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[44])
32	101.66	-	-	-	-	-	-	-
33	101.65	-	-	-	-	-	-	-
34	101.61	-	-	-	-	-	-	-
35	101.52	-	-	-	-	-	-	-
36	101.31	-	-	-	-	-	-	-
37	101.19	-	-	-	-	-	-	-
38	101.11	-	-	-	-	-	-	-
39	101.1	-	-	-	-	-	-	-
40	101.07	-	-	-	-	-	-	-
41	100.98	-	-	-	-	-	-	-
42	100.93	-	-	-	-	-	-	-
43	100.92	-	-	-	-	-	-	-
44	101.02	-	-	-	-	-	-	-
45	101.01	101.0553	100.8376	101.273	0.3416	0.6248	0	0.6248
46	100.97	101.076	100.7027	101.4494	0.2889	0.6355	0.0025	0.6157
47	100.89	101.0691	100.5662	101.5721	0.2426	0.6504	0.0395	0.5759
48	100.62	101.0595	100.4467	101.6723	0.0799	0.7062	0.2115	0.5503
49	100.53	101.1319	100.424	101.8398	0.0478	0.9218	0.4361	0.6216
50	100.48	101.1243	100.3344	101.9141	0.0549	0.9299	0.5141	0.6021
51	100.48	101.1144	100.2501	101.9787	0.0751	0.9249	0.513	0.5848
52	100.47	101.1265	100.1934	102.0595	0.0839	0.9128	0.5472	0.5885
53	100.52	101.0905	100.0934	102.0875	0.1311	0.8887	0.586	0.5551
54	100.49	101.0684	100.0112	102.1257	0.1418	0.8454	0.6013	0.5358
55	100.47	101.0944	99.9802	102.2085	0.136	0.8562	0.6205	0.552
56	100.44	101.1802	100.0118	102.3485	0.1072	0.8833	0.6059	0.6059

Univariate ARIMA Extrapolation Forecast Performance
time	% S.E.	PE	MAPE	Sq.E	MSE	RMSE
45	0.0011	-4e-04	0	0.0021	0	0
46	0.0019	-0.001	7e-04	0.0112	0.0066	0.0815
47	0.0025	-0.0018	0.0011	0.0321	0.0151	0.123
48	0.0031	-0.0043	0.0019	0.1932	0.0596	0.2442
49	0.0036	-0.006	0.0027	0.3623	0.1202	0.3467
50	0.004	-0.0064	0.0033	0.4151	0.1693	0.4115
51	0.0044	-0.0063	0.0037	0.4025	0.2026	0.4501
52	0.0047	-0.0065	0.0041	0.4309	0.2312	0.4808
53	0.005	-0.0056	0.0043	0.3254	0.2416	0.4916
54	0.0053	-0.0057	0.0044	0.3346	0.2509	0.5009
55	0.0056	-0.0062	0.0046	0.3898	0.2636	0.5134
56	0.0059	-0.0073	0.0048	0.5479	0.2873	0.536