| 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 | 132022.99 | 131697.7093 | 132348.2707 | 0.3458 | 0 | 1 | 0 |
| 62 | 130902 | 131158.19 | 130698.1736 | 131618.2064 | 0.1375 | 0 | 1 | 0 |
| 63 | 131374 | 131264.19 | 130700.7872 | 131827.5928 | 0.3512 | 0.8962 | 1 | 0 |
| 64 | 138243 | 138058.79 | 137408.2285 | 138709.3515 | 0.2895 | 1 | 1 | 1 |
| 65 | 131885 | 131853.19 | 131125.8402 | 132580.5398 | 0.4658 | 0 | 1 | 0 |
| 66 | 131839 | 132119.19 | 131322.4182 | 132915.9618 | 0.2453 | 0.7177 | 1 | 0 |
| 67 | 132002 | 132410.19 | 131549.5781 | 133270.8019 | 0.1763 | 0.9033 | 1 | 0 |
| 68 | 132005 | 132602.19 | 131682.1571 | 133522.2229 | 0.1016 | 0.8995 | 1 | 0 |
| 69 | 132127 | 132804.19 | 131828.3478 | 133780.0322 | 0.0869 | 0.9458 | 1 | 5e-04 |
| 70 | 132116 | 133212.19 | 132183.562 | 134240.818 | 0.0184 | 0.9807 | 1 | 0.0093 |
| 71 | 134993.94 | 136110.95 | 135032.1158 | 137189.7842 | 0.0212 | 1 | 1 | 0.9987 |
| 72 | 136459.55 | 137716.15 | 136589.3445 | 138842.9555 | 0.0144 | 1 | 1 | 1 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 61 | 0.0013 | 5e-04 | 0 | 4332.2724 | 0 | 0 |
| 62 | 0.0018 | -0.002 | 0.0012 | 65633.3161 | 34982.7943 | 187.0369 |
| 63 | 0.0022 | 8e-04 | 0.0011 | 12058.2361 | 27341.2749 | 165.352 |
| 64 | 0.0024 | 0.0013 | 0.0012 | 33933.3241 | 28989.2872 | 170.2624 |
| 65 | 0.0028 | 2e-04 | 0.001 | 1011.8761 | 23393.805 | 152.9503 |
| 66 | 0.0031 | -0.0021 | 0.0012 | 78506.4361 | 32579.2435 | 180.4972 |
| 67 | 0.0033 | -0.0031 | 0.0014 | 166619.0761 | 51727.791 | 227.4374 |
| 68 | 0.0035 | -0.0045 | 0.0018 | 356635.8961 | 89841.3041 | 299.7354 |
| 69 | 0.0037 | -0.0051 | 0.0022 | 458586.2961 | 130812.9699 | 361.6808 |
| 70 | 0.0039 | -0.0082 | 0.0028 | 1201632.5161 | 237894.9245 | 487.7447 |
| 71 | 0.004 | -0.0082 | 0.0033 | 1247711.3401 | 329696.4169 | 574.192 |
| 72 | 0.0042 | -0.0091 | 0.0038 | 1579043.56 | 433808.6788 | 658.6415 |
