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])
8493.77-------
8594.71-------
8694.62-------
8794.79-------
8894.88-------
8994.79-------
9093.43-------
9194.37-------
9294.62-------
9394.45-------
9494.37-------
9594.2-------
9692.66-------
9793.5193.542592.562694.54770.47480.95730.01140.9573
9893.693.524692.423494.65790.44810.51010.02910.9326
9993.693.578392.366494.82920.48650.48650.02880.9249
10093.7793.656292.341995.01640.43490.53230.03890.9244
10193.693.589392.184895.04630.49430.4040.05310.8944
10292.4192.214390.774993.70980.39880.03470.05560.2796
10393.693.144391.589794.76380.29060.81290.0690.7211
10493.3493.167291.535494.87070.42120.30930.04730.7203
10592.9293.105591.403594.88550.41910.39810.06940.6881
10692.0793.015291.247994.86690.15850.54010.07580.6465
10791.8992.819790.995194.73480.17070.77860.07890.5649
10890.2791.205689.394193.10790.16750.24040.0670.067
10991.7292.126590.047194.3250.35850.9510.10870.3172
11091.9892.109289.911894.44020.45670.62830.1050.3216
11191.8192.16189.848194.62220.38990.55730.12590.3455
11291.9892.236189.811894.82370.42310.62660.12270.3741
11391.392.171689.649394.87120.26340.55530.14990.3614
11489.9390.845688.313693.55920.25420.37140.12920.095
11590.8791.742589.058694.62920.27680.89080.10360.2667
11690.5391.764788.989894.75660.20930.72110.1510.2788
11790.2791.705188.848494.79260.18110.77220.22030.2722
11890.191.618188.684694.79570.17450.79720.39020.2602
11989.6891.429688.4394.68550.14610.78830.39080.2294
12087.8989.872286.916393.08140.1130.54670.4040.0443


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.0055-3e-0400.001100
980.00628e-046e-040.00570.00340.058
990.00682e-045e-045e-040.00240.049
1000.00740.00126e-040.01290.0050.071
1010.00791e-045e-041e-040.00410.0637
1020.00830.00218e-040.03830.00980.0988
1030.00890.00490.00140.20770.0380.195
1040.00930.00190.00140.02980.0370.1924
1050.0098-0.0020.00150.03440.03670.1916
1060.0102-0.01020.00240.89340.12240.3498
1070.0105-0.010.00310.86440.18980.4357
1080.0106-0.01030.00370.87540.2470.497
1090.0122-0.00440.00370.16520.24070.4906
1100.0129-0.00140.00360.01670.22470.474
1110.0136-0.00380.00360.12320.21790.4668
1120.0143-0.00280.00350.06560.20840.4565
1130.0149-0.00950.00390.75970.24080.4907
1140.0152-0.01010.00420.83830.2740.5235
1150.0161-0.00950.00450.76130.29970.5474
1160.0166-0.01350.00491.52440.36090.6008
1170.0172-0.01560.00552.05950.44180.6647
1180.0177-0.01660.0062.30450.52650.7256
1190.0182-0.01910.00653.0610.63670.7979
1200.0182-0.02210.00723.9290.77380.8797