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[60])
481.53-------
491.45-------
502.11-------
511.53-------
521.38-------
531.54-------
541.35-------
551.29-------
561.33-------
571.47-------
581.47-------
591.54-------
601.59-------
611.51.5631.44521.68080.14740.32660.96990.3266
6222.18152.0592.30410.001810.87371
631.511.5981.4711.7250.087300.85290.5491
641.41.42351.29221.55470.36310.09810.74180.0064
651.621.5951.45981.73020.35840.99760.78720.5287
661.441.40041.26141.53940.28830.0010.76140.0038
671.291.3711.22841.51350.13280.17130.86720.0013
681.281.35461.20861.50060.15820.80720.62958e-04
691.41.5181.36881.66730.06050.99910.7360.1723
701.391.51461.36231.66690.05440.92980.7170.1659
711.461.56721.4121.72250.08790.98740.63450.387
721.491.64871.49061.80690.02450.99040.76680.7668


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.0385-0.040300.00400
620.0287-0.08320.06180.0330.01850.1359
630.0406-0.05510.05950.00770.01490.122
640.047-0.01650.04886e-040.01130.1063
650.04330.01570.04216e-040.00920.0958
660.05060.02830.03980.00160.00790.0889
670.0531-0.05910.04260.00660.00770.0878
680.055-0.05510.04410.00560.00740.0863
690.0502-0.07780.04790.01390.00820.0903
700.0513-0.08230.05130.01550.00890.0943
710.0505-0.06840.05290.01150.00910.0956
720.0489-0.09630.05650.02520.01050.1023