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-------
611.51.55681.4341.67960.18220.29820.95590.2982
6222.19182.06312.32060.001710.89361
631.511.61511.4811.74930.062300.89320.6432
641.41.41771.27861.55680.40150.09670.70230.0076
651.621.6151.47131.75860.47260.99830.84680.6333
661.441.38891.24111.53680.24920.00110.69710.0038
671.291.40581.25411.55750.06730.32930.93270.0087
681.281.38731.2321.54260.08780.89030.76520.0053
691.41.5141.35541.67270.07950.99810.70670.1739
701.391.50081.3391.66250.08980.88890.64530.1398
711.461.56321.39851.72790.10960.98040.60880.3749
721.491.62831.46091.79560.05270.97560.6730.673


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.0402-0.036500.003200
620.03-0.08750.0620.03680.020.1415
630.0424-0.06510.0630.01110.0170.1305
640.0501-0.01250.05043e-040.01280.1134
650.04540.00310.040900.01030.1014
660.05430.03680.04020.00260.0090.0949
670.0551-0.08240.04630.01340.00960.0982
680.0571-0.07740.05020.01150.00990.0993
690.0535-0.07530.05290.0130.01020.1011
700.055-0.07380.0550.01230.01040.1021
710.0537-0.0660.0560.01070.01040.1022
720.0524-0.08490.05840.01910.01120.1057