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[60])
48516141-------
49528222-------
50532638-------
51536322-------
52536535-------
53523597-------
54536214-------
55586570-------
56596594-------
57580523-------
58564478-------
59557560-------
60575093-------
61580112585710.9778570111.4825601563.81080.24440.905410.9054
62574761588457.9236564865.9487612631.42990.13340.750710.8607
63563250588484.7557779.28620182.59250.05930.80190.99940.7962
64551531587614.724550191.4236626525.16590.03460.89010.9950.7359
65537034576853.9476533391.1439622375.18920.04320.86220.98910.5302
66544686586472.769536202.6462639469.47820.06110.96630.96850.6631
67600991641672.9443581972.0624704905.19260.10370.99870.95620.9805
68604378652612.1049585759.4752723845.23130.09220.92220.93840.9835
69586111639577.8219567224.7303717203.17570.08850.81290.9320.9483
70563668622976.5567545690.7798706482.99220.0820.80660.91510.8695
71548604613341.9345530888.4096703036.89530.07860.86110.88860.7984
72551174626906.2686537473.7063724719.81280.06460.94170.85040.8504


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.0138-0.0096031348552.042300
620.021-0.02330.0164187605716.4302109477134.236310463.1321
630.0275-0.04290.0252636790083.1442285248117.205616889.29
640.0338-0.06140.03431302035136.9868539444872.150923225.9526
650.0403-0.0690.04121585628229.4966748681543.6227362.0457
660.0461-0.07130.04621746134060.2392914923629.723230247.7045
670.0503-0.06340.04871655020590.10941020651766.921231947.641
680.0557-0.07390.05182326528874.28121183886405.341234407.6504
690.0619-0.08360.05542858701048.31821369976921.227637013.1993
700.0684-0.09520.05943517504893.32791584729718.437639808.6639
710.0746-0.10550.06364191000166.10671821663395.498442680.9489
720.0796-0.12080.06835735376501.56652147806154.337446344.4296