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[93])
81112.5-------
82122.4-------
83113.3-------
84100-------
85110.7-------
86112.8-------
87109.8-------
88117.3-------
89109.1-------
90115.9-------
9196-------
9299.8-------
93116.8-------
94115.7119.6092113.6799125.53850.09810.82350.17810.8235
9599.4109.4682103.5376115.39884e-040.01970.10270.0077
9694.3104.080997.8237110.33820.00110.92870.89940
9791105.100897.875112.32651e-040.99830.06448e-04
9893.2106.077798.8378113.31762e-0410.03440.0018
99103.1113.9732106.3186121.62770.002710.85740.2346
10094.1110.4568102.4311118.482600.96380.04730.0607
10191.8107.291399.1975115.38521e-040.99930.33070.0107
102102.7115.5757107.1403124.01110.001410.470.388
10382.691.542882.9129100.17260.02110.00560.15570
10489.199.921991.1785108.66530.00760.99990.51091e-04
105104.5116.7548107.7644125.74530.003810.49610.4961


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
940.0253-0.0327015.281600
950.0276-0.0920.0623101.368358.3257.6371
960.0307-0.0940.072995.666570.77218.4126
970.0351-0.13420.0882198.8319102.787110.1384
980.0348-0.12140.0948165.8341115.396510.7423
990.0343-0.09540.0949118.226115.868110.7642
1000.0371-0.14810.1025267.5454137.536311.7276
1010.0385-0.14440.1078239.9812150.341912.2614
1020.0372-0.11140.1082165.7833152.057612.3312
1030.0481-0.09770.107179.973144.849112.0353
1040.0446-0.10830.1072117.1137142.327711.9301
1050.0393-0.1050.107150.1813142.982211.9575