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[92])
801.6-------
811.6-------
821.2-------
831.2-------
841.5-------
851.6-------
861.7-------
871.8-------
881.8-------
891.8-------
901.3-------
911.3-------
921.4-------
931.11.38820.8321.94450.15490.48350.22780.4835
941.51.65870.85412.46330.34950.91320.86810.7357
952.21.72440.72882.720.17460.67070.84910.7385
962.91.56190.44972.67420.00920.13040.54350.6123
973.11.46370.27422.65320.00350.0090.41110.5418
983.51.40750.13832.67666e-040.00450.32570.5046
993.61.39230.02862.75618e-040.00120.2790.4956
1004.41.4121-0.0422.866100.00160.30050.5065
1014.21.3956-0.13072.92182e-041e-040.30180.4977
1025.21.62010.03093.209307e-040.65350.607
1035.81.6234-0.0323.2787000.64910.6043
1045.91.5911-0.13443.3167000.58590.5859
1055.41.6015-0.13663.3396000.71410.5899
1065.51.4582-0.28893.2053000.48130.526
1074.71.4182-0.33713.17351e-0400.19130.5081
1083.11.5025-0.26753.27240.03842e-040.06090.5452
1092.61.5582-0.23243.34890.12710.04570.04570.5687
1102.31.5857-0.22313.39450.21950.13590.0190.5797
1111.91.5876-0.23453.40970.36840.22180.01520.58
1120.61.5757-0.25933.41080.14870.36450.00130.5744
1130.61.587-0.26423.43820.1480.8520.00280.5785
114-0.41.4795-0.38943.34840.02440.821800.5332
115-1.11.4768-0.40773.36140.00370.974500.5318
116-1.71.4901-0.40823.38845e-040.996300.5371
117-0.81.4847-0.44853.4180.01030.999400.5342
118-1.21.5569-0.41423.52810.00310.990500.562
119-11.5775-0.43153.58650.0060.99660.00120.5687
120-0.11.5352-0.50553.57590.05810.99260.06640.5517


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
930.2044-0.207600.083100
940.2475-0.09570.15170.02520.05410.2327
950.29460.27580.1930.22620.11150.3339
960.36330.85670.35891.79040.53120.7288
970.41461.1180.51072.67750.96050.98
980.46011.48670.67344.37871.53021.237
990.49971.58560.80374.87382.00781.417
1000.52542.1160.96788.92782.87281.6949
1010.5582.00951.08357.86473.42751.8513
1020.50052.20971.196112.81574.36632.0896
1030.52022.57281.321317.4445.55522.3569
1040.55332.70811.436818.56646.63952.5767
1050.55372.37181.508814.42867.23862.6905
1060.61132.77181.59916.33637.88852.8086
1070.63152.31411.646610.77028.08062.8426
1080.6011.06331.61022.55217.7352.7812
1090.58630.66861.55481.08537.34392.71
1100.5820.45051.49340.51026.96422.639
1110.58560.19681.42520.09766.60282.5696
1120.5942-0.61921.38490.95216.32032.514
1130.5952-0.62191.34860.97416.06572.4629
1140.6445-1.27041.3453.53265.95062.4394
1150.6511-1.74481.36246.64015.98052.4455
1160.65-2.14081.394810.17696.15542.481
1170.6643-1.53881.40065.22016.1182.4735
1180.6459-1.77071.41487.60076.1752.485
1190.6498-1.63391.42296.64366.19242.4884
1200.6782-1.06511.41022.67396.06672.4631