0204 | 4404415.7689 | 183517.3237 | 428.3892 |
| 50 | 0.1092 | -0.5311 | 0.0221 | 5207706.5616 | 216987.7734 | 465.8195 |
| 51 | 0.113 | -0.5664 | 0.0236 | 5922700.9956 | 246779.2081 | 496.7688 |
| 52 | 0.1167 | -0.5565 | 0.0232 | 5717263.5664 | 238219.3153 | 488.0772 |
| 53 | 0.1203 | -0.5785 | 0.0241 | 6177710.25 | 257404.5938 | 507.3506 |
| 54 | 0.1238 | -0.6113 | 0.0255 | 6898082.0164 | 287420.084 | 536.1157 |
| 55 | 0.1272 | -0.5661 | 0.0236 | 5914867.2025 | 246452.8001 | 496.4401 |
| 56 | 0.1305 | -0.5224 | 0.0218 | 5037645.5809 | 209901.8992 | 458.1505 |
| 57 | 0.1337 | -0.5276 | 0.022 | 5138790.2721 | 214116.2613 | 462.727 |
| 58 | 0.1369 | -0.518 | 0.0216 | 4953562.4356 | 206398.4348 | 454.3109 |
| 59 | 0.14 | -0.4662 | 0.0194 | 4012329.4864 | 167180.3953 | 408.877 |
| 60 | 0.143 | -0.4313 | 0.018 | 3434424.3684 | 143101.0153 | 378.2869 |
