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[200])
18892.2-------
189112-------
190111.4-------
191107.5-------
192103.4-------
193103.5-------
194107.4-------
195117.6-------
196110.2-------
197104.3-------
198115.9-------
19998.9-------
200101.9-------
201113.5115.7154108.4277123.33940.28450.99980.83030.9998
202109.5116.097108.6897123.85060.04770.74420.88250.9998
203110112.4997104.9385120.43410.26850.77060.89160.9956
204114.2109.4021100.7389118.57380.15260.44920.90020.9456
205106.9108.113399.3011117.45870.39960.10090.83340.9037
206109.2109.4675100.1658119.35770.47890.69460.6590.9332
207124.2120.6899110.0517132.02790.2720.97650.70340.9994
208104.7111.4765101.1226122.55050.11520.01220.58940.955
209111.9111.5129100.7553123.04990.47380.87650.88980.9488
210119118.1402106.4752130.67160.44650.83550.6370.9945
211102.9103.92492.9728115.74770.43260.00620.79750.6314
212106.3103.493992.2314115.68560.3260.5380.60110.6011


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPEsMAPESq.EMSERMSEScaledEMASE
2010.0336-0.01950.01950.01934.908100-0.28140.2814
2020.0341-0.06020.03990.038943.520324.21424.9208-0.8380.5597
2030.036-0.02270.03420.03346.248318.22564.2691-0.31750.479
2040.04280.0420.03610.035823.019719.42414.40730.60940.5116
2050.0441-0.01130.03120.03091.47215.83373.9792-0.15410.4401
2060.0461-0.00240.02640.02620.071613.20673.6341-0.0340.3724
2070.04790.02830.02670.026512.320713.08013.61660.44590.3829
2080.0507-0.06470.03140.03145.920517.18514.1455-0.86080.4426
2090.05280.00350.02830.0280.149815.29233.91050.04920.3989
2100.05410.00720.02620.02590.739313.8373.71980.10920.3699
2110.058-0.010.02470.02441.048512.67443.5601-0.13010.3481
2120.06010.02640.02490.02467.87412.27443.50350.35640.3488