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-------
61683118650770.4083462051.4744839489.34230.36850.01890.59290.0189
62847224898957.4931710238.55911087676.4270.29550.98750.28480.6913
6310732561144812.0023956093.06841333530.93620.22870.9990.43580.9989
6415143261528767.10851340048.17451717486.04240.440410.90841
6515037341555733.71531367014.78131744452.64920.29460.66640.1361
6615077121555744.30961367025.37561744463.24350.30890.70550.73481
6728656982914054.04682725335.11283102772.98070.307810.48041
6827881282730538.2142541819.28012919257.1480.27490.08020.31961
6913915961426884.38791238165.4541615603.32190.35700.58171
7013663781381541.79121192822.85731570260.72510.43740.45840.54691
71946295981263.1376792544.20371169982.07150.358200.5690.9122
72859626888052.5919699333.6581076771.52590.38390.27260.65040.6504


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.1480.049701046366687.054300
620.1071-0.05750.05362676354305.8411861360496.447743143.4873
630.0841-0.06250.05665120261466.80332947660819.899554292.3643
640.063-0.00940.0448208545613.33262262882018.257847569.7595
650.0619-0.03340.04252703970386.26242351099691.858748488.1397
660.0619-0.03090.04062307102760.99182343766870.047648412.4661
670.033-0.01660.03722338307257.85972342986925.449348404.4102
680.03530.02110.03513316583447.31672464686490.682749645.609
690.0675-0.02470.0341245270321.7492329195805.245648261.7427
700.0697-0.0110.0317229940563.39822119270281.060946035.5328
710.0981-0.03560.0321222770646.71832037770314.302545141.6694
720.1084-0.0320.032808071129.62161935295382.245743991.9923