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])
36936574-------
37708917-------
38885295-------
391099663-------
401576220-------
411487870-------
421488635-------
432882530-------
442677026-------
451404398-------
461344370-------
47936865-------
48872705-------
49628151672207.5349562784.8328781630.2370.2152e-040.25542e-04
50953712917720.5215808222.08471027218.95830.259710.71920.7898
5111603841098612.3492989113.80751208110.89080.13440.99530.49251
5214006181544433.3091434934.76731653931.85080.00510.28471
5316615111674710.15821565211.61641784208.70.406610.99961
5414953471476222.31371366723.77191585720.85540.36615e-040.41211
5529187863209239.40223099740.86043318737.94390111
5627756772454382.1272344883.58522563880.66880001
5714070261315014.58271205516.0411424513.12450.049800.05481
5813701991350404.15561240905.61381459902.69740.36150.15540.5431
59964526919505.0162810006.47451029003.5580.210200.3780.7989
60850851776416.5652666918.0235885915.1070.09144e-040.04240.0424
61683118647192.2976532203.7771762180.81820.27013e-040.62721e-04
62847224859299.452744303.511974295.3930.41850.99870.05380.4096
6310732561140047.08031025051.1291255043.03160.127510.36441
6415143261632054.28261517058.33131747050.23390.0224111
6515037341528825.56731413829.6161643821.51850.33440.59760.01191
6615077121626518.38241511522.43111741514.33370.02140.98180.98731
6728656983021758.91432906762.9633136754.86560.003910.96041
6827881282627881.68182512885.73052742877.6330.003200.00591
6913915961422887.31631307891.3651537883.26750.296900.60661
7013663781403357.74341288361.79211518353.69470.26430.57940.7141
719462951002543.3954887547.44411117539.34670.168900.74150.9866
72859626897028.468782032.51671012024.41930.26190.20050.78440.6608


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
490.0831-0.065501940978267.405200
500.06090.03920.05241295386525.05381618182396.229540226.6379
510.05090.05620.05373815736846.9752350700546.47848484.0236
520.0362-0.09310.063520682843116.00666933736188.860283269.059
530.0334-0.00790.0524174217776.94775581832506.477774711.6625
540.03780.0130.0458365753627.92984712486026.719768647.5493
550.0174-0.09050.052284363178834.848616091156427.881126850.9221
560.02280.13090.062103230395423.0126983561302.2721164266.7383
570.04250.070.06298466100905.062724926065702.5821157879.9091
580.04140.01470.0581391835864.618722472642718.7858149908.7813
590.06080.0490.05732026888978.191920613937833.2773143575.5475
600.0720.09590.06055540485078.347719357816770.3665139132.3714
610.09060.05550.06011290656090.305417968035179.5925134044.8999
620.0683-0.01410.0568145816541.464816695019562.5834129209.2085
630.0515-0.05860.05694461048407.885615879421485.6036126013.5766
640.0359-0.07210.057913859948524.063615753204425.5073125511.7701
650.0384-0.01640.0554629586747.063714863579856.1871121916.2822
660.0361-0.0730.056414114956499.312614821989669.6941121745.594
670.0194-0.05160.056224355008964.311815323727527.3055123789.0445
680.02230.0610.056425678882505.680715841485276.2243125862.9623
690.0412-0.0220.0548979146472.98315133754857.0223123019.3272
700.0418-0.02640.05351367501420.671914508016064.4609120449.2261
710.0585-0.05610.05363163881982.65514014792843.5129118384.0903
720.0654-0.04170.05311398944611.016713489132500.4922116142.7247