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])
59964526-------
60850851-------
616831181289323.0767351310.02862227336.12490.10260.82020.82020.8202
628472241361636.5646132559.84662590713.28260.2060.86040.86040.7923
6310732561529015.8372280694.04012777337.63430.23710.85780.85780.8565
6415143261679458.2022404276.64922954639.75520.39980.82430.82430.8986
6515037341637442.771358330.25582916555.28620.41880.57480.57480.886
6615077121559736.5405249049.04412870424.03680.4690.53340.53340.8554
6728656981519425.8609195991.79342842859.92850.02310.50690.50690.839
6827881281425929.525396550.31392755308.73670.02230.01690.01690.8017
6913915961396353.037365842.9022726863.17260.49720.02020.02020.7892
7013663781402888.440769505.93782736270.94370.47860.50660.50660.7915
719462951417624.022979878.04472755370.00110.24490.52990.52990.7968
728596261445196.5517103169.86052787223.2430.19620.76690.76690.8073


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.3712-0.47020367484595046.60700
620.4605-0.37780.424264620286598.952316052440822.779562185.415
630.4165-0.29810.382207717029184.871279940636943.477529094.1664
640.3874-0.09830.311127268644205.761216772638759.048465588.4865
650.3986-0.08170.265217878035442.2656176993718095.691420706.2135
660.4287-0.03340.22662706552812.5309147945857215.165384637.3061
670.44440.8860.32081812448672447.39385731973676.912621073.2434
680.47570.95530.40011855584684407569463562518.173754628.0955
690.4861-0.00340.35622629403.5093506192347727.655711471.9585
700.4849-0.0260.3231333012280.636455706414182.953675060.3041
710.4815-0.33250.3239222151047801.858434474108148.308659146.4998
720.4738-0.40520.3307342892871047.593426842338389.915653331.7216