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Run explainable forecasting operations on finance time series without arbitrary formulas.

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CAGR Forecast

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Summary

Calculate a Compound Annual Growth Rate (CAGR) forecast for a numeric financial time series, producing future value predictions based on the historical CAGR derived from the first and last valid series values.

Inputs

  • Currency — Optional metadata string indicating the currency of the values forecasted, included in the output.
  • Forecast Horizon (required) — Number of future forecast points to generate, must be at least 1.
  • Max Recommended Horizon (required) — Threshold number for forecast horizon beyond which a warning is issued; values above this are allowed but advised against.
  • Periods Per Year (required) — Number of data observations per year used to annualize the growth rate, defaulting to 12.
  • Value Column (required) — Name of the input data column containing the numeric series values to forecast.

Output shape

a single JSON object containing the forecast results and metadata

Output includes the forecast array with steps and predicted values, model parameters including the CAGR growth rate, warnings if applicable, audit trails detailing validation and calculation steps, and performance metrics (if calculable). If input validation or calculation fails, the output will indicate failure with corresponding errors.

Examples

Example 1: Forecast monthly sales growth for the next 6 months

Set 'Value Column' to sales data column, 'Forecast Horizon' to 6, and 'Periods Per Year' to 12 for monthly data.

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