| 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[60]) |
| 48 | 131179.77 | - | - | - | - | - | - | - |
| 49 | 128754.8 | - | - | - | - | - | - | - |
| 50 | 127890 | - | - | - | - | - | - | - |
| 51 | 127996 | - | - | - | - | - | - | - |
| 52 | 134790.6 | - | - | - | - | - | - | - |
| 53 | 128585 | - | - | - | - | - | - | - |
| 54 | 128851 | - | - | - | - | - | - | - |
| 55 | 129142 | - | - | - | - | - | - | - |
| 56 | 129334 | - | - | - | - | - | - | - |
| 57 | 129536 | - | - | - | - | - | - | - |
| 58 | 129944 | - | - | - | - | - | - | - |
| 59 | 132842.76 | - | - | - | - | - | - | - |
| 60 | 134447.96 | - | - | - | - | - | - | - |
| 61 | 132088.81 | 132040.6883 | 131811.3739 | 132270.3618 | 0.3407 | 0 | 1 | 0 |
| 62 | 130902 | 131117.8121 | 130823.6332 | 131412.5862 | 0.0756 | 0 | 1 | 0 |
| 63 | 131374 | 131399.4073 | 131051.1338 | 131748.5135 | 0.4433 | 0.9974 | 1 | 0 |
| 64 | 138243 | 138257.1538 | 137828.8592 | 138686.6458 | 0.4742 | 1 | 1 | 1 |
| 65 | 131885 | 132015.0205 | 131544.4132 | 132487.1426 | 0.2947 | 0 | 1 | 0 |
| 66 | 131839 | 132313.5051 | 131782.9701 | 132845.9616 | 0.0403 | 0.9426 | 1 | 0 |
| 67 | 132002 | 132596.2703 | 132005.0213 | 133189.9015 | 0.0249 | 0.9938 | 1 | 0 |
| 68 | 132005 | 132762.0813 | 132109.9928 | 133417.0651 | 0.0117 | 0.9885 | 1 | 0 |
| 69 | 132127 | 133148.2623 | 132433.7382 | 133866.2542 | 0.0027 | 0.9991 | 1 | 2e-04 |
| 70 | 132116 | 133497.2671 | 132719.6785 | 134278.9535 | 3e-04 | 0.9997 | 1 | 0.0086 |
| 71 | 134993.94 | 136483.3027 | 135626.9222 | 137344.5469 | 4e-04 | 1 | 1 | 1 |
| 72 | 136459.55 | 138128.0066 | 137197.9907 | 139063.6925 | 2e-04 | 1 | 1 | 1 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 61 | 9e-04 | 4e-04 | 0 | 2315.6962 | 0 | 0 |
| 62 | 0.0011 | -0.0016 | 0.001 | 46574.8451 | 24445.2707 | 156.3498 |
| 63 | 0.0014 | -2e-04 | 7e-04 | 645.5294 | 16512.0236 | 128.4991 |
| 64 | 0.0016 | -1e-04 | 6e-04 | 200.3297 | 12434.1001 | 111.5083 |
| 65 | 0.0018 | -0.001 | 7e-04 | 16905.3429 | 13328.3487 | 115.4485 |
| 66 | 0.0021 | -0.0036 | 0.0011 | 225155.077 | 48632.8034 | 220.5285 |
| 67 | 0.0023 | -0.0045 | 0.0016 | 353157.1422 | 92136.2804 | 303.5396 |
| 68 | 0.0025 | -0.0057 | 0.0021 | 573172.0343 | 152265.7496 | 390.2124 |
| 69 | 0.0028 | -0.0077 | 0.0027 | 1042976.7115 | 251233.6343 | 501.2321 |
| 70 | 0.003 | -0.0103 | 0.0035 | 1907898.7795 | 416900.1488 | 645.6781 |
| 71 | 0.0032 | -0.0109 | 0.0042 | 2218201.3974 | 580654.8078 | 762.0071 |
| 72 | 0.0035 | -0.0121 | 0.0048 | 2783747.4947 | 764245.865 | 874.2116 |
