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
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| horizon | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |