Univariate ARIMA Extrapolation Forecast
timeY[t]F[t]95% LB95% UBp-value
(H0: Y[t] = F[t])
P(F[t]>Y[t-1])P(F[t]>Y[t-s])P(F[t]>Y[33])
213.77-------
223.75-------
233.75-------
243.81-------
253.82-------
263.89-------
274.05-------
284.1-------
294.07-------
304.26-------
314.4-------
324.61-------
334.63-------
344.484.72024.18335.25710.19030.6290.99980.629
354.464.81444.15525.47370.1460.83990.99920.7083
364.454.92224.14495.69950.11690.87810.99750.7694
374.325.01954.13085.90810.06140.89540.99590.8048
384.525.11494.096.13990.12760.93580.99040.8231
394.215.21034.04016.38060.04690.87620.9740.8345
403.975.30743.98656.62830.02360.94830.96340.8426
414.125.40453.92936.87980.04390.97170.96190.8483
424.55.50153.8667.13690.1150.95110.93160.8518
434.735.59823.79647.39990.17250.88390.90380.8539
445.265.69493.72137.66850.33290.8310.85940.8549
454.525.79173.64117.94230.12320.6860.85510.8551
464.945.88853.55598.22110.21270.87490.88170.8549
474.955.98533.46588.50480.21030.79190.88230.8541
483.526.08213.37098.79330.0320.79340.8810.8531
493.856.17893.27139.08650.05820.96350.89490.8518
502.416.27573.16729.38430.00740.93690.86590.8503
512.956.37253.05869.68650.02150.99050.89960.8486
522.686.46932.94569.9930.01750.97490.91780.8469
532.536.56612.828310.30390.01720.97920.90020.845
542.446.66292.706910.61890.01820.97970.85810.8431
552.166.75972.581410.9380.01550.97860.82950.8411
562.26.85652.451811.26120.01910.98170.76130.8391
572.16.95332.318311.58830.02010.97780.84830.8371
582.297.05012.180911.91930.02770.97680.80220.835
592.037.14692.039612.25420.02480.96880.80040.833
602.057.24371.894612.59280.02850.9720.91380.8309
612.077.34051.745912.93510.03240.96810.88930.8288


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
340.058-0.050900.057700
350.0699-0.07360.06230.12560.09170.3028
360.0806-0.09590.07350.2230.13540.368
370.0903-0.13940.08990.48930.22390.4732
380.1022-0.11630.09520.35390.24990.4999
390.1146-0.1920.11131.00070.3750.6124
400.127-0.2520.13141.78860.5770.7596
410.1393-0.23770.14471.650.71110.8433
420.1517-0.1820.14891.00290.74350.8623
430.1642-0.15510.14950.75370.74450.8629
440.1768-0.07640.14280.18910.6940.8331
450.1894-0.21960.14921.61720.7710.8781
460.2021-0.16110.15010.89970.78090.8837
470.2148-0.1730.15181.07190.80170.8954
480.2274-0.42130.16976.56451.18591.089
490.2401-0.37690.18275.42391.45071.2045
500.2527-0.6160.208214.94382.24441.4981
510.2653-0.53710.226411.71362.77051.6645
520.2779-0.58570.245414.35893.38041.8386
530.2904-0.61470.263816.29024.02592.0065
540.3029-0.63380.281417.8334.68342.1641
550.3154-0.68050.299621.15745.43222.3307
560.3278-0.67910.316121.68316.13882.4777
570.3401-0.6980.33223.55466.86442.62
580.3524-0.67520.345722.65877.49622.7379
590.3646-0.7160.3626.18288.21492.8662
600.3768-0.7170.373226.97468.90972.9849
610.3889-0.7180.385527.77839.58363.0957