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[99])
8792.6-------
8890.6-------
8992.23-------
9094.09-------
91102.79-------
92109.65-------
93124.05-------
94132.69-------
95135.81-------
96116.07-------
97101.42-------
9875.73-------
9955.48-------
10043.841.920232.6651.18030.34540.002100.0021
10145.2935.586518.539252.63390.13230.172500.0111
10244.0132.25917.135457.38280.17960.154700.035
10347.4831.1459-0.858563.15040.15860.215400.0681
10451.0730.5855-7.625168.79610.14670.193100.1008
10557.8430.5126-13.102374.12760.10970.177800.1309
10669.0430.4463-18.06878.96060.05950.134200.1559
10765.6130.4786-22.469183.42620.09670.076700.1774
10872.8730.4713-26.583987.52650.07260.11370.00160.1951
10968.4130.4892-30.386591.36490.11110.08620.01120.2105
11073.2530.4861-33.98994.96130.09680.12450.08450.2237
11177.4330.4926-37.387298.37230.08770.10850.23530.2353


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
1000.11270.044803.533800
1010.24440.27270.158894.15748.84546.989
1020.39740.36430.2273138.083678.59158.8652
1030.52430.52440.3016266.8017125.64411.2091
1040.63740.66970.3752419.6139184.43813.5808
1050.72930.89560.4619746.7853278.162616.6782
1060.8131.26760.5771489.4754451.207321.2416
1070.88631.15270.6491234.2178549.083623.4325
1080.95531.39140.73151797.6511687.813326.2262
1091.01871.24370.78271437.9878762.830727.6194
1101.0791.40270.83911828.7475859.732329.3212
1111.13581.53930.89742203.1219971.681431.1718