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[96])
8485.65-------
8585.74-------
8685.89-------
8786.08-------
8885.49-------
8985.97-------
9085.84-------
9186.72-------
9285.42-------
9383.87-------
9485.45-------
9585.35-------
9684.27-------
9783.1384.414183.067385.7610.03080.58310.02680.5831
9883.7984.776882.960486.59320.14350.96220.11480.7078
9983.784.714582.730686.69850.15810.81950.08870.6697
10083.7684.559282.388586.72990.23530.78110.20030.603
10183.4784.63682.242687.02930.16980.76340.13730.6178
10283.7884.65582.073187.2370.25330.81580.18420.615
10384.8384.715981.97187.46090.46750.7480.07620.6249
10484.4384.596381.692387.50030.45530.43730.28910.5872
10584.984.46981.41187.52710.39120.510.64950.5508
10685.3684.606581.403687.80930.32240.42870.30290.5816
10785.4984.595981.255387.93650.29990.3270.32910.5758
10885.2984.50381.029587.97650.32850.28880.55230.5523


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.0081-0.015201.64900
980.0109-0.01160.01340.97381.31141.1452
990.0119-0.0120.01291.02931.21741.1033
1000.0131-0.00950.01210.63871.07271.0357
1010.0144-0.01380.01241.35951.13011.063
1020.0156-0.01030.01210.76571.06931.0341
1030.01650.00130.01050.0130.91840.9583
1040.0175-0.0020.00950.02770.80710.8984
1050.01850.00510.0090.18570.7380.8591
1060.01930.00890.0090.56780.7210.8491
1070.02010.01060.00910.79930.72810.8533
1080.0210.00930.00910.61940.71910.848