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[32])
20159-------
21158-------
22148-------
23138-------
24137-------
25136-------
26133-------
27126-------
28120-------
29114-------
30116-------
31153-------
32162-------
33161162.5799160.0432165.10490.110.67370.99980.6737
34149152.2646148.3654156.13420.049100.98460
35139142.0021137.6989146.26650.08386e-040.96710
36135139.9207135.3124144.48390.01730.65380.89520
37130138.4705133.5978143.29223e-040.92080.84240
38127135.4761130.065140.8239e-040.97760.8180
39122129.159122.9925135.23830.01050.75680.84580
40117123.8883116.8989130.76130.02470.70490.86630
41112118.3486110.6747125.87590.04920.63730.87120
42113120.1697112.1431128.03840.03710.97910.85050
43149156.3701148.745163.88520.027310.81030.071
44157164.824157.1266172.41490.021710.7670.767
45157165.1994156.2899173.9670.03340.96660.82610.7628
46147155.1034144.6004165.39710.06140.3590.87740.0946
47137145.3074133.7513156.59380.07460.38440.86330.0019
48132143.6069131.2165155.68420.02980.85820.91880.0014
49125142.2786129.191155.0140.00390.94320.97060.0012
50123139.1247125.1752152.66580.00980.97950.96045e-04
51117132.5232117.5184147.03360.0180.90080.92240
52114127.0259110.909142.54970.050.89720.89720
53111121.4858104.2779137.9890.10650.8130.870
54112123.4754105.6157140.58880.09440.92350.88490
55144159.6787142.6801176.14980.03110.89810.3912
56150168.2491151.0194184.9640.01620.99780.90640.7682
57149168.6197150.1015186.54560.0160.97910.8980.7654
58134158.435138.1074178.00620.00720.82760.87390.3605
59123148.5073126.745169.34870.00820.91380.86040.1022
60116146.7042123.8719168.51230.00290.98340.90680.0846


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
330.0079-0.009702.496200
340.013-0.02140.015610.65796.57712.5646
350.0153-0.02110.01749.01277.38892.7183
360.0166-0.03520.021924.213411.59513.4052
370.0178-0.06120.029771.749123.62594.8606
380.0201-0.06260.035271.843431.66215.6269
390.024-0.05540.038151.251234.46065.8703
400.0283-0.05560.040347.448536.08416.007
410.0325-0.05360.041840.304536.5536.0459
420.0334-0.05970.043651.404338.03816.1675
430.0245-0.04710.043954.318839.51826.2863
440.0235-0.04750.044261.214541.32626.4285
450.0271-0.04960.044667.230543.31896.5817
460.0339-0.05220.045165.665244.9156.7019
470.0396-0.05720.045969.012946.52156.8207
480.0429-0.08080.0481134.72152.0347.2135
490.0457-0.12140.0524298.549466.53498.1569
500.0497-0.11590.056260.00577.28338.7911
510.0559-0.11710.0592240.970285.89849.2681
520.0624-0.10250.0614169.675490.08729.4914
530.0693-0.08630.0625109.951991.03319.5411
540.0707-0.09290.0639131.685392.8819.6375
550.0526-0.09820.0654245.821199.53059.9765
560.0507-0.10850.0672333.029109.259610.4527
570.0542-0.11640.0692384.933120.286610.9675
580.063-0.15420.0724597.0678138.624311.7739
590.0716-0.17180.0761650.6227157.587212.5534
600.0758-0.20930.0809942.7488185.628713.6246