Univariate ARIMA Extrapolation Forecast
time	Y[t]	F[t]	95% LB	95% UB	p-value (H0: Y[t] = F[t])	P(F[t]>Y[t-1])	P(F[t]>Y[t-s])	P(F[t]>Y[121])
109	-2.9	-	-	-	-	-	-	-
110	3.6	-	-	-	-	-	-	-
111	-0.1	-	-	-	-	-	-	-
112	0.3	-	-	-	-	-	-	-
113	0	-	-	-	-	-	-	-
114	0.3	-	-	-	-	-	-	-
115	-2.1	-	-	-	-	-	-	-
116	2.6	-	-	-	-	-	-	-
117	-0.2	-	-	-	-	-	-	-
118	0	-	-	-	-	-	-	-
119	-0.2	-	-	-	-	-	-	-
120	0.3	-	-	-	-	-	-	-
121	-3.1	-	-	-	-	-	-	-
122	3.4	3.4935	3.1096	3.8773	0.3165	1	0.2933	1
123	-0.1	-0.0017	-0.4115	0.4081	0.3191	0	0.6809	1
124	0.1	0.011	-0.4023	0.4243	0.3364	0.7007	0.0852	1
125	0.3	0.1472	-0.2666	0.5609	0.2346	0.5884	0.7572	1
126	0.1	0.3547	-0.0591	0.7685	0.1139	0.6022	0.6022	1
127	-2.5	-1.946	-2.3598	-1.5322	0.0043	0	0.7671	1
128	3.1	2.6004	2.1866	3.0142	0.009	1	0.5008	1
129	-0.1	-0.2519	-0.6657	0.162	0.236	0	0.403	1
130	0.1	0.1552	-0.2586	0.569	0.3969	0.8866	0.7688	1
131	0	-0.0966	-0.5104	0.3172	0.3236	0.1759	0.6878	1

Univariate ARIMA Extrapolation Forecast Performance
time	% S.E.	PE	MAPE	Sq.E	MSE	RMSE
122	0.0561	-0.0268	0	0.0087	0	0
123	-123.6578	58.1468	29.0868	0.0097	0.0092	0.0959
124	19.1977	8.1049	22.0928	0.0079	0.0088	0.0937
125	1.4342	1.0382	16.8292	0.0234	0.0124	0.1114
126	0.5953	-0.7181	13.6069	0.0649	0.0229	0.1514
127	-0.1085	0.2847	11.3866	0.3069	0.0702	0.265
128	0.0812	0.1921	9.7874	0.2496	0.0959	0.3096
129	-0.8383	-0.603	8.6393	0.0231	0.0868	0.2946
130	1.3606	-0.3556	7.7189	0.003	0.0775	0.2783
131	-2.1856	-1	7.047	0.0093	0.0706	0.2658