| 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[58]) |
| 46 | 122.48 | - | - | - | - | - | - | - |
| 47 | 136.83 | - | - | - | - | - | - | - |
| 48 | 153.04 | - | - | - | - | - | - | - |
| 49 | 142.71 | - | - | - | - | - | - | - |
| 50 | 123.46 | - | - | - | - | - | - | - |
| 51 | 144.37 | - | - | - | - | - | - | - |
| 52 | 146.15 | - | - | - | - | - | - | - |
| 53 | 147.61 | - | - | - | - | - | - | - |
| 54 | 158.51 | - | - | - | - | - | - | - |
| 55 | 147.4 | - | - | - | - | - | - | - |
| 56 | 165.05 | - | - | - | - | - | - | - |
| 57 | 154.64 | - | - | - | - | - | - | - |
| 58 | 126.2 | - | - | - | - | - | - | - |
| 59 | 157.36 | 156.2106 | 142.6452 | 171.0662 | 0.4397 | 1 | 0.9947 | 1 |
| 60 | 154.15 | 168.9054 | 154.0709 | 185.1683 | 0.0377 | 0.918 | 0.9721 | 1 |
| 61 | 123.21 | 154.7528 | 140.8233 | 170.06 | 0 | 0.5308 | 0.9385 | 0.9999 |
| 62 | 113.07 | 138.2214 | 124.9259 | 152.9319 | 4e-04 | 0.9773 | 0.9754 | 0.9454 |
| 63 | 110.45 | 158.674 | 143.3938 | 175.5826 | 0 | 1 | 0.9514 | 0.9999 |
| 64 | 113.57 | 160.7468 | 144.8664 | 178.3681 | 0 | 1 | 0.9478 | 0.9999 |
| 65 | 122.44 | 163.6888 | 147.1654 | 182.0673 | 0 | 1 | 0.9568 | 1 |
| 66 | 114.93 | 174.4979 | 156.7282 | 194.2823 | 0 | 1 | 0.9434 | 1 |
| 67 | 111.85 | 162.6467 | 145.7624 | 181.4869 | 0 | 1 | 0.9436 | 0.9999 |
| 68 | 126.04 | 182.3914 | 163.1803 | 203.8642 | 0 | 1 | 0.9433 | 1 |
| 69 | 121.34 | 170.4844 | 152.3067 | 190.8317 | 0 | 1 | 0.9365 | 1 |
| 70 | 124.36 | 139.3131 | 124.2326 | 156.2243 | 0.0415 | 0.9814 | 0.9357 | 0.9357 |
| Univariate ARIMA Extrapolation Forecast Performance | ||||||
| time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
| 59 | 0.0485 | 0.0074 | 0 | 1.3211 | 0 | 0 |
| 60 | 0.0491 | -0.0874 | 0.0474 | 217.7226 | 109.5218 | 10.4653 |
| 61 | 0.0505 | -0.2038 | 0.0995 | 994.9451 | 404.6629 | 20.1162 |
| 62 | 0.0543 | -0.182 | 0.1201 | 632.5924 | 461.6453 | 21.4859 |
| 63 | 0.0544 | -0.3039 | 0.1569 | 2325.5562 | 834.4275 | 28.8865 |
| 64 | 0.0559 | -0.2935 | 0.1797 | 2225.6502 | 1066.2979 | 32.6542 |
| 65 | 0.0573 | -0.252 | 0.19 | 1701.4607 | 1157.0355 | 34.0152 |
| 66 | 0.0578 | -0.3414 | 0.2089 | 3548.3351 | 1455.9479 | 38.1569 |
| 67 | 0.0591 | -0.3123 | 0.2204 | 2580.3086 | 1580.8769 | 39.7602 |
| 68 | 0.0601 | -0.309 | 0.2293 | 3175.4811 | 1740.3373 | 41.7174 |
| 69 | 0.0609 | -0.2883 | 0.2346 | 2415.1749 | 1801.6862 | 42.4463 |
| 70 | 0.0619 | -0.1073 | 0.224 | 223.5952 | 1670.1786 | 40.8678 |
