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[48])
36	106.37	-	-	-	-	-	-	-
37	106.37	-	-	-	-	-	-	-
38	106.36	-	-	-	-	-	-	-
39	106.44	-	-	-	-	-	-	-
40	106.29	-	-	-	-	-	-	-
41	106.23	-	-	-	-	-	-	-
42	106.23	-	-	-	-	-	-	-
43	106.23	-	-	-	-	-	-	-
44	106.23	-	-	-	-	-	-	-
45	106.34	-	-	-	-	-	-	-
46	106.44	-	-	-	-	-	-	-
47	106.44	-	-	-	-	-	-	-
48	106.48	-	-	-	-	-	-	-
49	106.5	106.49	106.3451	106.6349	0.4463	0.5538	0.9477	0.5538
50	106.57	106.489	106.2399	106.7382	0.2621	0.4657	0.845	0.5284
51	106.4	106.5302	106.1942	106.8663	0.2238	0.4083	0.7006	0.6152
52	106.37	106.4566	106.0467	106.8665	0.3394	0.6067	0.7872	0.4555
53	106.25	106.4272	105.953	106.9013	0.232	0.5934	0.7925	0.4136
54	106.21	106.4273	105.8959	106.9586	0.2114	0.7434	0.7666	0.4229
55	106.21	106.4273	105.8441	107.0105	0.2326	0.7674	0.7464	0.4297
56	106.24	106.4273	105.7965	107.0582	0.2803	0.7502	0.7301	0.435
57	106.19	106.4818	105.8066	107.157	0.1985	0.7586	0.6597	0.5021
58	106.08	106.5313	105.8144	107.2481	0.1086	0.8246	0.5985	0.5557
59	106.13	106.5313	105.7751	107.2874	0.1491	0.8789	0.5935	0.5529
60	106.09	106.5511	105.7575	107.3446	0.1274	0.8508	0.5697	0.5697

Univariate ARIMA Extrapolation Forecast Performance
time	% S.E.	PE	MAPE	Sq.E	MSE	RMSE
49	7e-04	1e-04	0	1e-04	0	0.0029
50	0.0012	8e-04	1e-04	0.0066	5e-04	0.0234
51	0.0016	-0.0012	1e-04	0.017	0.0014	0.0376
52	0.002	-8e-04	1e-04	0.0075	6e-04	0.025
53	0.0023	-0.0017	1e-04	0.0314	0.0026	0.0511
54	0.0025	-0.002	2e-04	0.0472	0.0039	0.0627
55	0.0028	-0.002	2e-04	0.0472	0.0039	0.0627
56	0.003	-0.0018	1e-04	0.0351	0.0029	0.0541
57	0.0032	-0.0027	2e-04	0.0851	0.0071	0.0842
58	0.0034	-0.0042	4e-04	0.2036	0.017	0.1303
59	0.0036	-0.0038	3e-04	0.161	0.0134	0.1158
60	0.0038	-0.0043	4e-04	0.2126	0.0177	0.1331