| 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[37]) |
| 25 | 394250 | - | - | - | - | - | - | - |
| 26 | 399000 | - | - | - | - | - | - | - |
| 27 | 403750 | - | - | - | - | - | - | - |
| 28 | 399000 | - | - | - | - | - | - | - |
| 29 | 408500 | - | - | - | - | - | - | - |
| 30 | 403750 | - | - | - | - | - | - | - |
| 31 | 403750 | - | - | - | - | - | - | - |
| 32 | 399000 | - | - | - | - | - | - | - |
| 33 | 403750 | - | - | - | - | - | - | - |
| 34 | 403750 | - | - | - | - | - | - | - |
| 35 | 403750 | - | - | - | - | - | - | - |
| 36 | 403750 | - | - | - | - | - | - | - |
| 37 | 405450 | - | - | - | - | - | - | - |
| 38 | 405450 | 405950.2501 | 392171.7618 | 419728.7384 | 0.4716 | 0.5284 | 0.8386 | 0.5284 |
| 39 | 405450 | 405917.5792 | 383900.9414 | 427934.217 | 0.4834 | 0.5166 | 0.5765 | 0.5166 |
| 40 | 405450 | 404890.3454 | 376346.7675 | 433433.9234 | 0.4847 | 0.4847 | 0.6571 | 0.4847 |
| 41 | 410220 | 404319.501 | 374026.0821 | 434612.9199 | 0.3513 | 0.4708 | 0.3934 | 0.4708 |
| 42 | 400680 | 404132.7509 | 373247.6986 | 435017.8032 | 0.4133 | 0.3496 | 0.5097 | 0.4667 |
| 43 | 386370 | 404615.6888 | 373476.0959 | 435755.2818 | 0.1254 | 0.5978 | 0.5217 | 0.4791 |
| 44 | 381600 | 405058.9435 | 373008.5049 | 437109.3822 | 0.0757 | 0.8735 | 0.6445 | 0.4905 |
| 45 | 381600 | 405307.3295 | 371485.5848 | 439129.0743 | 0.0847 | 0.9153 | 0.536 | 0.4967 |
| 46 | 381600 | 405133.4634 | 368905.7529 | 441361.1739 | 0.1015 | 0.8985 | 0.5298 | 0.4932 |
| 47 | 381600 | 404851.4703 | 366759.5168 | 442943.4239 | 0.1158 | 0.8842 | 0.5226 | 0.4877 |
| 48 | 376830 | 404628.0525 | 365307.0789 | 443949.0261 | 0.0829 | 0.8745 | 0.5175 | 0.4837 |
| 49 | 381420 | 404647.1719 | 364532.9964 | 444761.3475 | 0.1282 | 0.913 | 0.4844 | 0.4844 |
| 50 | 381420 | 404797.5816 | 363894.6678 | 445700.4954 | 0.1313 | 0.8687 | 0.4875 | 0.4875 |
| 51 | 386310 | 404963.4051 | 363073.9135 | 446852.8967 | 0.1914 | 0.8647 | 0.4909 | 0.4909 |
| 52 | 396090 | 405006.7654 | 361862.3108 | 448151.2201 | 0.3427 | 0.8022 | 0.492 | 0.492 |
| 53 | 391200 | 404943.8305 | 360489.0017 | 449398.6592 | 0.2723 | 0.6519 | 0.408 | 0.4911 |
| 54 | 371640 | 404837.0541 | 359203.1328 | 450470.9754 | 0.077 | 0.721 | 0.5709 | 0.4895 |
| 55 | 356970 | 404780.1434 | 358167.8638 | 451392.4231 | 0.0222 | 0.9183 | 0.7806 | 0.4888 |
| 56 | 342300 | 404793.8231 | 357312.605 | 452275.0412 | 0.0049 | 0.9758 | 0.8308 | 0.4892 |
| 57 | 332520 | 404853.6975 | 356508.2195 | 453199.1755 | 0.0017 | 0.9944 | 0.8271 | 0.4904 |
| 58 | 342300 | 404902.5172 | 355625.0325 | 454180.0019 | 0.0064 | 0.998 | 0.823 | 0.4913 |
| 59 | 347190 | 404911.4986 | 354646.0792 | 455176.9179 | 0.0122 | 0.9927 | 0.8183 | 0.4916 |
| 60 | 352080 | 404883.3918 | 353630.7074 | 456136.0763 | 0.0217 | 0.9863 | 0.8583 | 0.4914 |
| 61 | 357130 | 404849.038 | 352665.0695 | 457033.0064 | 0.0365 | 0.9763 | 0.8106 | 0.491 |
| 62 | 347070 | 404833.131 | 351781.4723 | 457884.7896 | 0.0164 | 0.961 | 0.8065 | 0.4909 |
| 63 | 337010 | 404842.503 | 350960.6973 | 458724.3086 | 0.0068 | 0.9822 | 0.7499 | 0.4912 |
| 64 | 337010 | 404863.2979 | 350153.8804 | 459572.7155 | 0.0075 | 0.9925 | 0.6234 | 0.4916 |
| 65 | 331980 | 404878.3309 | 349327.3695 | 460429.2922 | 0.0051 | 0.9917 | 0.6853 | 0.492 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 38 | 0.0173 | -0.0012 | 0 | 250250.1439 | 0 | 0 |
| 39 | 0.0277 | -0.0012 | 0.0012 | 218630.33 | 234440.2369 | 484.1903 |
| 40 | 0.036 | 0.0014 | 0.0013 | 313213.2417 | 260697.9052 | 510.5858 |
| 41 | 0.0382 | 0.0146 | 0.0046 | 34815888.8899 | 8899495.6514 | 2983.2022 |
| 42 | 0.039 | -0.0085 | 0.0054 | 11921488.7248 | 9503894.2661 | 3082.8387 |
| 43 | 0.0393 | -0.0451 | 0.012 | 332905161.4036 | 63404105.4556 | 7962.6695 |
| 44 | 0.0404 | -0.0579 | 0.0186 | 550322030.6137 | 132963809.0497 | 11530.9934 |
| 45 | 0.0426 | -0.0585 | 0.0236 | 562037474.2529 | 186598017.2001 | 13660.0885 |
| 46 | 0.0456 | -0.0581 | 0.0274 | 553823899.2911 | 227400892.988 | 15079.8174 |
| 47 | 0.048 | -0.0574 | 0.0304 | 540630872.5748 | 258723890.9466 | 16084.8964 |
| 48 | 0.0496 | -0.0687 | 0.0339 | 772731722.0958 | 305451875.5966 | 17477.1816 |
| 49 | 0.0506 | -0.0574 | 0.0358 | 539501516.273 | 324956012.3196 | 18026.5363 |
| 50 | 0.0516 | -0.0578 | 0.0375 | 546511319.3727 | 341998728.2468 | 18493.2076 |
| 51 | 0.0528 | -0.0461 | 0.0381 | 347949521.542 | 342423784.9107 | 18504.6963 |
| 52 | 0.0544 | -0.022 | 0.0371 | 79508705.8695 | 324896112.9746 | 18024.8748 |
| 53 | 0.056 | -0.0339 | 0.0369 | 188892875.5972 | 316395910.6385 | 17787.5212 |
| 54 | 0.0575 | -0.082 | 0.0395 | 1102044399.8308 | 362610527.6498 | 19042.3351 |
| 55 | 0.0588 | -0.1181 | 0.0439 | 2285809814.3374 | 469454932.4658 | 21666.9087 |
| 56 | 0.0598 | -0.1544 | 0.0497 | 3905477926.0211 | 650298247.9161 | 25500.946 |
| 57 | 0.0609 | -0.1787 | 0.0561 | 5232163795.3625 | 879391525.2884 | 29654.5363 |
| 58 | 0.0621 | -0.1546 | 0.0608 | 3919075160.7647 | 1024138365.073 | 32002.1619 |
| 59 | 0.0633 | -0.1426 | 0.0646 | 3331771396.0422 | 1129030775.5716 | 33601.0532 |
| 60 | 0.0646 | -0.1304 | 0.0674 | 2788198189.3536 | 1201168489.2143 | 34657.8777 |
| 61 | 0.0658 | -0.1179 | 0.0695 | 2277106584.1537 | 1245999243.1701 | 35298.7145 |
| 62 | 0.0669 | -0.1427 | 0.0724 | 3336579297.2261 | 1329622445.3323 | 36463.9883 |
| 63 | 0.0679 | -0.1676 | 0.0761 | 4601248459.6088 | 1455454215.1122 | 38150.4157 |
| 64 | 0.0689 | -0.1676 | 0.0795 | 4604070041.0757 | 1572069616.0738 | 39649.3331 |
| 65 | 0.07 | -0.18 | 0.0831 | 5314166640.8791 | 1705715938.3883 | 41300.314 |
