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forecast

Generate multi-step projections for each time series using its last estimated univariate model, including deterministic terms, Box-Cox transforms, and 95% confidence bands.

Instructions

N6 — Forecast every series in its level with the last estimated model.

Each series goes back to its level with its own univariate model: deterministic terms (known in the future), its differencing, its Box-Cox. The 95% band is built on the transformed scale and mapped back. On a VEC (the current model is one): the VEC written in levels (drvec.to_levels_varma) and forecast by drvarma's forecaster — one forecaster for every system — with each file's deterministic path and Box-Cox; drvec's band multiplier.

Tool call template

Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "arguments": {
      "name": "<name>"
    },
    "name": "forecast"
  }
}

Input Schema

NameRequiredDescriptionDefault
nameYes
horizonNo

Output Schema

NameRequiredDescriptionDefault
resultYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observedv0.2.0

TDQS

B3.1/5.0
Behavior3/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

With no annotations, the description carries the full burden, and it does disclose real behavior: deterministic terms, differencing, Box-Cox, a 95% band built on the transformed scale then mapped back, and the VEC-to-levels forecast path. It omits failure modes (e.g., what happens if no model is estimated) and any permission/prerequisite statement, and the jargon limits comprehension.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness3/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The core purpose is diluted by the leading 'N6 —' code and a dense multi-clause paragraph on VEC mechanics. It is not front-loaded with a plain-language statement an agent can act on, and the VEC detail crowds out the basics.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

An output schema exists, so return values needn't be described, and the methodology is covered. But for a two-parameter tool with zero schema coverage and no annotations, the description leaves parameter meaning and preconditions unaddressed, making it only minimally complete.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters2/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 0%, so the description must compensate, but it never explains the required 'name' parameter (file, model, or series name?) nor 'horizon' at all. It mentions 'each file's deterministic path' only in passing, leaving both parameters effectively undocumented.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description names a specific action and scope: forecast every series in its level using the last estimated model, with per-series univariate or VEC treatment. An agent can tell what the tool does, though the opaque 'N6 —' prefix and heavy jargon blunt the opening. It does not explicitly contrast with siblings like forecast_uncertainty or plot_forecast.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines3/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

'With the last estimated model' implies a prerequisite (a model must already be estimated), giving implied usage context. However, there is no explicit when-to-use/when-not guidance and no comparison to the clearly related siblings forecast_uncertainty and plot_forecast.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.