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[120])
1081.169-------
1092.429-------
1101.762-------
1112.846-------
1125.627-------
1135.749-------
1144.502-------
1155.72-------
1164.403-------
1172.867-------
1182.635-------
1192.059-------
1201.511-------
1212.3592.46962.12572.88940.302810.57511
1221.7411.68361.47111.93790.329200.27290.9084
1232.9173.16912.6933.76070.201810.85781
1246.2495.33934.41726.52820.066810.31761
1255.765.36934.43996.56840.26150.07520.26741
1266.254.9864.1396.07290.01130.08140.80861
1275.1345.38234.44946.58650.3430.07890.29131
1284.8314.15393.48145.00540.05950.0120.28321
1293.6953.1752.69633.77040.043500.84471
1302.4622.44952.10522.87080.476900.19411
1312.1462.0181.74892.34360.22050.00380.40260.9989
1321.5791.52861.33941.75390.330500.56070.5607


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPEsMAPESq.EMSERMSEScaledEMASE
1210.0867-0.04690.04690.04580.012200-0.11290.1129
1220.0770.03290.03990.03960.00330.00780.08810.05860.0857
1230.0952-0.08640.05540.0540.06350.02640.1623-0.25730.1429
1240.11360.14560.0780.07980.82760.22670.47610.92860.3393
1250.11390.06780.07590.07790.15260.21180.46030.39880.3512
1260.11120.20220.0970.10241.59770.44280.66541.29030.5077
1270.1141-0.04840.090.09450.06170.38840.6232-0.25350.4714
1280.10460.14020.09630.10150.45850.39710.63020.69120.4989
1290.09570.14070.10120.10710.27040.38310.61890.53080.5024
1300.08770.00510.09160.09692e-040.34480.58720.01270.4535
1310.08230.05960.08870.09370.01640.31490.56120.13060.4241
1320.07520.03190.0840.08860.00250.28890.53750.05150.3931