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[97])
8555.04-------
8658.34-------
8761.92-------
8867.65-------
8967.68-------
9070.3-------
9175.26-------
9271.44-------
9376.36-------
9481.71-------
9592.6-------
9690.6-------
9792.23-------
9894.0992.302671.8782122.85150.45430.50190.98530.5019
99102.7992.302664.9284141.490.3380.47160.8870.5012
100109.6592.302660.3106158.59750.3040.37830.7670.5009
101124.0592.302656.8058175.46360.22720.34130.71920.5007
102132.6992.302653.9723192.60870.2150.26750.66640.5006
103135.8192.302651.5929210.33720.2350.25120.61140.5005
104116.0792.302649.5432228.87090.36650.26620.61770.5004
105101.4292.302647.7446248.39730.45440.38270.57930.5004
10675.7392.302646.144269.09150.42710.45970.54670.5003
10755.4892.302644.7038291.12820.35830.56490.49880.5003
10843.892.302643.3961314.68960.33450.62720.5060.5003
10945.2992.302642.1999339.9710.35490.64950.50020.5002


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
980.16890.019403.194900
990.27190.11360.0665109.98656.59047.5227
1000.36640.18790.107300.933138.037911.749
1010.45970.34390.16621007.8987355.503118.8548
1020.55440.43760.22051631.1437610.631224.711
1030.65240.47140.26231892.8956824.34228.7114
1040.75490.25750.2616564.8903787.277428.0585
1050.86280.09880.241383.1274699.258726.4435
1060.9772-0.17950.2344274.6504652.0825.5359
1071.099-0.39890.25091355.9024722.462226.8787
1081.2292-0.52550.27582352.5002870.647529.5067
1091.369-0.50930.29532210.1827982.275431.3413