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])
48872705-------
49628151-------
50953712-------
511160384-------
521400618-------
531661511-------
541495347-------
552918786-------
562775677-------
571407026-------
581370199-------
59964526-------
60850851-------
61683118667161.6187484540.1038849783.13360.4320.02430.66230.0243
62847224914667.9334728572.00691100763.85990.23870.99260.34050.7493
6310732561141928.0414955149.02881328707.0540.23560.9990.42320.9989
6415143261525189.22041338484.96971711893.47110.454610.90451
6515037341623597.50461436868.83191810326.17730.10420.87430.34531
6615077121529043.39731342320.48161715766.3130.41140.60480.63821
6728656982982702.96482795978.38893169427.54070.109710.74891
6827881282682547.94342495824.61852869271.26830.13390.02730.16411
6913915961391359.42241204632.441578086.40480.49900.43471
7013663781364775.44361178063.4161551487.47120.49330.38910.47731
71946295965906.537779143.50831152669.56560.418500.50580.8864
72859626868068.0269681658.47791054477.57590.46460.20540.57180.5718


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.13970.02390254606104.238500
620.1038-0.07370.04884548684154.10742401645129.172949006.5825
630.0835-0.06010.05264715849263.83553173046507.393856329.8012
640.0625-0.00710.0412118009557.89472409287270.01949084.4911
650.0587-0.07380.047714367259729.28844800881761.872969288.3956
660.0623-0.0140.0421455028509.28634076572886.441863848.0453
670.0319-0.03920.041713690161779.37645449942728.289673823.7274
680.03550.03940.041411147148348.82246162093430.856278499.0027
690.06852e-040.036855968.96425477422601.757174009.6115
700.06980.00120.03332568186.95954929937160.277370213.5112
710.0987-0.02030.0321384612381.66284516725816.766967206.5906
720.1096-0.00970.030271267818.19224146270983.552464391.5443