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-------
9783.1384.416283.075185.75720.03010.58460.02650.5846
9883.7984.758182.94986.56720.14710.96110.110.7015
9983.784.641282.65986.62330.1760.80.07740.6432
10083.7684.480382.28186.67950.26050.75660.18410.5743
10183.4784.538382.071687.00490.1980.73190.12760.5844
10283.7884.546581.852287.24080.28860.78320.17340.5797
10384.8384.553581.655687.45130.42580.69960.07140.576
10484.4384.463781.358987.56840.49150.40860.2730.5487
10584.984.379281.069987.68840.37890.4880.61850.5258
10685.3684.449280.944787.95380.30530.40050.28780.5399
10785.4984.428880.734588.12320.28670.31060.31250.5336
10885.2984.362180.481188.24310.31970.28450.51860.5186


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.0081-0.015201.654200
980.0109-0.01140.01330.93721.29571.1383
990.0119-0.01110.01260.88581.15911.0766
1000.0133-0.00850.01160.51880.9990.9995
1010.0149-0.01260.01181.14121.02741.0136
1020.0163-0.00910.01130.58750.95410.9768
1030.01750.00330.01020.07650.82870.9104
1040.0188-4e-040.0090.00110.72530.8516
1050.020.00620.00860.27120.67480.8215
1060.02120.01080.00890.82950.69030.8308
1070.02230.01260.00921.12610.72990.8544
1080.02350.0110.00930.8610.74080.8607