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[120])
1082.205-------
1091.442-------
1102.238-------
1112.179-------
1123.218-------
1135.139-------
1144.99-------
1154.914-------
1166.084-------
1175.672-------
1183.548-------
1191.793-------
1202.086-------
1211.2621.59230.85952.32520.18850.09340.65620.0934
1221.7432.16881.39812.93940.13940.98950.43010.5834
1231.9642.2661.49413.0380.22160.90790.58750.6762
1243.2583.2492.46574.03230.4910.99930.53090.9982
1254.9664.74863.96515.53210.29330.99990.16441
1264.9445.21674.43186.00170.2480.73430.71431
1275.9075.32994.5436.11690.07530.83180.84991
1285.5615.64164.85366.42960.42060.25460.13561
1295.3215.6324.84286.42110.21990.570.46041
1303.5823.19672.40663.98680.169600.19170.9971
1311.7571.85061.05962.64160.408300.55680.2798
1321.8942.26151.46993.0530.18140.89420.6680.668


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
1210.2348-0.207400.109100
1220.1813-0.19630.20190.18130.14520.381
1230.1738-0.13330.1790.09120.12720.3567
1240.1230.00280.1351e-040.09540.3089
1250.08420.04580.11710.04730.08580.2929
1260.0768-0.05230.10630.07440.08390.2896
1270.07530.10830.10660.3330.11950.3457
1280.0713-0.01430.09510.00650.10540.3246
1290.0715-0.05520.09060.09670.10440.3231
1300.12610.12050.09360.14850.10880.3298
1310.2181-0.05060.08970.00880.09970.3158
1320.1786-0.16250.09580.1350.10260.3204