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[32])
2027.94-------
2125.23-------
2226.53-------
2327.21-------
2428.53-------
2530.35-------
2631.21-------
2732.86-------
2833.2-------
2935.73-------
3034.53-------
3136.54-------
3240.1-------
3340.5645.079240.772349.79150.03010.980810.9808
3446.1446.607738.633456.03390.46130.895710.912
3542.8543.156332.717356.50270.48210.33060.99040.6732
3638.2242.064730.568257.3160.31060.45980.9590.5997
3740.1843.411730.800260.49430.35540.72430.9330.648
3842.1944.656330.810563.87030.40070.6760.91490.679
3947.5642.57828.33162.9770.31610.51490.82480.5941
4047.2640.298125.952261.4240.25920.25020.74490.5073
4144.0339.533624.814361.6920.34540.24720.63170.48
4249.8340.707824.992764.81640.22920.39350.69230.5197
4353.3540.302524.138765.62870.15630.23050.61450.5063
4458.939.350822.985765.54410.07180.14740.47760.4776
4559.6437.796521.637764.10490.05180.05790.41840.4319
4656.9938.202321.563365.61820.08960.06270.28520.446
4753.239.205121.878968.02910.17060.11330.40210.4757
4853.2438.94421.408268.48990.17150.17210.51920.4694
4957.8538.471820.808768.6410.1040.16870.45580.4579
5055.6938.203720.352869.08440.13350.10620.40010.4521
5155.6439.868521.006372.80260.1740.17320.32360.4945
5262.5241.597121.679876.69240.12130.21640.37590.5333
5364.442.392321.82179.01950.11950.14070.46510.5488
5464.6541.44921.017778.28550.10850.1110.32780.5286
5567.7141.92621.001180.03950.09240.12130.27840.5374
5667.2142.797821.196482.51620.11420.10950.21340.553
5759.3744.462521.735886.70540.24460.14560.24070.5802
5853.2644.055221.149687.27630.33820.24370.27870.5712
5952.4242.991820.224786.67880.33610.32250.32350.5516
6055.0343.257520.025288.43360.30480.34550.33250.5545


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
330.0533-0.1003020.423600
340.1032-0.010.05510.218710.32123.2127
350.1578-0.00710.03910.09386.9122.6291
360.185-0.09140.052214.78178.87942.9798
370.2008-0.07440.056610.44419.19243.0319
380.2195-0.05520.05646.08288.67412.9452
390.24440.1170.065124.820710.98083.3137
400.26750.17280.078548.468515.66673.9581
410.2860.11370.082420.217416.17244.0215
420.30220.22410.096683.215322.87674.783
430.32060.32370.1173170.236736.2736.0227
440.33960.49680.1489382.171965.09798.0683
450.35510.57790.1819477.138296.79339.8384
460.36610.49180.204352.9783115.092310.7281
470.37510.3570.2142195.8586120.476710.9762
480.38710.36710.2238204.375125.720311.2125
490.40010.50370.2402375.513140.41411.8496
500.41240.45770.2523305.7714149.600512.2311
510.42150.39560.2599248.7408154.818512.4426
520.43050.5030.272437.7681168.965912.9987
530.44080.51910.2838484.3368183.983613.5641
540.45340.55970.2963538.2874200.088314.1453
550.46380.6150.3102664.8125220.293714.8423
560.47350.57040.321595.9565235.946315.3605
570.48470.33530.3216222.2321235.397815.3427
580.50050.20890.317384.7283229.602815.1526
590.51850.21930.313688.8919224.391314.9797
600.53280.27210.3122138.591221.32714.8771