VAR Forecast Explorer · Supply Chain Demo

Compare univariate ETS against a full Vector Autoregression on weekly demand. Tune lag order, toggle covariates, extend the horizon, and fire a +20% price shock to watch the impulse response.

VAR(2) Forecast · wk+1
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Point forecast for week 91 (first holdout week)
Holdout RMSE · VAR / ETS
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1-step rolling, 14-week holdout
VAR vs ETS · RMSE gain
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VAR wins all three loss functions

Demand History, Holdout Actuals & VAR Forecast

Training (wk 1–90) Holdout actuals (wk 91–104) VAR forecast 80% interval

Impulse Response · Demand → ±20% Price Shock

Demand response (units) Zero line (baseline)

BIC by Lag Order

Current lag Min-criterion lag Other lags

Advisory

Data Footnote