ass="hasAnchor">
<a href="#step-4---calibrate-the-model-to-a-testing-set-" class="anchor"></a>Step 4 - Calibrate the model to a testing set.</h3>
<p>Calibrating adds a new column, <code>.calibration_data</code>, with the test predictions and residuals inside. A few notes on Calibration:</p>
<ul>
<li>Calibration is how confidence intervals and accuracy metrics are determined</li>
<li>
<strong><em>Calibration Data</em></strong> is simply forecasting predictions and residuals that are calculated from out-of-sa