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Forecast Accuracy Backtest In Minutes

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Running forecast accuracy backtest analysis...

Running forecast accuracy backtest analysis...

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Sent to . Inside: interactive charts, statistical results, R code, and AI insights.

Sample Output

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The method, in full

The practical guide behind this tool: when it applies, how to read the output, and the traps that make it say the wrong thing.

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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.

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Actual vs Forecast

Interactive line visualization

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Accuracy Scorecard

Interactive table visualization

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Forecast vs Naive Baselines

Interactive bar visualization

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Error Distribution

Interactive histogram visualization

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Accuracy Over Time

Interactive bar visualization

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Accuracy by Horizon

Interactive table visualization

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Methods & Disclosure

Interactive table visualization

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AI Insights

Plain-English reading of the results and what to do next.

The Question This Answers

Grade a demand or revenue forecasting process against what actually happened

Questions?

See our FAQ for pricing, privacy and how the analysis works.

How to cite this tool

MCP Analytics. Forecast Accuracy Backtest. Free tool. https://mcpanalytics.ai/free/standard_forecast_accuracy. Accessed [date you used it].

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