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])
87621.764-------
88570.214-------
89547.034-------
90511.873-------
91553.87-------
92517.058504.4447488.0092520.88020.0663000
93505.702472.953442.3768503.52920.01790.002300
94479.06432.4026385.9305478.87460.02450.0014e-040
95526.638465.8805401.7408530.02020.03170.34360.00360.0036
96508.06409.1033320.3568497.84980.01440.00470.00867e-04
97532.394370.2818254.0564486.50730.00310.01010.01120.001
98532.115322.4021176.1976468.60670.00250.00240.01790.001
99587.896348.5508170.0836527.01790.00430.02190.02520.0121
100565.71284.444367.1776501.71090.00560.00310.02180.0075
101572.708238.2935-21.2962497.88320.00580.00670.01320.0086
102544.417183.0845-121.9316488.10060.01010.00610.01250.0086
103597.16201.9038-151.3702555.17790.01420.02870.01610.0254


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
920.01660.0250159.095200
930.0330.06920.04711072.4985615.796924.8153
940.05480.10790.06742176.91561136.169833.7071
950.07020.13040.08313691.47351774.995742.1307
960.11070.24190.11499792.42943378.482458.1247
970.16010.43780.168726280.35287195.460884.8261
980.23140.65050.237543979.488812450.322111.581
990.26120.68670.293757286.144418054.7998134.3682
1000.38970.98880.370979110.420124838.7576157.6032
1010.55581.40340.4742111833.058933538.1877183.1343
1020.851.97360.6105130561.183842358.4601205.8117
1030.89271.95760.7227156227.446851847.5423227.7006