| 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[42]) |
| 30 | 132.16 | - | - | - | - | - | - | - |
| 31 | 127.14 | - | - | - | - | - | - | - |
| 32 | 125.11 | - | - | - | - | - | - | - |
| 33 | 123.7 | - | - | - | - | - | - | - |
| 34 | 121.88 | - | - | - | - | - | - | - |
| 35 | 123.1 | - | - | - | - | - | - | - |
| 36 | 122.37 | - | - | - | - | - | - | - |
| 37 | 122.52 | - | - | - | - | - | - | - |
| 38 | 124.67 | - | - | - | - | - | - | - |
| 39 | 127.33 | - | - | - | - | - | - | - |
| 40 | 129.43 | - | - | - | - | - | - | - |
| 41 | 133.76 | - | - | - | - | - | - | - |
| 42 | 135.29 | - | - | - | - | - | - | - |
| 43 | 126.37 | 133.9349 | 130.6745 | 137.1952 | 0 | 0.2076 | 1 | 0.2076 |
| 44 | 121.33 | 131.7021 | 127.0913 | 136.3129 | 0 | 0.9883 | 0.9975 | 0.0636 |
| 45 | 121.32 | 130.1452 | 124.4982 | 135.7923 | 0.0011 | 0.9989 | 0.9874 | 0.0371 |
| 46 | 113.43 | 130.8879 | 124.3672 | 137.4086 | 0 | 0.998 | 0.9966 | 0.0929 |
| 47 | 120.76 | 138.6626 | 131.3723 | 145.953 | 0 | 1 | 1 | 0.8177 |
| 48 | 118.63 | 139.1052 | 131.119 | 147.0913 | 0 | 1 | 1 | 0.8254 |
| 49 | 122.22 | 137.044 | 128.418 | 145.6701 | 4e-04 | 1 | 0.9995 | 0.6549 |
| 50 | 121.04 | 137.1809 | 127.9678 | 146.3939 | 3e-04 | 0.9993 | 0.9961 | 0.6563 |
| 51 | 122.52 | 135.3964 | 125.6315 | 145.1614 | 0.0049 | 0.998 | 0.9473 | 0.5085 |
| 52 | 123.02 | 138.1747 | 127.8876 | 148.4619 | 0.0019 | 0.9986 | 0.9522 | 0.7087 |
| 53 | 128.8 | 143.8222 | 133.038 | 154.6063 | 0.0032 | 0.9999 | 0.9663 | 0.9395 |
| 54 | 126.41 | 147.1154 | 135.8561 | 158.3746 | 2e-04 | 0.9993 | 0.9802 | 0.9802 |
| 55 | 119.65 | 143.6668 | 131.9461 | 155.3875 | 0 | 0.998 | 0.9981 | 0.9194 |
| 56 | 117.56 | 141.55 | 129.3853 | 153.7146 | 1e-04 | 0.9998 | 0.9994 | 0.8434 |
| 57 | 119.35 | 140.0771 | 127.4841 | 152.6701 | 6e-04 | 0.9998 | 0.9982 | 0.7719 |
| 58 | 116.78 | 139.3558 | 126.3485 | 152.3631 | 3e-04 | 0.9987 | 1 | 0.7299 |
| 59 | 120.19 | 143.3857 | 129.977 | 156.7945 | 3e-04 | 0.9999 | 0.9995 | 0.8817 |
| 60 | 114.26 | 143.1585 | 129.36 | 156.957 | 0 | 0.9994 | 0.9998 | 0.8681 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 43 | 0.0124 | -0.0565 | 0 | 57.2273 | 0 | 0 |
| 44 | 0.0179 | -0.0788 | 0.0676 | 107.5801 | 82.4037 | 9.0776 |
| 45 | 0.0221 | -0.0678 | 0.0677 | 77.885 | 80.8974 | 8.9943 |
| 46 | 0.0254 | -0.1334 | 0.0841 | 304.7784 | 136.8677 | 11.699 |
| 47 | 0.0268 | -0.1291 | 0.0931 | 320.5039 | 173.5949 | 13.1755 |
| 48 | 0.0293 | -0.1472 | 0.1021 | 419.2324 | 214.5345 | 14.647 |
| 49 | 0.0321 | -0.1082 | 0.103 | 219.7515 | 215.2798 | 14.6724 |
| 50 | 0.0343 | -0.1177 | 0.1048 | 260.5271 | 220.9357 | 14.8639 |
| 51 | 0.0368 | -0.0951 | 0.1037 | 165.8029 | 214.8098 | 14.6564 |
| 52 | 0.038 | -0.1097 | 0.1043 | 229.6655 | 216.2954 | 14.707 |
| 53 | 0.0383 | -0.1044 | 0.1043 | 225.6651 | 217.1472 | 14.7359 |
| 54 | 0.039 | -0.1407 | 0.1074 | 428.7121 | 234.7776 | 15.3225 |
| 55 | 0.0416 | -0.1672 | 0.112 | 576.8056 | 261.0875 | 16.1582 |
| 56 | 0.0438 | -0.1695 | 0.1161 | 575.5178 | 283.5468 | 16.8388 |
| 57 | 0.0459 | -0.148 | 0.1182 | 429.6119 | 293.2844 | 17.1255 |
| 58 | 0.0476 | -0.162 | 0.1209 | 509.6666 | 306.8083 | 17.5159 |
| 59 | 0.0477 | -0.1618 | 0.1233 | 538.0428 | 320.4104 | 17.9 |
| 60 | 0.0492 | -0.2019 | 0.1277 | 835.121 | 349.0054 | 18.6817 |
