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-------
61683118639704.778473336.113806073.44290.30450.00640.55410.0064
62847224933944.637765285.56171102603.71240.15680.99820.40920.8329
6310732561104260.7966934408.64021274112.95290.36030.99850.25860.9983
6415143261532252.07241362443.22871702060.91610.41810.93571
6515037341639808.15451468773.81181810842.49730.05950.92480.40181
6615077121511338.98411339451.90671683226.06140.48350.53460.57231
6728656982994139.53722822302.35123165976.72320.071510.8051
6827881282670704.16162498267.66692843140.65630.0910.01330.11641
6913915961359287.32461186276.86511532297.78420.357200.29431
7013663781357232.91311184244.32711530221.49910.45870.34850.44161
71946295974963.4534801750.19491148176.7120.372800.5470.9199
72859626845335.5489671788.71591018882.38180.43590.12710.47520.4752


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
610.13270.067901884707847.828200
620.0921-0.09290.08047520468887.8514702588367.839668575.421
630.0785-0.02810.0629961297410.29573455491381.991658783.4278
640.0565-0.01170.0501321344071.96362671954554.484651690.9523
650.0532-0.0830.056718516175529.54075840798749.495876425.1186
660.058-0.00240.047613155013.31434869524793.465669781.9804
670.0293-0.04290.04716497228480.89396530625320.241180812.2845
680.03290.0440.046613788357821.31267437841882.87586242.9237
690.06490.02380.04411043850505.26986727398396.474482020.7193
700.0650.00670.040383632614.89626063021818.316677865.4084
710.0906-0.02940.0393821880222.33855586554400.500474743.2566
720.10470.01690.0375204216993.1335138026283.219871680.0271