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[108])
962.9-------
973.1-------
983.5-------
993.6-------
1004.4-------
1014.2-------
1025.2-------
1035.8-------
1045.9-------
1055.4-------
1065.5-------
1074.7-------
1083.1-------
1092.62.80112.12033.4820.28130.19480.19480.1948
1102.32.57921.53333.62520.30040.48450.04220.1646
1111.92.52371.21063.83690.17590.63080.05410.1949
1120.62.07990.54543.61440.02940.59090.00150.0963
1130.62.19090.46313.91860.03560.96440.01130.1512
114-0.41.6361-0.26543.53750.01790.85721e-040.0656
115-1.11.3032-0.75743.36380.01110.947400.0437
116-1.71.2477-0.96053.4560.00440.981400.0501
117-0.81.5251-0.82153.87180.02610.99656e-040.0942
118-1.21.4696-1.00773.9470.01730.96377e-040.0985
119-11.9135-0.6884.51490.01410.99050.01790.1857
120-0.12.80110.08125.52110.01830.99690.41470.4147


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
1090.124-0.071800.040500
1100.2069-0.10830.090.0780.05920.2433
1110.2655-0.24710.14240.3890.16920.4113
1120.3764-0.71150.28472.19010.67440.8212
1130.4024-0.72610.3732.53081.04571.0226
1140.593-1.24450.51824.14561.56231.2499
1150.8067-1.84410.70765.77532.16421.4711
1160.903-2.36250.91458.6892.97981.7262
1170.785-1.52460.98235.40613.24941.8026
1180.86-1.81651.06577.12693.63711.9071
1190.6937-1.52261.10728.48834.07812.0194
1200.4954-1.03571.10138.41664.43972.1071