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])
96108.1-------
97108.4-------
98108.84-------
99109.62-------
100110.42-------
101110.67-------
102111.66-------
103112.28-------
104112.87-------
105112.18-------
106112.36-------
107112.16-------
108111.49-------
109111.25111.3811110.7866111.97570.33270.359910.3599
110111.36111.4759110.5359112.41590.40450.681210.4883
111111.74112.0138110.8248113.20290.32590.859410.806
112111.1112.1095110.7153113.50380.07790.69830.99120.8081
113111.33112.5725110.9996114.14550.06080.96670.99110.9113
114111.25112.868111.1347114.60130.03370.9590.9140.9404
115111.04112.9417111.0617114.82180.02370.96110.75490.9349
116110.97113.3652111.3491115.38130.00990.98810.68490.9658
117111.31113.2899111.1463115.43350.03510.9830.84490.9501
118111.02113.1955110.9316115.45940.02980.94870.76530.9301
119111.07113.2522110.8741115.63030.0360.96710.8160.9268
120111.36113.636111.1489116.12310.03640.97840.95460.9546


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
1090.0027-0.001200.017200
1100.0043-0.0010.00110.01340.01530.1238
1110.0054-0.00240.00160.0750.03520.1876
1120.0063-0.0090.00341.01920.28120.5303
1130.0071-0.0110.00491.54390.53370.7306
1140.0078-0.01430.00652.61790.88110.9387
1150.0085-0.01680.0083.61661.27191.1278
1160.0091-0.02110.00965.7371.831.3528
1170.0097-0.01750.01053.92012.06221.4361
1180.0102-0.01920.01144.73272.32931.5262
1190.0107-0.01930.01214.76212.55051.597
1200.0112-0.020.01275.18022.76961.6642