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[96])
84123.1576893-------
85116.3400234-------
86108.6119282-------
87125.8982264-------
88112.8003105-------
89107.5182447-------
90135.0955413-------
91115.5096488-------
92115.8640759-------
93104.5883906-------
94163.7213386-------
95113.4482275-------
9698.0428844-------
97116.7869107.348577.0707137.62620.27060.72650.28030.7265
98126.53399.620467.9747131.2660.04780.14380.28880.5389
99113.0337116.906783.9498149.86350.40890.28350.29640.869
100124.3392103.808869.5909138.02660.11980.29860.30330.6294
101109.829998.526763.0927133.96070.26590.07670.30950.5107
102124.4435126.10489.4942162.71370.46460.80820.31510.9335
103111.5039106.518168.7692144.2670.39790.1760.32030.67
104102.035106.872568.0178145.72720.40360.40760.32510.672
105116.872795.596855.667135.52670.14820.3760.32950.4522
106112.2073154.7298113.753195.70660.0210.96490.33360.9967
107101.1514104.456762.459146.45440.43870.35880.33740.6177
108124.425589.051346.057132.04570.05340.29060.34090.3409


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.14390.0879089.083100
980.16210.27020.179724.2919406.687520.1665
990.1438-0.03310.130415.0002276.125116.617
1000.16820.19780.1472421.4999312.468817.6768
1010.18350.11470.1407127.762275.527416.599
1020.1481-0.01320.11952.7573230.065715.1679
1030.18080.04680.109124.8587200.750514.1686
1040.1855-0.04530.101123.4016178.581813.3635
1050.21310.22260.1146452.6607209.035114.458
1060.1351-0.27480.13061808.1605368.947619.208
1070.2051-0.03160.121610.9249336.400118.3412
1080.24630.39720.14461251.3328412.644520.3137