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[120])
1081.169-------
1092.429-------
1101.762-------
1112.846-------
1125.627-------
1135.749-------
1144.502-------
1155.72-------
1164.403-------
1172.867-------
1182.635-------
1192.059-------
1201.511-------
1212.3592.38481.59623.17340.47440.98510.45630.9851
1221.7411.74520.91512.57530.4960.07360.48420.7099
1232.9173.03192.23.86380.39330.99880.66930.9998
1246.2495.28344.42926.13760.013410.21521
1255.765.93595.07166.80020.3450.23890.66421
1266.254.55963.69385.42541e-040.00330.55181
1275.1345.43994.57336.30650.24450.03350.26321
1284.8314.52653.65855.39440.24580.0850.60981
1293.6952.91852.05013.78690.039800.54630.9993
1302.4622.54951.68113.41790.42170.00490.42350.9905
1312.1462.11871.25022.98720.47540.21920.55360.9149
1321.5791.43950.57092.30810.37650.05540.43590.4359


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPEsMAPESq.EMSERMSEScaledEMASE
1210.1687-0.01090.01090.01097e-0400-0.02630.0263
1220.2427-0.00240.00670.006603e-040.0185-0.00430.0153
1230.14-0.03940.01760.01730.01320.00460.068-0.11730.0493
1240.08250.15450.05180.05480.93240.23660.48640.98570.2834
1250.0743-0.03050.04760.04990.03090.19540.4421-0.17960.2626
1260.09690.27050.08470.09372.85750.63910.79951.72560.5065
1270.0813-0.05960.08110.08860.09360.56120.7491-0.31230.4787
1280.09780.0630.07890.08560.09270.50260.7090.31090.4577
1290.15180.21010.09340.10220.60290.51380.71680.79260.4949
1300.1738-0.03560.08770.09550.00770.46320.6806-0.08940.4544
1310.20910.01270.08080.0887e-040.42110.64890.02790.4156
1320.30790.08830.08150.08830.01950.38770.62260.14240.3928