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[40])
288.2-------
297.9-------
307.3-------
316.9-------
326.6-------
336.7-------
346.9-------
357-------
367.1-------
377.2-------
387.1-------
396.9-------
407-------
416.86.96826.65477.28160.14650.421100.4211
426.47.04596.46547.62640.01460.79680.19550.5616
436.76.86775.98847.7470.35420.85140.47130.3841
446.66.70185.67747.72630.42280.50140.57720.2842
456.46.70155.62717.77590.29120.57340.50110.293
466.36.66095.57097.75080.25820.68050.33360.271
476.26.64435.54957.73910.21320.73120.26210.2621
486.56.60925.50777.71070.42290.76670.19130.2434
496.86.61835.50867.7280.37420.58280.15210.2501
506.86.51815.40027.6360.31060.31060.15380.1991
516.46.45795.33227.58360.45980.27570.22070.1726
526.16.55815.42497.69130.21410.60780.22230.2223
535.86.77325.57777.96880.05530.86510.48250.355
546.17.01645.71238.32040.08420.96620.82290.5098
557.27.07545.61498.53580.43360.90470.69280.5403
567.37.04635.48578.60690.3750.42350.71240.5232
576.97.01575.40668.62480.4440.36450.77340.5076
586.17.00445.36848.64030.13930.54970.80060.5021
595.87.00385.34778.65990.07710.85760.82930.5018
606.27.00525.33078.67960.1730.92080.72280.5024
617.17.00565.31358.69760.45650.82460.59410.5026
627.77.00535.29638.71430.21280.45680.59310.5024
637.97.0055.27968.73040.15460.21490.7540.5023
647.77.00485.26348.74630.2170.15680.84570.5022
657.47.00485.24758.7620.32970.2190.91050.5021
667.57.00485.23198.77760.2920.33110.84140.5021
6787.00485.21648.79310.13770.29360.41530.5021
688.17.00485.20118.80840.1170.13970.37420.5021


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
410.023-0.024100.028300
420.042-0.09170.05790.41720.22270.4719
430.0653-0.02440.04670.02810.15790.3973
440.078-0.01520.03890.01040.1210.3478
450.0818-0.0450.04010.09090.1150.3391
460.0835-0.05420.04240.13020.11750.3428
470.0841-0.06690.04590.19740.12890.3591
480.085-0.01650.04220.01190.11430.3381
490.08550.02740.04060.0330.10530.3245
500.08750.04320.04090.07950.10270.3205
510.0889-0.0090.0380.00340.09370.306
520.0882-0.06990.04060.20990.10330.3215
530.0901-0.14370.04860.94720.16830.4102
540.0948-0.13060.05440.83970.21620.465
550.10530.01760.0520.01550.20280.4504
560.1130.0360.0510.06440.19420.4407
570.117-0.01650.04890.01340.18350.4284
580.1192-0.12910.05340.81790.21880.4677
590.1206-0.17190.05961.44920.28350.5325
600.122-0.11490.06240.64830.30180.5493
610.12320.01350.06010.00890.28780.5365
620.12450.09920.06180.48260.29670.5447
630.12570.12780.06470.80110.31860.5645
640.12680.09920.06610.48330.32550.5705
650.1280.05640.06580.15620.31870.5645
660.12910.07070.06590.24520.31590.562
670.13030.14210.06880.99050.34090.5838
680.13140.15640.07191.19950.37150.6095