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[84])
83132.63-------
84130.26-------
85129130.5791133.9508127.31680.82860.4240.4240.424
86131.65130.4363135.7168125.41990.68230.28730.28730.4725
87134.21130.7171137.2589124.57480.86750.6170.6170.442
88138.63130.8152138.6101123.58070.98290.82110.82110.4402
89138.1130.3074139.0217122.29010.97160.97910.97910.4954
90140.51130.3157140.094121.40640.98750.95660.95660.4951
91144.36130.3276141.2188120.50350.99740.97890.97890.4946
92145.57130.2981142.157119.69370.99760.99530.99530.4972
93148.7130.3761143.191119.01290.99920.99560.99560.492
94147.86130.3017143.9883118.25920.99790.99860.99860.4973
95143.16130.2744144.7955117.59080.97680.99670.99670.4991
96141.96130.2947145.6513116.9780.9570.97090.97090.498


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
85-0.0127-0.01210.0012.49340.20780.4558
86-0.01960.00938e-041.4730.12270.3504
87-0.0240.02670.002212.20051.01671.0083
88-0.02820.05970.00561.07135.08932.2559
89-0.03140.05980.00560.72415.06032.2495
90-0.03490.07820.0065103.92368.66032.9428
91-0.03850.10770.009196.90816.4094.0508
92-0.04150.11720.0098233.232319.4364.4086
93-0.04450.14050.0117335.766527.98055.2897
94-0.04720.13480.0112308.294325.69125.0686
95-0.04970.09890.0082166.039713.83663.7198
96-0.05210.08950.0075136.079811.343.3675