SARIMAX with calendar regressors

Forecast uncertainty needs to be measured and carried into downstream decisions. This technical note frames sarimax with calendar regressors as part of that full planning chain.

Practitioner lens

Operational monitoring for sarimax with calendar regressors should track residual patterns, input drift, interval coverage and performance by lifecycle state—not only a global score.

First experiment

Check calibration and decision impact separately; sharp intervals are useful only when they cover at the promised rate.

This is an original educational brief. It is a starting point for discussion, not a claim that one technique fits every supply chain.