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[46])
34111.85-------
35112.12-------
36112.15-------
37112.17-------
38112.67-------
39112.8-------
40113.44-------
41113.53-------
42114.53-------
43114.51-------
44115.05-------
45116.67-------
46117.07-------
47116.92117.2815116.6743117.88880.12160.752610.7526
48117117.4988116.64118.35750.12750.906710.8361
49117.02117.4257116.3739118.47740.22480.786210.7463
50117.35117.8376116.6231119.05210.21570.906510.8923
51117.36117.9255116.5677119.28340.20710.79710.8916
52117.82118.4807116.9933119.96810.1920.930110.9685
53117.88118.5463116.9397120.15280.20820.812210.9641
54118.24119.2075117.49120.92510.13480.935110.9926
55118.5119.3142117.4925121.13590.19050.876110.9921
56118.8119.7919117.8717121.71210.15570.906410.9973
57119.76121.4737119.4597123.48760.04770.995411
58120.09121.7488119.6452123.85230.06110.968111


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
470.0026-0.003100.130700
480.0037-0.00420.00370.24880.18970.4356
490.0046-0.00350.00360.16460.18130.4258
500.0053-0.00410.00370.23770.19540.4421
510.0059-0.00480.00390.31980.22030.4694
520.0064-0.00560.00420.43650.25640.5063
530.0069-0.00560.00440.44390.28310.5321
540.0074-0.00810.00490.93610.36480.604
550.0078-0.00680.00510.66290.39790.6308
560.0082-0.00830.00540.98390.45650.6756
570.0085-0.01410.00622.93660.6820.8258
580.0088-0.01360.00682.75150.85440.9243