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[44])
321.5-------
331.45-------
341.38-------
351.38-------
361.27-------
371.31-------
381.29-------
391.32-------
401.48-------
411.39-------
421.45-------
431.44-------
441.44-------
451.421.35871.16061.55690.27230.21070.18330.2107
461.391.21240.91181.5130.12350.0880.13730.0689
471.41.1420.80841.47570.06480.07260.08110.04
481.391.02940.6631.39570.02680.02370.0990.014
491.31.12850.73331.52370.19760.09740.18410.0612
501.321.18420.74121.62720.2740.30430.31990.1289
511.351.24440.74951.73930.33790.38230.38230.2193
521.511.36920.82541.9130.30590.52760.34480.3993
531.371.20770.63141.78410.29050.1520.26770.2148
541.251.2180.61991.81610.45820.30920.22350.2335
551.151.21730.60161.83290.41520.45850.23910.2391
561.091.27610.63821.9140.28370.65080.30730.3073
571.091.2550.5032.00710.33360.66640.33360.3149
581.061.12350.24831.99860.44350.52990.27530.2392
591.021.01280.06711.95860.49410.46110.21120.188
601.010.8387-0.16551.84280.3690.36170.14090.1202
6110.9039-0.1461.95370.42880.42150.22980.1584
6210.9784-0.12962.08640.48480.48480.27280.2071
631.051.0933-0.08332.26990.47130.56170.33440.2818
641.31.26440.01212.51680.47780.63140.35040.3918
651.341.1053-0.21192.42240.36340.3860.34680.3092
661.241.0739-0.29322.4410.40590.35140.40030.2998
671.221.0219-0.38352.42740.39120.38050.42910.2799
681.061.0602-0.38262.50310.49990.41410.48390.303
6911.064-0.48352.61160.46770.5020.48690.317
7010.9813-0.68932.6520.49130.49130.46320.2953
7110.9045-0.85872.66770.45770.45770.44890.2758
721.010.7234-1.12362.57050.38050.38460.38050.2235


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
450.07440.045100.003800
460.12650.14650.09580.03150.01760.1328
470.14910.22590.13910.06650.03390.1842
480.18160.35040.19190.13010.0580.2408
490.17870.15190.18390.02940.05230.2286
500.19090.11470.17240.01840.04660.2159
510.20290.08490.15990.01110.04160.2038
520.20260.10280.15280.01980.03880.1971
530.24350.13440.15070.02630.03740.1935
540.25050.02630.13830.0010.03380.1839
550.2581-0.05530.13070.00450.03110.1765
560.255-0.14580.1320.03460.03140.1773
570.3057-0.13150.13190.02720.03110.1764
580.3974-0.05650.12660.0040.02920.1708
590.47640.00710.11861e-040.02720.165
600.61090.20430.1240.02940.02740.1654
610.59260.10640.12290.00920.02630.1622
620.57780.02210.11735e-040.02490.1577
630.5491-0.03960.11320.00190.02370.1538
640.50530.02810.1090.00130.02250.1501
650.6080.21240.11390.05510.02410.1552
660.64950.15460.11570.02760.02420.1557
670.70170.19380.11910.03920.02490.1578
680.6943-2e-040.114200.02390.1545
690.7421-0.06020.1120.00410.02310.1519
700.86860.0190.10843e-040.02220.149
710.99450.10550.10830.00910.02170.1473
721.30260.39610.11860.08210.02390.1545