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])
48872705-------
49628151-------
50953712-------
511160384-------
521400618-------
531661511-------
541495347-------
552918786-------
562775677-------
571407026-------
581370199-------
59964526-------
60850851-------
61683118662780.7141559792.8269774459.60250.36065e-040.72835e-04
62847224895916.4843774490.12521026181.34430.23190.99930.19230.7511
6310732561127731.9057989115.85121275434.60920.23490.99990.33240.9999
6415143261537195.89091374590.58431708888.7910.39710.94051
6515037341593244.26951427519.15941768068.24150.15780.81190.2221
6615077121525205.77711363148.78081696362.47730.42060.59710.63381
6728656982976622.87432748413.13863213933.05720.179810.68361
6827881282656399.83442441064.88612880835.35480.1250.03380.14881
6913915961382902.42831228801.78491546103.53290.458400.3861
7013663781356295.06441203728.05021517962.54260.45140.33430.43311
71946295956242.126828892.17841092688.69790.443200.45260.935
72859626860500.1436739941.8493990152.78770.49470.09730.5580.558


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.0860.03070413605199.471200
620.0742-0.05430.04252370958027.12011392281613.295637313.29
630.0668-0.04830.04442967624306.33041917395844.307243788.0788
640.057-0.01490.0371523031908.86981568804860.447939608.1413
650.056-0.05620.04098012088337.62222857461555.882753455.2295
660.0573-0.01150.036306032236.71682432223336.021749317.5763
670.0407-0.03730.036212304327738.09173842523964.888961988.0953
680.04310.04960.037817352309609.31415531247170.44274372.3549
690.06020.00630.034375578188.75714925061728.032670178.784
700.06080.00740.0316101665591.27134442722114.356566653.7479
710.0728-0.01040.029798945315.25744047833314.438463622.5849
720.0769-0.0010.0273764127.1023710577548.82760914.5102