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[97])
85105.85-------
86106.23-------
87104.86-------
88107.44-------
89108.23-------
90108.45-------
91109.39-------
92110.15-------
93109.13-------
94110.28-------
95110.17-------
96109.99-------
97109.26-------
98109.11109.2354108.5771109.89360.35450.470810.4708
99107.06107.8142106.8367108.79180.06520.004710.0019
100109.53109.9922108.754111.23040.2322110.8768
101108.92110.2785108.8144111.74270.03450.84180.99690.9136
102109.24110.6173108.9519112.28280.05250.97710.99460.9449
103109.12110.9435109.0954112.79150.02660.96460.95030.9629
104109111.2197109.2039113.23560.01550.97940.85090.9716
105107.23110.1565107.9849112.3280.00410.85170.82290.7908
106109.49111.6485109.3313113.96580.03390.99990.87650.9783
107109.04111.5266109.072113.98130.02350.9480.86060.9648
108109.02111.5158108.931114.10070.02920.96980.87640.9564
109109.23111.5103108.8015114.21910.04950.96420.94830.9483


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
980.0031-0.00111e-040.01570.00130.0362
990.0046-0.0076e-040.56890.04740.2177
1000.0057-0.00424e-040.21360.01780.1334
1010.0068-0.01230.0011.84570.15380.3922
1020.0077-0.01250.0011.89710.15810.3976
1030.0085-0.01640.00143.3250.27710.5264
1040.0092-0.020.00174.92720.41060.6408
1050.0101-0.02660.00228.56420.71370.8448
1060.0106-0.01930.00164.65930.38830.6231
1070.0112-0.02230.00196.18320.51530.7178
1080.0118-0.02240.00196.22920.51910.7205
1090.0124-0.02040.00175.19990.43330.6583