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[44])
3239.66-------
3339.66-------
3439.67-------
3539.56-------
3639.64-------
3739.73-------
3839.7-------
3939.7-------
4039.68-------
4139.76-------
4240-------
4339.96-------
4440.01-------
4540.0140.008339.844940.17170.49180.491810.4918
4640.0140.123439.859240.38770.20.80.99960.8
474040.333539.963540.70350.03860.956710.9567
4839.9140.435539.968740.90240.01370.96630.99960.963
4939.8640.442639.905340.97990.01680.9740.99530.9427
5039.7940.453839.847641.06010.01590.97260.99260.9243
5139.7940.434239.759741.10870.03060.96940.98360.8911
5239.840.448939.721341.17660.04020.9620.98080.8814
5339.6440.452439.672441.23250.02060.94940.95910.8668
5439.5540.513239.678841.34750.01180.97990.8860.8814
5539.3640.480839.601941.35970.00620.9810.87730.8531
5639.2840.738639.816341.6610.0010.99830.93920.9392


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
450.002100000
460.0034-0.00280.00140.01290.00640.0802
470.0047-0.00830.00370.11120.04140.2034
480.0059-0.0130.0060.27620.10010.3163
490.0068-0.01440.00770.33940.14790.3846
500.0076-0.01640.00920.44070.19670.4435
510.0085-0.01590.01010.41490.22790.4774
520.0092-0.0160.01090.42110.2520.502
530.0098-0.02010.01190.660.29740.5453
540.0105-0.02380.01310.92770.36040.6003
550.0111-0.02770.01441.25620.44180.6647
560.0116-0.03580.01622.12770.58230.7631