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[36])
3597.5-------
36107.7-------
37127.3119.4982106.8018133.70390.14090.94820.94820.9482
38117.2102.626690.4134116.48950.01972e-042e-040.2366
39119.8113.9339100.382129.31530.22740.33860.33860.7865
40116.2117.9352102.8648135.21350.4220.41620.41620.8772
41111102.878789.7326117.95080.14550.04160.04160.2653
42112.4114.557199.8179131.47280.40130.65990.65990.7866
43130.6115.048899.5668132.93810.04420.61420.61420.7896
44109.1104.159190.1439120.35320.27497e-047e-040.3341
45118.8115.8396100.2563133.8450.37360.76840.76840.8122
46123.9113.307297.6105131.52810.12730.27730.27730.7268
47101.6105.544590.886122.56720.32490.01730.01730.402
48112.8116.1436100.0224134.86310.36310.93610.93610.8117


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
370.06070.06530.005460.86785.07232.2522
380.06890.1420.0118212.384117.69874.207
390.06890.05150.004334.41092.86761.6934
400.0747-0.01470.00123.0110.25090.5009
410.07470.07890.006665.95495.49622.3444
420.0753-0.01880.00164.65320.38780.6227
430.07930.13520.0113241.840720.15344.4893
440.07930.04740.00424.41292.03441.4263
450.07930.02560.00218.7640.73030.8546
460.0820.09350.0078112.20739.35063.0579
470.0823-0.03740.003115.55931.29661.1387
480.0822-0.02880.002411.17940.93160.9652