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[48])
3617.7-------
3719.8-------
3822.2-------
3920.7-------
4017.9-------
4120.9-------
4221.2-------
4321.4-------
4423-------
4521.3-------
4623.9-------
4722.4-------
4818.3-------
4922.823.444321.240726.190.32280.99990.99540.9999
5022.324.673422.240427.7420.06480.88430.94291
5117.822.920420.716125.68271e-040.67010.94240.9995
5216.421.099319.013923.7312e-040.9930.99140.9815
531622.447620.062525.517800.99990.83840.9959
5416.423.154320.511126.63131e-0410.86470.9969
5517.725.281521.998429.7965e-040.99990.9540.9988
5616.625.386322.009830.07161e-040.99930.84090.9985
5716.223.846620.765828.07482e-040.99960.88110.9949
5818.326.955322.934532.81090.00190.99980.84680.9981
5917.623.698520.496728.16890.00370.9910.71540.991
6015.119.677717.40422.680.00140.91250.81580.8158


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
490.0598-0.02750.00230.41510.03460.186
500.0635-0.09620.0085.63320.46940.6851
510.0615-0.22340.018626.21892.18491.4781
520.0636-0.22270.018622.08341.84031.3566
530.0698-0.28720.023941.57133.46431.8613
540.0766-0.29170.024345.62123.80181.9498
550.0911-0.29990.02557.47924.78992.1886
560.0942-0.34610.028877.19866.43322.5364
570.0905-0.32070.026758.47054.87252.2074
580.1108-0.32110.026874.91466.24292.4986
590.0962-0.25730.021437.19183.09931.7605
600.0778-0.23260.019420.95521.74631.3215