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[39])
27276836-------
28275216-------
29274352-------
30271311-------
31289802-------
32290726-------
33292300-------
34278506-------
35269826-------
36265861-------
37269034-------
38264176-------
39255198-------
40253353254214.4743242942.0474265486.90120.44050.43211e-040.4321
41246057257801.9113240668.591274935.23160.08950.69460.02920.6171
42235372266942.7431244405.8285289479.65770.0030.96530.3520.8465
43258556271147.9501247363.0349294932.86520.14970.99840.06210.9056
44260993270810.0139246903.7698294716.25790.21040.84250.05130.8997
45254663271189.5454247128.1135295250.97730.08910.79690.04280.9037
46250643272745.5474248457.6711297033.42370.03720.92780.3210.9216
47243422273518.9606249145.779297892.14220.00780.96710.61680.9297
48247105273436.5645249051.8106297821.31850.01720.99210.72870.9287
49248541273458.628249059.5374297857.71860.02270.98290.63890.9288
50245039273722.1169249299.9514298144.28240.01070.97840.77820.9314
51237080273865.2303249431.8386298298.62190.00160.98960.93290.9329
52237085273847.824249412.9466298282.70140.00160.99840.94990.9327
53225554273843.781249407.1081298280.45391e-040.99840.98710.9326
54226839273888.0958249447.9685298328.2231e-040.99990.9990.933
55247934273914.6909249472.6893298356.69250.01860.99990.8910.9333
56248333273911.3251249469.1256298353.52460.02010.98140.84990.9333
57246969273909.214249466.7943298351.63380.01540.97990.93860.9332
58245098273916.602249473.6165298359.58760.01040.98460.9690.9333
59246263273921.557249478.2402298364.87380.01330.98960.99280.9334
60255765273920.95249477.6069298364.29310.07270.98670.98420.9334
61264319273920.3324249476.9666298363.69820.22070.92730.97910.9334
62268347273921.5504249478.0909298365.010.32740.77930.98970.9334
63273046273922.4746249478.9556298365.99360.4720.67260.99840.9334
64273963273922.3722249478.8497298365.89480.49870.5280.99840.9334
65267430273922.2206249478.6968298365.74440.30130.49870.99990.9334
66271993273922.4185249478.8792298365.95780.43850.69870.99990.9334
67292710273922.5908249479.0408298366.14080.0660.56150.98140.9334


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
400.0226-0.00340742137.980700
410.0339-0.04560.0245137942941.406169342539.69348327.2168
420.0431-0.11830.0557996711820.8327378465633.406519454.1932
430.0448-0.04640.0534158557206.2969323488526.629117985.7868
440.045-0.03630.0596373761.2553278065573.554316675.2983
450.0453-0.06090.0518273126702.2189277242428.331816650.5984
460.0454-0.0810.056488522602.1213307425310.301717533.5481
470.0455-0.110.0627905827035.9639382225526.009519550.5889
480.0455-0.09630.0665693351291.6333416795055.523220415.5592
490.0455-0.09110.0689620888185.6116437204368.532120909.4325
500.0455-0.10480.0722822721194.3841472251352.700421731.3449
510.0455-0.13430.07741353153165.2046545659837.075823359.3629
520.0455-0.13420.08171351505226.6208607647943.963924650.5161
530.0455-0.17630.08852331902952.061730809015.970827033.4795
540.0455-0.17180.09412213617411.6785829662909.01828803.8697
550.0455-0.09480.0941674996298.6091819996245.867428635.5766
560.0455-0.09340.0941654250715.4852810246508.786128464.8293
570.0455-0.09840.0943725775132.0428805553654.522628382.2771
580.0455-0.10520.0949830511822.6548806867242.31928405.4087
590.0455-0.1010.0952764995775.9481804773669.000528368.5331
600.0455-0.06630.0938329638520.236782148185.72627966.9123
610.0455-0.03510.091192185584.6725750786249.314527400.479
620.0455-0.02040.088131075612.3582719494482.490326823.3943
630.0455-0.00320.0845768207.6714689547554.372826259.2375
640.04551e-040.08111650.6142661965718.222525728.6945
650.0455-0.02370.078942148927.8098638126610.898925261.168
660.0455-0.0070.07633722655.6727614630168.112824791.7359
670.04550.06860.076352966744.5359605285045.842224602.5415