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-------
201113.5115.1697108.7962121.54310.303810.83521
202109.5114.117107.5244120.70960.08490.57280.79040.9999
203110112.0822105.1313119.03310.27860.76670.90180.998
204114.2108.8029100.5589117.04690.09970.3880.90050.9496
205106.9107.381898.887115.87660.45570.05780.81480.897
206109.2109.8199100.8272118.81260.44630.73770.70110.9578
207124.2118.9041109.2587128.54940.14090.97570.60450.9997
208104.7110.899100.9443120.85380.11110.00440.55470.9618
209111.9110.7299100.3061121.15360.41290.87160.88670.9516
210119116.6465105.7733127.51960.33570.80390.55350.9961
211102.9103.835892.6279115.04360.4350.0040.8060.6325
212106.3104.210292.5932115.82720.36220.58750.65160.6516


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPEsMAPESq.EMSERMSEScaledEMASE
2010.0282-0.01470.01470.01462.787800-0.21210.2121
2020.0295-0.04220.02840.027921.31712.05243.4717-0.58650.3993
2030.0316-0.01890.02530.02494.33569.48013.079-0.26450.3543
2040.03870.04730.03080.030829.128614.39223.79370.68550.4371
2050.0404-0.00450.02550.02550.232111.56023.4-0.06120.362
2060.0418-0.00570.02220.02220.38439.69753.1141-0.07870.3148
2070.04140.04260.02510.025328.04712.31893.50980.67270.3659
2080.0458-0.05920.02940.029338.427915.58253.9475-0.78740.4186
2090.0480.01050.02730.02721.369214.00333.74210.14860.3886
2100.04760.01980.02650.02655.539113.15693.62720.29890.3796
2110.0551-0.00910.02490.02490.875712.04043.4699-0.11890.3559
2120.05690.01970.02450.02454.367211.40093.37650.26540.3484