| 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[72]) |
| 60 | 9451 | - | - | - | - | - | - | - |
| 61 | 10041 | - | - | - | - | - | - | - |
| 62 | 9411 | - | - | - | - | - | - | - |
| 63 | 10405 | - | - | - | - | - | - | - |
| 64 | 8467 | - | - | - | - | - | - | - |
| 65 | 8464 | - | - | - | - | - | - | - |
| 66 | 8102 | - | - | - | - | - | - | - |
| 67 | 7627 | - | - | - | - | - | - | - |
| 68 | 7513 | - | - | - | - | - | - | - |
| 69 | 7510 | - | - | - | - | - | - | - |
| 70 | 8291 | - | - | - | - | - | - | - |
| 71 | 8064 | - | - | - | - | - | - | - |
| 72 | 9383 | - | - | - | - | - | - | - |
| 73 | 9706 | 10224.9712 | 9455.9431 | 10993.9993 | 0.093 | 0.9841 | 0.6804 | 0.9841 |
| 74 | 8579 | 9087.2962 | 8210.6634 | 9963.9289 | 0.1279 | 0.0833 | 0.2346 | 0.2543 |
| 75 | 9474 | 9816.0693 | 8909.2734 | 10722.8652 | 0.2298 | 0.9963 | 0.1015 | 0.8254 |
| 76 | 8318 | 8295.5299 | 7388.5331 | 9202.5268 | 0.4806 | 0.0054 | 0.3555 | 0.0094 |
| 77 | 8213 | 8240.7485 | 7333.7267 | 9147.7703 | 0.4761 | 0.4337 | 0.3148 | 0.0068 |
| 78 | 8059 | 7963.3033 | 7054.7913 | 8871.8153 | 0.4182 | 0.2951 | 0.3824 | 0.0011 |
| 79 | 9111 | 7755.376 | 6846.7834 | 8663.9686 | 0.0017 | 0.2562 | 0.6091 | 2e-04 |
| 80 | 7708 | 7465.0908 | 6556.2419 | 8373.9397 | 0.3002 | 2e-04 | 0.4589 | 0 |
| 81 | 7680 | 7478.564 | 6569.5598 | 8387.5682 | 0.332 | 0.3104 | 0.473 | 0 |
| 82 | 8014 | 8368.6359 | 7459.5494 | 9277.7224 | 0.2223 | 0.9312 | 0.5665 | 0.0144 |
| 83 | 8007 | 8035.2854 | 7126.2044 | 8944.3664 | 0.4757 | 0.5183 | 0.4753 | 0.0018 |
| 84 | 8718 | 9113.6163 | 8204.7778 | 10022.4547 | 0.1968 | 0.9915 | 0.2806 | 0.2806 |
| 85 | 9486 | 9833.486 | 8776.2237 | 10890.7483 | 0.2597 | 0.9807 | 0.5934 | 0.7982 |
| 86 | 9113 | 9259.7484 | 8164.5211 | 10354.9757 | 0.3964 | 0.3428 | 0.8884 | 0.4127 |
| 87 | 9025 | 10293.6566 | 9185.8695 | 11401.4437 | 0.0124 | 0.9816 | 0.9265 | 0.9464 |
| 88 | 8476 | 8469.637 | 7361.7085 | 9577.5655 | 0.4955 | 0.1629 | 0.6057 | 0.0531 |
| 89 | 7952 | 8454.6868 | 7346.7273 | 9562.6463 | 0.1869 | 0.485 | 0.6655 | 0.0503 |
| 90 | 7759 | 8090.1627 | 6981.5108 | 9198.8145 | 0.2791 | 0.5965 | 0.522 | 0.0111 |
| 91 | 7835 | 7670.3557 | 6561.6498 | 8779.0615 | 0.3855 | 0.4377 | 0.0054 | 0.0012 |
| 92 | 7600 | 7537.5493 | 6428.7104 | 8646.3882 | 0.4561 | 0.2995 | 0.3816 | 6e-04 |
| 93 | 7651 | 7531.0542 | 6422.1336 | 8639.9747 | 0.4161 | 0.4515 | 0.3962 | 5e-04 |
| 94 | 8319 | 8297.1548 | 7188.1899 | 9406.1197 | 0.4846 | 0.8733 | 0.6916 | 0.0275 |
| 95 | 8812 | 8078.1435 | 6969.1393 | 9187.1477 | 0.0973 | 0.3352 | 0.55 | 0.0106 |
| 96 | 8630 | 9391.6798 | 8282.6517 | 10500.7078 | 0.0891 | 0.8472 | 0.8831 | 0.5061 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 73 | 0.0384 | -0.0508 | 0 | 269331.0832 | 0 | 0 |
| 74 | 0.0492 | -0.0559 | 0.0533 | 258364.9789 | 263848.0311 | 513.6614 |
| 75 | 0.0471 | -0.0348 | 0.0472 | 117011.4251 | 214902.4958 | 463.5758 |
| 76 | 0.0558 | 0.0027 | 0.0361 | 504.9038 | 161303.0978 | 401.6256 |
| 77 | 0.0562 | -0.0034 | 0.0295 | 769.9789 | 129196.474 | 359.4391 |
| 78 | 0.0582 | 0.012 | 0.0266 | 9157.8603 | 109190.0384 | 330.4392 |
| 79 | 0.0598 | 0.1748 | 0.0478 | 1837716.4165 | 356122.3781 | 596.7599 |
| 80 | 0.0621 | 0.0325 | 0.0459 | 59004.8646 | 318982.6889 | 564.7855 |
| 81 | 0.062 | 0.0269 | 0.0438 | 40576.4564 | 288048.6631 | 536.7017 |
| 82 | 0.0554 | -0.0424 | 0.0436 | 125766.6131 | 271820.4581 | 521.364 |
| 83 | 0.0577 | -0.0035 | 0.04 | 800.0635 | 247182.2404 | 497.1743 |
| 84 | 0.0509 | -0.0434 | 0.0403 | 156512.2278 | 239626.406 | 489.5165 |
| 85 | 0.0549 | -0.0353 | 0.0399 | 120746.5225 | 230481.7996 | 480.0852 |
| 86 | 0.0603 | -0.0158 | 0.0382 | 21535.0925 | 215557.0348 | 464.2812 |
| 87 | 0.0549 | -0.1232 | 0.0438 | 1609489.6243 | 308485.8741 | 555.415 |
| 88 | 0.0667 | 8e-04 | 0.0411 | 40.4874 | 289208.0374 | 537.7807 |
| 89 | 0.0669 | -0.0595 | 0.0422 | 252693.9854 | 287060.152 | 535.7799 |
| 90 | 0.0699 | -0.0409 | 0.0422 | 109668.7128 | 277205.0721 | 526.5027 |
| 91 | 0.0737 | 0.0215 | 0.0411 | 27107.7589 | 264042.0556 | 513.8502 |
| 92 | 0.0751 | 0.0083 | 0.0394 | 3900.0928 | 251034.9574 | 501.0339 |
| 93 | 0.0751 | 0.0159 | 0.0383 | 14387.0048 | 239766.0073 | 489.6591 |
| 94 | 0.0682 | 0.0026 | 0.0367 | 477.2127 | 228889.2439 | 478.4237 |
| 95 | 0.07 | 0.0908 | 0.039 | 538545.3473 | 242352.5528 | 492.2932 |
| 96 | 0.0602 | -0.0811 | 0.0408 | 580156.0746 | 256427.6995 | 506.3869 |
