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[48])
360.70196-------
370.69215-------
380.6769-------
390.67124-------
400.66532-------
410.67157-------
420.66428-------
430.66576-------
440.66942-------
450.6813-------
460.69144-------
470.69862-------
480.695-------
490.69870.6950.67830.71170.33370.50.63070.5
500.68970.6950.67130.71870.32980.38060.93310.5
510.69230.6950.6660.7240.42840.64050.94590.5
520.68290.6950.66150.72850.23980.56210.95890.5
530.6840.6950.65760.73240.28210.73640.89010.5
540.6690.6950.6540.7360.10650.70070.92910.5
550.68760.6950.65070.73930.37090.87560.90220.5
560.68530.6950.64770.74230.34350.6210.85520.5
570.67760.6950.64480.74520.24850.6480.70360.5
580.68140.6950.64210.74790.30680.74040.55240.5
590.67930.6950.63950.75050.290.68490.44910.5
600.67920.6950.6370.7530.29680.70190.50.5


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
490.01230.00530000
500.0174-0.00770.0065000.0046
510.0213-0.00380.0056000.004
520.0246-0.01740.00851e-0400.007
530.0275-0.01580.011e-041e-040.0079
540.0301-0.03750.01467e-042e-040.0129
550.0325-0.01070.0141e-041e-040.0122
560.0347-0.0140.0141e-041e-040.012
570.0369-0.0250.01523e-042e-040.0127
580.0388-0.01960.01572e-042e-040.0128
590.0407-0.02250.01632e-042e-040.0131
600.0426-0.02270.01682e-042e-040.0133