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[91])
8716.021-------
8817.952-------
8915.954-------
9017.762-------
9116.61-------
9217.75118.107716.249719.96570.35340.94290.56520.9429
9315.45815.544113.538417.54980.46650.01550.34440.1488
9418.10617.766415.709819.82290.37310.98610.50170.8648
9515.9916.879714.792418.96710.20170.12480.60.6
9615.34918.193315.921520.46510.00710.97130.64860.914
9713.18515.458113.128517.78770.02790.53660.50.1662
9815.40917.78715.421820.15220.02440.99990.39580.8353
9916.00716.9714.577719.36230.21510.89950.7890.616
10016.63318.232215.774720.68970.10110.9620.98930.9021
10114.815.449312.962417.93620.30440.17540.96280.1802
10215.97417.806115.296420.31590.07620.99060.96940.8249
10315.69317.007114.478919.53520.15420.78840.78090.6209


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
920.0524-0.019700.127200
930.0658-0.00550.01260.00740.06730.2595
940.05910.01910.01480.11540.08330.2887
950.0631-0.05270.02430.79160.26040.5103
960.0637-0.15630.05078.09021.82641.3514
970.0769-0.1470.06675.1672.38311.5437
980.0678-0.13370.07635.65492.85051.6884
990.0719-0.05670.07390.92732.61011.6156
1000.0688-0.08770.07542.55762.60431.6138
1010.0821-0.0420.07210.42162.3861.5447
1020.0719-0.10290.07493.35672.47431.573
1030.0758-0.07730.07511.72682.4121.5531