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[36])
241037735-------
251015407-------
261039210-------
271258049-------
281469445-------
291552346-------
301549144-------
311785895-------
321662335-------
331629440-------
341467430-------
351202209-------
361076982-------
3710393671052453.4334992260.75851112646.10840.3350.21220.88620.2122
3810634491076220.0205991096.12841161343.91250.38440.80190.80290.493
3913351351292853.6431188599.16641397108.11950.213310.74361
4014916021500008.30431379625.93531620390.67330.44560.99640.69061
4115919721584421.44321449830.08521719012.80110.45620.91180.67981
4216412481583838.55471436401.27131731275.8380.22270.45690.67771
4318988491823142.97771663892.63581982393.31960.17570.98740.67671
4417985801701337.70581531092.02961871583.38210.13150.01150.67331
4517624441666177.9151485605.18961846750.64040.1480.07530.6551
4616220441503000.37671312660.08141693340.67210.11010.00380.64291
4713689551238421.04641038790.52041438051.57240.11e-040.63890.9435
4812629731113383.0301904875.79811321890.26210.07980.00810.63390.6339
4911956501088854.4635850767.06381326941.86320.18970.07590.65810.5389
5012695301112621.0505848243.97841376998.12270.12240.26910.64230.6042
5114792791329254.67311040975.53291617533.81320.15390.65770.48410.9568
5216078191536409.33441226063.57711846755.09160.3260.64090.61140.9981
5317124661620822.47331289878.19491951766.75170.29360.53070.56780.9994
5417217661620239.58471269905.8271970573.34240.2850.30290.45320.9988
5519498431859544.00771490839.01972228248.99570.31560.7680.41721
5618213261737738.73591351535.42862123942.04320.33570.14090.37870.9996
5717578021702578.94511299636.49152105521.39870.39410.28180.38550.9988
5815903671539401.40681120387.98541958414.82820.40580.15350.34950.9847
5912606471274822.0765840331.71561709312.43740.47450.07730.33560.8139
6011492351149784.0602700349.41521599218.70510.4990.31440.31080.6246


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
370.0292-0.01240171254740.381500
380.0404-0.01190.0122163098963.4416167176851.911512929.6888
390.04110.03270.0191787713151.5693707355618.464126596.158
400.0409-0.00560.015770665952.0001548183201.848123413.3125
410.04330.00480.013557010908.2689449948743.132321211.9953
420.04750.03620.01733295844414.5629924264688.370730401.7218
430.04460.04150.02075731401819.32911610998564.221940137.2466
440.05110.05720.02539456063774.28262591631715.479550908.0712
450.05530.05780.02899267159118.51483333356982.483457735.2317
460.06460.07920.033914171384239.04194417159708.139366461.7161
470.08220.10540.040417039113040.32975564610011.065774596.3137
480.09550.13440.048322377159100.57566965655768.524883460.5042
490.11160.09810.052111405286610.33837307165833.279785481.962
500.12120.1410.058424620418422.36618543826732.500292432.8228
510.11060.11290.062122507298674.12269474724861.941797338.1984
520.10310.04650.06115099340343.78199201263329.556795923.2158
530.10420.05650.06088398535993.0099154044074.465695676.7687
540.11030.06270.060910307612996.04389218131236.775596011.0995
550.10120.04860.06038153908004.05239162119487.684995718.961
560.11340.04810.05976986830717.00169053355049.150795149.1201
570.12070.03240.05843049585793.10788767461275.053493634.7226
580.13890.03310.05722597491688.23238487008112.016192124.9592
590.1739-0.01110.0552200932793.45248126743967.730790148.4552
600.1994-5e-040.0529301467.067788142196.869488250.4515