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-------
9783.1384.342783.040185.64540.0340.54360.01780.5436
9883.7984.694882.949686.44010.15480.96060.08980.6834
9983.784.531982.610586.45330.1980.77540.05710.6053
10083.7684.454382.29786.61160.26410.75340.17340.5665
10183.4784.378781.940886.81660.23250.69050.10040.5348
10283.7884.285481.610486.96040.35560.72490.12730.5045
10384.8384.409381.516487.30220.38780.66510.05870.5376
10484.4384.159481.043787.27520.43240.33660.21390.4723
10584.984.261980.927787.59610.35380.46070.59110.4981
10685.3684.519380.976488.06220.32090.41660.30330.5548
10785.4984.452480.706188.19860.29360.31740.31930.538
10885.2984.536180.590188.4820.3540.31780.55260.5526


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.0079-0.014401.470700
980.0105-0.01070.01250.81871.14471.0699
990.0116-0.00980.01160.69210.99390.9969
1000.013-0.00820.01080.4820.86590.9305
1010.0147-0.01080.01080.82570.85790.9262
1020.0162-0.0060.010.25540.75740.8703
1030.01750.0050.00930.1770.67450.8213
1040.01890.00320.00850.07320.59940.7742
1050.02020.00760.00840.40710.5780.7603
1060.02140.00990.00860.70680.59090.7687
1070.02260.01230.00891.07670.6350.7969
1080.02380.00890.00890.56840.62950.7934