= Solution
The interval treats the selected model and estimated detrending and seasonal components as fixed, often assumes approximately Gaussian homoscedastic innovations, and ignores model-selection and parameter uncertainty. With only 100 observations these omissions can materially reduce coverage. A residual or parametric <bootstrap> that repeats decomposition, model selection, fitting, and forecasting can propagate those sources of uncertainty; time-series cross-validation can additionally assess empirical one-step coverage.
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