| 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[52]) |
| 40 | -8 | - | - | - | - | - | - | - |
| 41 | -4 | - | - | - | - | - | - | - |
| 42 | -6 | - | - | - | - | - | - | - |
| 43 | -3 | - | - | - | - | - | - | - |
| 44 | -3 | - | - | - | - | - | - | - |
| 45 | -7 | - | - | - | - | - | - | - |
| 46 | -9 | - | - | - | - | - | - | - |
| 47 | -11 | - | - | - | - | - | - | - |
| 48 | -13 | - | - | - | - | - | - | - |
| 49 | -11 | - | - | - | - | - | - | - |
| 50 | -9 | - | - | - | - | - | - | - |
| 51 | -17 | - | - | - | - | - | - | - |
| 52 | -22 | - | - | - | - | - | - | - |
| 53 | -25 | -22 | -28.5179 | -15.4821 | 0.1835 | 0.5 | 0 | 0.5 |
| 54 | -20 | -22 | -31.2178 | -12.7822 | 0.3353 | 0.7382 | 3e-04 | 0.5 |
| 55 | -24 | -22 | -33.2894 | -10.7106 | 0.3642 | 0.3642 | 5e-04 | 0.5 |
| 56 | -24 | -22 | -35.0359 | -8.9641 | 0.3818 | 0.6182 | 0.0021 | 0.5 |
| 57 | -22 | -22 | -36.5746 | -7.4254 | 0.5 | 0.606 | 0.0218 | 0.5 |
| 58 | -19 | -22 | -37.9656 | -6.0344 | 0.3563 | 0.5 | 0.0553 | 0.5 |
| 59 | -18 | -22 | -39.2449 | -4.7551 | 0.3247 | 0.3666 | 0.1056 | 0.5 |
| 60 | -17 | -22 | -40.4355 | -3.5645 | 0.2975 | 0.3353 | 0.1693 | 0.5 |
| 61 | -11 | -22 | -41.5538 | -2.4462 | 0.1351 | 0.3081 | 0.1351 | 0.5 |
| 62 | -11 | -22 | -42.6115 | -1.3885 | 0.1478 | 0.1478 | 0.1082 | 0.5 |
| 63 | -12 | -22 | -43.6176 | -0.3824 | 0.1823 | 0.1593 | 0.3252 | 0.5 |
| 64 | -10 | -22 | -44.5788 | 0.5788 | 0.1488 | 0.1927 | 0.5 | 0.5 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 53 | -0.1512 | 0.1364 | 0 | 9 | 0 | 0 |
| 54 | -0.2138 | -0.0909 | 0.1136 | 4 | 6.5 | 2.5495 |
| 55 | -0.2618 | 0.0909 | 0.1061 | 4 | 5.6667 | 2.3805 |
| 56 | -0.3023 | 0.0909 | 0.1023 | 4 | 5.25 | 2.2913 |
| 57 | -0.338 | 0 | 0.0818 | 0 | 4.2 | 2.0494 |
| 58 | -0.3703 | -0.1364 | 0.0909 | 9 | 5 | 2.2361 |
| 59 | -0.3999 | -0.1818 | 0.1039 | 16 | 6.5714 | 2.5635 |
| 60 | -0.4275 | -0.2273 | 0.1193 | 25 | 8.875 | 2.9791 |
| 61 | -0.4535 | -0.5 | 0.1616 | 121 | 21.3333 | 4.6188 |
| 62 | -0.478 | -0.5 | 0.1955 | 121 | 31.3 | 5.5946 |
| 63 | -0.5013 | -0.4545 | 0.219 | 100 | 37.5455 | 6.1274 |
| 64 | -0.5236 | -0.5455 | 0.2462 | 144 | 46.4167 | 6.813 |
