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[109])
9719.7-------
9815.6-------
9914.4-------
10013.7-------
10114.1-------
10215-------
10314.2-------
10413.6-------
10515.4-------
10614.8-------
10712.5-------
10816.2-------
10916.1-------
1101614.009912.615.41980.00280.00180.01350.0018
11115.813.083811.472314.69525e-042e-040.05471e-04
11215.212.738710.784714.69260.00680.00110.16744e-04
11315.712.845810.36415.32760.01210.03150.1610.0051
11418.914.864312.154317.57440.00180.27280.46090.1858
11517.412.83599.768715.90310.00181e-040.19170.0185
1161713.03769.647416.42770.0110.00580.37250.0383
11719.814.27610.657617.89450.00140.070.27130.1616
11817.713.16249.24817.07680.01154e-040.20610.0707
1191611.52217.369815.67440.01730.00180.32220.0154
12019.614.692110.322219.06210.01390.27870.24940.2639
12119.715.206710.596519.8170.0280.03090.35210.3521


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
1100.05130.142103.960500
1110.06280.20760.17487.37795.66922.381
1120.07830.19320.1816.05825.79892.4081
1130.09860.22220.19138.14636.38572.527
1140.0930.27150.207316.28668.36592.8924
1150.12190.35560.23220.830810.44343.2316
1160.13270.30390.242315.700711.19443.3458
1170.12930.38690.260430.514213.60943.6891
1180.15170.34470.269720.590214.3853.7928
1190.18390.38860.281620.051514.95173.8667
1200.15180.3340.286424.087115.78223.9727
1210.15470.29550.287220.189616.14954.0186