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])
84104.95-------
85105.85-------
86106.23-------
87104.86-------
88107.44-------
89108.23-------
90108.45-------
91109.39-------
92110.15-------
93109.13-------
94110.28-------
95110.17-------
96109.99-------
97109.26110.3433109.705110.98174e-040.86110.861
98109.11110.4854109.5556111.41520.00190.995110.8518
99107.06109.0811107.9138110.24843e-040.480710.0635
100109.53111.4015110.0254112.77760.0038110.9778
101108.92111.7582110.1925113.32392e-040.997410.9866
102109.24112.1087110.368113.84956e-040.999810.9915
103109.12112.5149110.6107114.4192e-040.99960.99940.9953
104109112.8624110.8045114.92021e-040.99980.99510.9969
105107.23111.8038109.6006114.00700.99370.99130.9467
106109.49113.2668110.9255115.60818e-0410.99380.997
107109.04113.1159110.6429115.58896e-040.9980.99020.9934
108109.02113.1135110.5145115.71240.0010.99890.99080.9908


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.003-0.009801.173600
980.0043-0.01240.01111.89171.53271.238
990.0055-0.01850.01364.0852.38341.5438
1000.0063-0.01680.01443.50272.66321.6319
1010.0071-0.02540.01668.05533.74171.9343
1020.0079-0.02560.01818.22964.48962.1189
1030.0086-0.03020.019811.52515.49472.3441
1040.0093-0.03420.021614.91796.67262.5831
1050.0101-0.04090.023820.91948.25562.8733
1060.0105-0.03330.024714.26448.85652.976
1070.0112-0.0360.025816.61299.56163.0922
1080.0117-0.03620.026616.756610.16123.1877