| 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 | 4199.75 | - | - | - | - | - | - | - |
| 25 | 4290.89 | - | - | - | - | - | - | - |
| 26 | 4443.91 | - | - | - | - | - | - | - |
| 27 | 4502.64 | - | - | - | - | - | - | - |
| 28 | 4356.98 | - | - | - | - | - | - | - |
| 29 | 4591.27 | - | - | - | - | - | - | - |
| 30 | 4696.96 | - | - | - | - | - | - | - |
| 31 | 4621.4 | - | - | - | - | - | - | - |
| 32 | 4562.84 | - | - | - | - | - | - | - |
| 33 | 4202.52 | - | - | - | - | - | - | - |
| 34 | 4296.49 | - | - | - | - | - | - | - |
| 35 | 4435.23 | - | - | - | - | - | - | - |
| 36 | 4105.18 | - | - | - | - | - | - | - |
| 37 | 4116.68 | 3994.5213 | 3723.8277 | 4258.0624 | 0.1818 | 0.2053 | 0.0138 | 0.2053 |
| 38 | 3844.49 | 3994.5213 | 3545.008 | 4424.609 | 0.2471 | 0.2889 | 0.0203 | 0.307 |
| 39 | 3720.98 | 3994.5213 | 3416.527 | 4540.7248 | 0.1632 | 0.7048 | 0.0341 | 0.3457 |
| 40 | 3674.4 | 3994.5213 | 3309.8614 | 4634.9311 | 0.1636 | 0.7988 | 0.1336 | 0.3674 |
| 41 | 3857.62 | 3994.5213 | 3216.1682 | 4716.0686 | 0.355 | 0.8077 | 0.0525 | 0.3819 |
| 42 | 3801.06 | 3994.5213 | 3131.3091 | 4788.2738 | 0.3164 | 0.6323 | 0.0414 | 0.3923 |
| 43 | 3504.37 | 3994.5213 | 3052.9502 | 4853.878 | 0.1318 | 0.6705 | 0.0764 | 0.4004 |
| 44 | 3032.6 | 3994.5213 | 2979.6218 | 4914.3487 | 0.0202 | 0.8519 | 0.1129 | 0.4068 |
| 45 | 3047.03 | 3994.5213 | 2910.3271 | 4970.6803 | 0.0286 | 0.9733 | 0.3381 | 0.4121 |
| 46 | 2962.34 | 3994.5213 | 2844.3529 | 5023.5833 | 0.0247 | 0.9644 | 0.2826 | 0.4165 |
| 47 | 2197.82 | 3994.5213 | 2781.1679 | 5073.5864 | 6e-04 | 0.9696 | 0.2117 | 0.4203 |
| 48 | 2014.45 | 3994.5213 | 2720.3636 | 5121.0955 | 3e-04 | 0.9991 | 0.4237 | 0.4237 |
| 49 | 1862.83 | 3994.5213 | 2661.6174 | 5166.4302 | 2e-04 | 0.9995 | 0.4191 | 0.4266 |
| 50 | 1905.41 | 3994.5213 | 2604.6692 | 5209.8475 | 4e-04 | 0.9997 | 0.5956 | 0.4292 |
| 51 | 1810.99 | 3994.5213 | 2549.3057 | 5251.5577 | 3e-04 | 0.9994 | 0.6651 | 0.4315 |
| 52 | 1670.07 | 3994.5213 | 2495.349 | 5291.7355 | 2e-04 | 0.9995 | 0.6857 | 0.4336 |
| 53 | 1864.44 | 3994.5213 | 2442.6485 | 5330.5279 | 9e-04 | 0.9997 | 0.5796 | 0.4355 |
| 54 | 2052.02 | 3994.5213 | 2391.0758 | 5368.0598 | 0.0028 | 0.9988 | 0.6088 | 0.4373 |
| 55 | 2029.6 | 3994.5213 | 2340.5197 | 5404.4386 | 0.0032 | 0.9965 | 0.7522 | 0.4389 |
| 56 | 2070.83 | 3994.5213 | 2290.8832 | 5439.7573 | 0.0045 | 0.9961 | 0.904 | 0.4404 |
| 57 | 2293.41 | 3994.5213 | 2242.0808 | 5474.0974 | 0.0121 | 0.9946 | 0.8953 | 0.4417 |
| 58 | 2443.27 | 3994.5213 | 2194.0368 | 5507.5301 | 0.0222 | 0.9862 | 0.9094 | 0.443 |
| 59 | 2513.17 | 3994.5213 | 2146.6834 | 5540.1187 | 0.0302 | 0.9754 | 0.9886 | 0.4442 |
| 60 | 2466.92 | 3994.5213 | 2099.9594 | 5571.9196 | 0.0288 | 0.9672 | 0.9931 | 0.4453 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 37 | 0.0337 | 0.0306 | 0 | 14922.7378 | 0 | 0 |
| 38 | 0.0549 | -0.0376 | 0.0341 | 22509.4035 | 18716.0706 | 136.8067 |
| 39 | 0.0698 | -0.0685 | 0.0455 | 74824.8656 | 37419.0023 | 193.4399 |
| 40 | 0.0818 | -0.0801 | 0.0542 | 102477.6734 | 53683.6701 | 231.6974 |
| 41 | 0.0922 | -0.0343 | 0.0502 | 18741.9773 | 46695.3315 | 216.091 |
| 42 | 0.1014 | -0.0484 | 0.0499 | 37427.2907 | 45150.6581 | 212.4868 |
| 43 | 0.1098 | -0.1227 | 0.0603 | 240248.3377 | 73021.7551 | 270.2254 |
| 44 | 0.1175 | -0.2408 | 0.0829 | 925292.6675 | 179555.6192 | 423.74 |
| 45 | 0.1247 | -0.2372 | 0.1 | 897739.8425 | 259353.8662 | 509.268 |
| 46 | 0.1314 | -0.2584 | 0.1159 | 1065398.322 | 339958.3118 | 583.0594 |
| 47 | 0.1378 | -0.4498 | 0.1462 | 3228135.7111 | 602519.8936 | 776.2215 |
| 48 | 0.1439 | -0.4957 | 0.1753 | 3920682.518 | 879033.4456 | 937.5678 |
| 49 | 0.1497 | -0.5337 | 0.2029 | 4544107.976 | 1160962.2556 | 1077.4796 |
| 50 | 0.1552 | -0.523 | 0.2258 | 4364386.1978 | 1389778.2515 | 1178.8886 |
| 51 | 0.1606 | -0.5466 | 0.2472 | 4767809.1199 | 1614980.3094 | 1270.8188 |
| 52 | 0.1657 | -0.5819 | 0.2681 | 5403074.0397 | 1851736.1675 | 1360.7851 |
| 53 | 0.1706 | -0.5333 | 0.2837 | 4537246.522 | 2009707.3649 | 1417.6415 |
| 54 | 0.1754 | -0.4863 | 0.2949 | 3773311.4623 | 2107685.3703 | 1451.787 |
| 55 | 0.1801 | -0.4919 | 0.3053 | 3860915.8788 | 2199960.6602 | 1483.2264 |
| 56 | 0.1846 | -0.4816 | 0.3141 | 3700588.3779 | 2274992.0461 | 1508.3077 |
| 57 | 0.189 | -0.4259 | 0.3194 | 2893779.7967 | 2304458.1294 | 1518.0442 |
| 58 | 0.1933 | -0.3883 | 0.3226 | 2406380.725 | 2309090.9747 | 1519.5693 |
| 59 | 0.1974 | -0.3708 | 0.3247 | 2194401.7974 | 2304104.4887 | 1517.9277 |
| 60 | 0.2015 | -0.3824 | 0.3271 | 2333565.859 | 2305332.0458 | 1518.332 |
