1. A method executed by a computer of performing forecasting, comprising: receiving a first data collection having data values at first intervals; building a first forecasting model based on the first data collection; building a second forecasting model based on a second data collection having intervals aggregated from intervals of the first data collection, wherein the second forecasting model is at a different aggregation level than the first forecasting model; and computing at least one metric by performing at least one test based on at least one of the first and second data collections to indicate which of the first and second forecasting models has a better forecast quality.