| 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 | 4322.7641 | 4087.0392 | 4558.4891 | 0.1749 | 0.5865 | 0.9372 | 0.5865 |
| 38 | 4105.18 | 4330.1104 | 3947.2929 | 4712.928 | 0.1247 | 0.2952 | 0.7478 | 0.5683 |
| 39 | 4116.68 | 4332.1645 | 3833.1764 | 4831.1525 | 0.1987 | 0.8137 | 0.5644 | 0.5557 |
| 40 | 3844.49 | 4332.7388 | 3737.1267 | 4928.3509 | 0.0541 | 0.7615 | 0.3572 | 0.5475 |
| 41 | 3720.98 | 4332.8994 | 3653.5927 | 5012.206 | 0.0387 | 0.9206 | 0.3122 | 0.5418 |
| 42 | 3674.4 | 4332.9443 | 3579.0048 | 5086.8837 | 0.0434 | 0.9442 | 0.4751 | 0.5378 |
| 43 | 3857.62 | 4332.9568 | 3511.0898 | 5154.8238 | 0.1285 | 0.9419 | 0.2689 | 0.5347 |
| 44 | 3801.06 | 4332.9603 | 3448.3549 | 5217.5658 | 0.1193 | 0.8539 | 0.21 | 0.5322 |
| 45 | 3504.37 | 4332.9613 | 3389.7784 | 5276.1442 | 0.0425 | 0.8655 | 0.2745 | 0.5302 |
| 46 | 3032.6 | 4332.9616 | 3334.6316 | 5331.2916 | 0.0053 | 0.9481 | 0.3259 | 0.5285 |
| 47 | 3047.03 | 4332.9617 | 3282.3752 | 5383.5481 | 0.0082 | 0.9924 | 0.5961 | 0.5271 |
| 48 | 2962.34 | 4332.9617 | 3232.5975 | 5433.3258 | 0.0073 | 0.989 | 0.5259 | 0.5259 |
| 49 | 2197.82 | 4332.9617 | 3184.9762 | 5480.9472 | 1e-04 | 0.9904 | 0.4307 | 0.5248 |
| 50 | 2014.45 | 4332.9617 | 3139.2531 | 5526.6702 | 1e-04 | 0.9998 | 0.6458 | 0.5239 |
| 51 | 1862.83 | 4332.9617 | 3095.218 | 5570.7054 | 0 | 0.9999 | 0.634 | 0.523 |
| 52 | 1905.41 | 4332.9617 | 3052.6965 | 5613.2268 | 1e-04 | 0.9999 | 0.7727 | 0.5223 |
| 53 | 1810.99 | 4332.9617 | 3011.5426 | 5654.3807 | 1e-04 | 0.9998 | 0.818 | 0.5216 |
| 54 | 1670.07 | 4332.9617 | 2971.6323 | 5694.2911 | 1e-04 | 0.9999 | 0.8285 | 0.5209 |
| 55 | 1864.44 | 4332.9617 | 2932.8592 | 5733.0642 | 3e-04 | 0.9999 | 0.7471 | 0.5204 |
| 56 | 2052.02 | 4332.9617 | 2895.1312 | 5770.7921 | 9e-04 | 0.9996 | 0.7658 | 0.5198 |
| 57 | 2029.6 | 4332.9617 | 2858.3682 | 5807.5551 | 0.0011 | 0.9988 | 0.8646 | 0.5193 |
| 58 | 2070.83 | 4332.9617 | 2822.4998 | 5843.4236 | 0.0017 | 0.9986 | 0.9542 | 0.5189 |
| 59 | 2293.41 | 4332.9617 | 2787.4635 | 5878.4599 | 0.0048 | 0.9979 | 0.9485 | 0.5184 |
| 60 | 2443.27 | 4332.9617 | 2753.2041 | 5912.7193 | 0.0095 | 0.9943 | 0.9555 | 0.518 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 37 | 0.0278 | 0.026 | 0.0011 | 12648.568 | 527.0237 | 22.957 |
| 38 | 0.0451 | -0.0519 | 0.0022 | 50593.7015 | 2108.0709 | 45.9137 |
| 39 | 0.0588 | -0.0497 | 0.0021 | 46433.5568 | 1934.7315 | 43.9856 |
| 40 | 0.0701 | -0.1127 | 0.0047 | 238386.8719 | 9932.7863 | 99.6634 |
| 41 | 0.08 | -0.1412 | 0.0059 | 374445.3016 | 15601.8876 | 124.9075 |
| 42 | 0.0888 | -0.152 | 0.0063 | 433680.538 | 18070.0224 | 134.4248 |
| 43 | 0.0968 | -0.1097 | 0.0046 | 225945.0831 | 9414.3785 | 97.0277 |
| 44 | 0.1042 | -0.1228 | 0.0051 | 282917.9506 | 11788.2479 | 108.5737 |
| 45 | 0.1111 | -0.1912 | 0.008 | 686563.545 | 28606.8144 | 169.1355 |
| 46 | 0.1176 | -0.3001 | 0.0125 | 1690940.2281 | 70455.8428 | 265.4352 |
| 47 | 0.1237 | -0.2968 | 0.0124 | 1653620.2153 | 68900.8423 | 262.4897 |
| 48 | 0.1296 | -0.3163 | 0.0132 | 1878603.7735 | 78275.1572 | 279.777 |
| 49 | 0.1352 | -0.4928 | 0.0205 | 4558829.9941 | 189951.2498 | 435.834 |
| 50 | 0.1406 | -0.5351 | 0.0223 | 5375496.4185 | 223979.0174 | 473.2642 |
| 51 | 0.1457 | -0.5701 | 0.0238 | 6101550.5276 | 254231.272 | 504.2135 |
| 52 | 0.1508 | -0.5603 | 0.0233 | 5893007.1706 | 245541.9654 | 495.5219 |
| 53 | 0.1556 | -0.582 | 0.0243 | 6360341.1669 | 265014.2153 | 514.7953 |
| 54 | 0.1603 | -0.6146 | 0.0256 | 7090992.1123 | 295458.0047 | 543.5605 |
| 55 | 0.1649 | -0.5697 | 0.0237 | 6093599.2966 | 253899.9707 | 503.8849 |
| 56 | 0.1693 | -0.5264 | 0.0219 | 5202694.9586 | 216778.9566 | 465.5953 |
| 57 | 0.1736 | -0.5316 | 0.0221 | 5305475.04 | 221061.46 | 470.1717 |
| 58 | 0.1779 | -0.5221 | 0.0218 | 5117239.7486 | 213218.3229 | 461.7557 |
| 59 | 0.182 | -0.4707 | 0.0196 | 4159771.0653 | 173323.7944 | 416.3217 |
| 60 | 0.186 | -0.4361 | 0.0182 | 3570934.6546 | 148788.9439 | 385.7317 |
