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])
481-------
491.01-------
501.02-------
511.03-------
521.06-------
531.12-------
541.12-------
551.13-------
561.13-------
571.13-------
581.17-------
591.14-------
601.08-------
611.071.07351.01421.13270.45440.41440.98210.4144
621.121.07770.98371.17160.18860.56360.88550.4806
631.141.0750.96121.18870.13120.21890.78070.4654
641.211.07670.94321.21020.02510.17630.59690.4807
651.21.07560.92661.22450.05080.03850.27950.4768
661.231.07630.91241.24020.03310.06960.30070.4824
671.291.07580.89871.25290.00890.0440.27440.4816
681.311.07610.88651.26580.00780.01360.28890.4841
691.371.07590.87471.27720.00210.01130.29930.4843
701.351.07610.86371.28840.00570.00330.1930.4855
711.261.0760.85321.29880.05280.0080.28670.4859
721.261.0760.84321.30890.06080.06080.48670.4867


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.0282-0.00323e-04000.001
620.04450.03930.00330.00181e-040.0122
630.0540.06050.0050.00424e-040.0188
640.06320.12380.01030.01780.00150.0385
650.07070.11570.00960.01550.00130.0359
660.07770.14280.01190.02360.0020.0444
670.0840.19910.01660.04590.00380.0618
680.08990.21730.01810.05470.00460.0675
690.09540.27330.02280.08650.00720.0849
700.10070.25460.02120.0750.00630.0791
710.10570.1710.01430.03390.00280.0531
720.11040.1710.01420.03380.00280.0531