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])
1081.169-------
1092.429-------
1101.762-------
1112.846-------
1125.627-------
1135.749-------
1144.502-------
1155.72-------
1164.403-------
1172.867-------
1182.635-------
1192.059-------
1201.511-------
1212.3592.26461.52483.00440.40120.97710.33160.9771
1221.7411.81861.03282.60450.42320.08890.55620.7785
1232.9173.06932.28343.85510.35210.99950.71120.9999
1246.2495.48124.68146.28110.0310.36051
1255.765.84895.04916.64870.41380.16340.59671
1266.254.99324.19285.79360.0010.03020.88551
1275.1345.44154.63926.24370.22630.02410.24811
1284.8314.59393.79115.39680.28140.09370.67941
1293.6953.09222.28873.89570.070700.70860.9999
1302.4622.48951.68523.29380.47330.00170.36140.9914
1312.1462.09541.29062.90030.4510.1860.53540.9227
1321.5791.48770.68242.29310.41210.05460.47740.4774


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
1210.16670.041700.008900
1220.2205-0.04270.04220.0060.00750.0864
1230.1306-0.04960.04470.02320.01270.1127
1240.07440.14010.06850.58940.15690.3961
1250.0698-0.01520.05790.00790.12710.3565
1260.08180.25170.09021.57960.36920.6076
1270.0752-0.05650.08540.09450.32990.5744
1280.08920.05160.08110.05620.29570.5438
1290.13260.19490.09380.36340.30320.5507
1300.1648-0.0110.08558e-040.2730.5225
1310.1960.02410.07990.00260.24840.4984
1320.27620.06140.07840.00830.22840.4779