Forecast Accuracy Backtest In Minutes

What's in the report?

Standard-library analysis: how good are the forecasts you already made? Map the period, the forecast, and the actual outcome — and optionally the horizon each forecast was made at — and get the full scorecard: MAE and RMSE in your own units, MAPE with its zero and asymmetry traps handled explicitly, sMAPE, MASE against both the naive and the seasonal-naive baseline, bias as a mean error plus the share of periods over- and under-forecast, a Diebold-Mariano test of whether the forecast really beats a baseline rather than just printing two numbers next to each other, actual against forecast over time, the error distribution, and accuracy broken out by calendar period and by forecast horizon.