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])
48595454-------
49590865-------
50589379-------
51584428-------
52573100-------
53567456-------
54569028-------
55620735-------
56628884-------
57628232-------
58612117-------
59595404-------
60597141-------
61593408596951.9924613545.0228580980.48030.66820.50930.22750.5093
62590072595214.839618772.2487572894.16320.67420.4370.30420.5672
63579799589508.305618146.271562693.93520.76110.51640.35520.7115
64574205578587.9247610960.7399548566.60290.61260.53150.36010.8871
65572775571972.1002607744.1355539079.84480.51910.55290.39390.9332
66572942575033.4072614681.0928538875.65120.54510.45130.37240.8846
67619567631103.0533680167.7823586853.96650.69530.0050.3230.0662
68625809642522.747696530.639594200.60930.75110.17590.29010.0328
69619916642348.9524699812.4888591280.42380.80540.26280.2940.0414
70587625629649.4425688717.4566577437.62130.94270.35740.25520.1112
71565742611665.4083671294.5696559196.12320.95690.18460.27180.2937
72557274613942.9436676741.8591559009.26150.97840.04270.27440.2744


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
61-0.0137-0.00595e-0412559882.43191046656.86931023.0625
62-0.0191-0.00867e-0426448792.97732204066.08141484.6097
63-0.0232-0.01650.001494270603.03337855883.58612802.8349
64-0.0265-0.00766e-0419210028.9581600835.74651265.2414
65-0.02930.00141e-04644648.049353720.6708231.7772
66-0.0321-0.00363e-044373984.1398364498.6783603.7373
67-0.0358-0.01830.0015133080525.926511090043.82723330.1717
68-0.0384-0.0260.0022279349337.563323279111.46364824.8432
69-0.0406-0.03490.0029503237354.102241936446.17526475.8356
70-0.0423-0.06670.00561766053771.2168147171147.601412131.4116
71-0.0438-0.07510.00632108959426.4778175746618.873213256.9461
72-0.0457-0.09230.00773211369172.2311267614097.685916358.9149