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-------
61683118659591.321484239.9489834942.6930.39630.01630.63740.0163
62847224904389.3695724415.47571084363.26340.26680.9920.29560.7201
6310732561133014.7719950740.43281315289.11090.26020.99890.38430.9988
6415143261516449.19871334131.16221698767.23530.490910.89351
6515037341613744.32521431351.05411796137.59640.11860.85730.30391
6615077121519696.71261337303.44381702089.98140.44880.56810.60321
6728656982973630.55422791234.34583156026.76250.123110.72221
6827881282672122.41452489726.1472854518.6820.10630.01880.13291
6913915961381618.73641199224.14131564013.33150.457300.39241
7013663781355061.0151172667.44511537454.5850.45160.34730.43541
71946295956091.423773752.85721138429.98890.458100.46390.871
72859626858283.2063676052.99291040513.41980.49420.17190.53190.5319


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.13560.03570553504626.879900
620.1015-0.06320.04943267879475.0851910692050.982443711.4636
630.0821-0.05270.05053571110817.40932464164973.124749640.3563
640.0613-0.00140.03834507972.8621849250723.05943002.9153
650.0577-0.06820.044212102271651.64813899854908.776962448.8183
660.0612-0.00790.0382143633336.68533273817980.094957217.2874
670.0313-0.03630.037911649436252.28034470334876.121466860.5629
680.03480.04340.038613457295871.8835593705000.591674791.0757
690.06740.00720.035199545789.08884983242865.980270592.0878
700.06870.00840.0324128074148.42784497725994.224967065.0877
710.0973-0.01020.030495969904.36024097566349.691864012.2359
720.10830.00160.0281803094.83963756252745.120861288.2758