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[96])
84112.98-------
85113.79-------
86111.36-------
87107.91-------
88106.69-------
89103.65-------
90101.22-------
91112.58-------
92114.6-------
93109.94-------
94106.9-------
95103.45-------
96104.26-------
97104.87105.07101.9549108.18510.44990.694800.6948
98103.04102.6498.2346107.04540.42940.16061e-040.2355
9910099.1993.7945104.58550.38430.0818e-040.0328
10099.3997.9791.7398104.20020.32750.26150.0030.0239
10195.1394.9387.9644101.89560.47760.10470.00710.0043
10296.9692.584.8695100.13050.1260.24970.01250.0013
103107.1103.8695.6182112.10180.22050.94960.01910.4621
104108.32105.8897.0691114.69090.29360.3930.02620.6407
105105.07101.2291.8746110.56540.20970.06820.03370.2619
106102.6498.1888.3291108.03090.18740.08520.04140.1132
107101.8394.7384.3983105.06170.0890.06670.0490.0353
108104.6795.5484.7489106.33110.04860.12660.05660.0566


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.0151-0.001900.0400
980.02190.00390.00290.160.10.3162
990.02780.00820.00470.65610.28540.5342
1000.03240.01450.00712.01640.71810.8474
1010.03740.00210.00610.040.58250.7632
1020.04210.04820.013119.89163.80071.9495
1030.04050.03120.015710.49764.75742.1811
1040.04250.0230.01665.95364.90692.2152
1050.04710.0380.01914.82256.00862.4513
1060.05120.04540.021619.89167.39692.7197
1070.05560.07490.026550.4111.30723.3626
1080.05760.09560.032283.356917.31144.1607