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[93])
81100.51-------
82101-------
83100.88-------
84100.55-------
85100.83-------
86101.51-------
87102.16-------
88102.39-------
89102.54-------
90102.85-------
91103.47-------
92103.57-------
93103.69-------
94103.5103.6862103.1736104.20130.23940.494210.4942
95103.47103.744103.0194104.47360.23090.743910.5576
96103.45103.654102.7681104.54760.32720.656810.4686
97103.48103.9087102.8838104.94370.20850.807510.6606
98103.93104.283103.1342105.44460.27570.912310.8415
99103.89104.5247103.2644105.80040.16470.81960.99990.9002
100104.4104.7675103.404106.1490.3010.89340.99960.9368
101104.79104.9599103.5005106.440.4110.77080.99930.9537
102104.77105.0368103.4885106.60820.36970.62090.99680.9535
103105.13105.2899103.6547106.95080.42520.73020.98410.9705
104105.26105.3176103.603107.06060.47420.58350.97530.9664
105104.96105.5081103.7147107.33250.2780.60510.97460.9746


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
940.0025-0.00181e-040.03470.00290.0537
950.0036-0.00262e-040.07510.00630.0791
960.0044-0.0022e-040.04160.00350.0589
970.0051-0.00413e-040.18370.01530.1237
980.0057-0.00343e-040.12460.01040.1019
990.0062-0.00615e-040.40280.03360.1832
1000.0067-0.00353e-040.13510.01130.1061
1010.0072-0.00161e-040.02890.00240.0491
1020.0076-0.00252e-040.07120.00590.077
1030.008-0.00151e-040.02560.00210.0462
1040.0084-5e-0400.00333e-040.0166
1050.0088-0.00524e-040.30040.0250.1582