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[48])
360.011798579-------
370.008997058-------
380.008803914-------
390.007974159-------
400.008460945-------
410.009917747-------
420.009604284-------
430.011028851-------
440.011162991-------
450.010420855-------
460.009897095-------
470.010715298-------
480.012461041-------
490.00880.00860.00760.00970.416900.24890
500.00940.0090.00790.010.21650.65480.620
510.00880.00830.00720.00940.15910.0260.70230
520.00920.00890.00780.010.27060.52770.76880
530.010.010.00890.01110.48190.90550.5560
540.00910.00960.00850.01080.21540.26510.50160
550.0110.01070.00950.01180.26930.99550.27480.0012
560.01080.01110.00990.01220.35210.50980.42550.0082
570.01060.01040.00920.01150.37020.22720.47972e-04
580.01060.00970.00850.01080.06810.06270.35940
590.01090.01090.00970.0120.46940.69050.59240.0031
600.0140.01190.01080.01312e-040.96340.19180.1918


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
490.05990.01260.001000
500.05910.04640.0039001e-04
510.06870.06860.0057002e-04
520.06470.03960.0033001e-04
530.0582-0.00262e-04000
540.0608-0.04790.004001e-04
550.05490.03370.0028001e-04
560.0531-0.02010.0017001e-04
570.05650.01870.0016001e-04
580.06060.09030.0075003e-04
590.05410.00423e-04000
600.04910.17270.0144006e-04